Economics 180.636: Statistical Inference


Meeting place and times: Mergenthaler 426, Mon 11am-1pm, 5-6pm (if needed)
TA: Zhixiang Zhang. Office hours: Tuesdays, 9-11am, Mergenthaler 466
Announcements
  • MIDTERM EXAM is Monday, Oct 29, 2007, during the usual class time.

  • FINAL EXAM is Friday, Dec 14, 2007, 9.30am-12.30pm.

  • Midterm exam covers material up to (and including) lecture notes #5 (large sample theory).

  • There is no class meeting on Oct 15 (Fall Break day).
    • Syllabus PDF
    Slides
    Lecture 1: Introduction to Probability Theory PDF
    Lecture 2: Transformations and Expectations of Random Variables PDF
    Lecture 3 (Multivariate Random Variables) PDF
    Lecture 4 PDF
    Handout on convergence concepts for random sequences PDF
    Lecture 5 (Large Sample Theory) PDF
    Lecture 6 (Point Estimation: definition of estimators) PDF
    Lecture 7 (Point Estimation: properties of estimators) PDF
    Lecture 8 (Hypothesis Testing pt. 1) PDF
    Lecture 9 (Hypothesis Testing pt. 2 and Interval Estimation) PDF
    Lecture 10 (Data-resampling techniques) PDF

    Problem Sets

    Problem Set 1 DUE: Monday Sept 17, 2007 PDF
    Problem Set 2 (DUE: Monday Sept 24, 2007) PDF
    Problem Set 3 (DUE: Monday Oct 1 2007) PDF
    Problem Set 4a (DUE: Monday Oct 8 2007) PDF
    Problem Set 4 (DUE: Monday Oct 15 2007) PDF
    Problem Set 5 (DUE: Monday Nov 19, 2007) PDF
    Problem Set 6 (DUE: Monday Dec 3, 2007) PDF
    Problem Set 7 (DUE: ) PDF