Probability, random variables, and distributions; large sample theory; theory of estimation and hypothesis testing; linear econometric models. Enrollment is limited to Econ PhD students for the first two weeks of open enrollment, after which the remaining space will be available to all other interested students. Prerequisites: probability and statistics at the level of Bruce Hansen's textbook "Probability and Statistics for Economists.
2-5 units · Letter or Credit/No Credit
Probability, random variables, and distributions; large sample theory; theory of estimation and hypothesis testing; linear econometric models. Enrollment is limited to Econ PhD students for the first two weeks of open enrollment, after which the remaining space will be available to all other interested students. Prerequisites: probability and statistics at the level of Bruce Hansen's textbook "Probability and Statistics for Economists.
Offered in Autumn 2025 at Stanford University.