Excerpt from course description

Advanced Statistics

Introduction

The aim of the course is to equip the students with a formal understanding of the statistical foundations of econometrics at a level expected among PhD students in economics, finance and related disciplines.

Course content

1. Probability and Random Variables
2. Expectation and Conditional Expectation
3. Estimation
4. Hypothesis Testing
5. Computation and Numerical Optimisation
6. Model Selection

Disclaimer

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