Econ 6818: Econometric Methods and Applications
Lecture notes available online:
I. An Introduction to the Mathmatica Software
Technology Connections:
Mathematica is ....
A Quick Introduction
to Mathematica for Windows
Lectures on Probability Theory
3 Definitions of Probability
Theory
II. Integration: An Introduction and Some Simple Economic Applications (we will only cover the statistics lectures - the rest is background)
Lecture 1: Introduction
to integration with some simple economic examples
Lecture 3: Applications
of integration: present value of streams of benefits and costs
Lecture 4: Now
briefly consider multiple integrals
lectures on integration: applications to statistics
Random variables
and probability
Joint density functions,
marginal density functions, and conditional density functions
Particular distributions
Some stuff on the uniform
distribution
Random sampling, statistics, and estimators
Random sampling, statistics,
and estimators
How to draw a random sample
from a population with density function f(X)
Sampling Distributions
A bit on sampling distributions
Lectures on maximium likelihood estimators
An introduction to maximum
likelihood estimation
OLS estimators
An absolute value
estimator compared to an ols estimator
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