Current course offerings

Please Note: Course profiles marked as not available may still be in development.

Course description

This course provides a rigorous introduction to the statistical methods which are fundamental to further study in econometrics and mathematical economics. It aims to provide students with a formal understanding of key results encountered in elementary courses such as Introductory Econometrics (ECON2300) and to prepare students for more advanced courses such as Econometric Theory (ECON3330). Topics include probability theory, concentration inequalities, moment generating functions, estimation theory (Ordinary Least Squares, Maximum Likelihood, Method of Moments), notions of convergence, asymptotic properties of estimators, laws of large numbers, central limit theorem, hypothesis testing and inference.

Archived offerings