Statistical Method in Economics

Type of Resource

Format

Category

Language

Self-learning

All

Results-based Management

English

The course introduces basic priciples of statistical theory with a focus on econometrics. Topics covered include random samples, asymptotic methods, point estimation, evaluation of estimators, Cramer-Rao theorem, hypothesis tests, Neyman Pearson lemma, Likelihood Ratio test, interval estimation, etc.


Developed by / Author

Victor Chernozhukov


Publisher

Massachusetts Institute of Technology (MIT)


Date

2005


Typical Duration

self-paced


Link

http://ocw.mit.edu/OcwWeb/Economics/14-381Fall-2006/CourseHome/index.htm


Pre-requisites

A good understanding of statistical methods, including regression and probability


 


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