Apr 18, 2024  
Rensselaer Catalog 2022-2023 
    
Rensselaer Catalog 2022-2023 [Archived Catalog]

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ECON 6730 - Econometrics I


Theoretical treatment of economic statistics. Topics include a rigorous treatment of set theory and fundamentals of probability theory, statistical estimation and hypothesis testing, analysis of variance, and regression. Also includes advanced topics such as maximum likelihood, generalized method of moments, empirical likelihood, and bootstrap, as well as finite-sample analysis and large-sample asymptotics.

Prerequisites/Corequisites: Ph.D. student status or permission of instructor.

When Offered: Fall term annually.



Credit Hours: 3



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