14.381 Statistical Method in Economics

Class Info

Introduction to probability and statistics as background for advanced econometrics and introduction to the linear regression model. Covers elements of probability theory; sampling theory; asymptotic approximations; decision-theory approach to statistical estimation focusing on regression, hypothesis testing; and maximum-likelihood methods. Includes simple and multiple regression, estimation and hypothesis testing. Illustrations from economics and application of these concepts to economic problems. Enrollment limited.

This class has 18.02 as a prerequisite.

14.381 will be offered this semester (Fall 2017). It is instructed by A. Mikusheva and W. Newey.

Lecture occurs 2:30 PM to 4:00 PM on Tuesdays and Thursdays in E51-151.

This class counts for a total of 12 credits.

You can find more information on MIT OpenCourseWare at the Statistical Method in Economics site or on the 14.381 Stellar site.

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