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ECON-6730: Econometrics I
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Econometrics I
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ECON-6730
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Theoretical treatment of economic statistics. Topics include a rigorous treatment of set theory and fundamentals of probability theory, statistical estimation and hypothesis testing, analysis of variance, and regression. Also includes advanced topics such as maximum likelihood, generalized method of moments, empirical likelihood, and bootstrap, as well as finite-sample analysis and large-sample asymptotics.
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