Indiana University Bloomington

Economics E571
Econometrics I - Statistical Foundations

Contact: joon 10/25/2012
Offered: Fall, Every Year
Capacity: 25
Sequence: E572 Econometrics II, E671 Econometrics III
Pre-Requisites: None
Algebra Required: Covered in the course and used throughout the course
Calculus Required: Basic knowledge on multivariate calculus is assumed
Contact Person for Authorization: None for Econ Ph.D. students, Consent of instructor for other students
Instructor: Joon Y. Park
Days Per Week Offered: 2 days a week, No computer lab
Recommended follow-up classes: E572 Econometrics II, E671 Econometrics III
Syllabus: Download Syllabus
Keywords: Probability, statistics, asymptotic theory
Description: Provides a solid theoretical background for econometrics, covering basic measure theoretic probability, foundational concepts in statistics and basic asymptotics incluing law of large numbers, central limit theory and limit theory for maximum likelihood method
Books: Lecture notes at the level of Billingsley and Casella and Berger
Substantive Orientation: Finance, students at other departments at Business School, SPEA and HYPER with a strong mathematical background, and students at Mathematics, Statistics and Informatics with an interest in economics
Statistical Orientation: Mostly classical with a brief introduction to Bayesian
Applied/Theoretical: Highly theoretical
Software: None
How Software is Used: Not used
Problem Sets: Weekly problem sets
Data Analysis: None
Presentation: None
Exams: Two midterms and one final, all in class
Comments: none