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Cornell University    
 
    
 
  Sep 23, 2017
 
Courses of Study 2016-2017 [ARCHIVED CATALOG]

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ECON 6190 - Econometrics I


     
Fall. 4 credits.

Prerequisite: At least three years of undergraduate mathematics, including at least two semesters of formal mathematics such as analysis, and at least four semesters of economics beyond intermediate microeconomic and macroeconomic theory, or permission of the instructor. Current Ph.D. students in AEM, PAM or MGMT may substitute David Just’s version of AEM 6940  for the undergraduate mathematics prerequisites provided they have completed the course with a grade of B- or better. Simultaneous enrollment of Econ 6190 and AEM 6940  is not permitted.

Staff.

Gives the probabilistic and statistical background for meaningful application of econometric techniques. Topics include probability theory probability spaces, random variables, distributions, moments, transformations, conditional distributions, distribution theory and the multivariate normal distribution, convergence concepts, laws of large numbers, central limit theorems, Monte Carlo simulation; statistics: sample statistics, sufficiency, exponential families of distributions. Further topics in statistics are considered in ECON 6200 .



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