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14.381经济统计方法（麻省理工学院）14.381 Statistical Method in Economics (MIT) |
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| 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 |
| 中文简介: |  |
| 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: | 统计理论; 概率; 克莱默饶定理 |
| 课程来源: | 信息不详。欢迎您在右侧留言补充。 |
| 最后编审: | 2015-10-07：linxl |
| 阅读次数: | 165 |