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14.381经济学中的统计方法

14.381 Statistical Method in Economics
课程网址: http://ocw.mit.edu/courses/economics/14-381-statistical-method-in...  
主讲教师: Prof. Victor Chernozhukov
开课单位: 麻省理工学院
开课时间: 信息不详。欢迎您在右侧留言补充。
课程语种: 英语
课程简介:
The course introduces statistical theory to prepare students for the remainder of the econometrics sequence. The emphasis of the course is to understand the basic principles of statistical theory. A brief review of probability will be given; however, this material is assumed knowledge. The course also covers basic regression analysis. Topics covered include probability, random samples, asymptotic methods, point estimation, evaluation of estimators, Cramer-Rao theorem, hypothesis tests, Neyman Pearson lemma, Likelihood Ratio test, interval estimation, best linear predictor, best linear approximation, conditional expectation function, building functional forms, regression algebra, Gauss-Markov optimality, finite-sample inference, consistency, asymptotic normality, heteroscedasticity, and autocorrelation.
关 键 词: 计量经济学; 随机样本; 渐近方法; 点估计; 评价估计; 假设检验
课程来源: 信息不详。欢迎您在右侧留言补充。
最后编审: 2017-05-15：sheny
阅读次数: 46

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