ECO2400H1F Econometrics I (PhD)

This course is devoted to a review of introductory mathematical statistics. Parameter estimation and hypothesis testing are discussed from both the Bayesian and classical standpoints. In the second half these techniques are applied to the standard linear regression model. While this course is primarily theoretically oriented, empirical implementation is addressed in computer homework assignments directed toward applied economic problems.

Section L0101, Fall 2012–13

Instructor: Christian Gourieroux, Yuanyuan Wan
Day/time: T 1-3, W 11-1

Delivery Method & Instructions: In Person

Location: GE 100, BA 2135
TA: Zhe Yuan