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 I. Andrews and M. Kolesar.

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.

MIT 14.381 Statistical Method in Economics Related Textbooks
MIT 14.381 Statistical Method in Economics On The Web
Statistical Method in Economics
Tags
asymptotic regression lemma linear gauss-markov cramer-rao

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