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.
1. Probability and Random Variables
2. Expectation and Conditional Expectation
4. Hypothesis Testing
5. Computation and Numerical Optimisation
6. Model Selection
Learning outcome knowledge
After taking this course, students should have a solid knowledge of the foundations of theoretical and applied econometrics, so that they can critically use and evaluate others' use of statistical techniques in economics, finance and related fields. Moreover, students will be introduced to the use of advanced programming languages.
- Written assignment: 100%