Econometric Theory I - ECO00019I

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  • Department: Economics and Related Studies
  • Credit value: 10 credits
  • Credit level: I
  • Academic year of delivery: 2022-23

Related modules


Module will run

Occurrence Teaching period
A Autumn Term 2022-23

Module aims

The module aims to:

  • Define, illustrate and utilise the basic results in statistical theory, such as moment generating functions, modes of convergence, maximum likelihood estimation .
  • Combine this knowledge to develop an understanding of multivariate random variables
  • Explore the relationship between the multivariate normal, Chi-square, t and F distributions

Module learning outcomes

On successfully completing the module the student will be able to:

  • Define, illustrate and utilise the basic results in linear and matrix algebra, such as linear spaces, bases, orthogonality, inverses and determinants, eigenvalues/vectors and linear and quadratic forms
  • Define, illustrate and utilise the basic results in statistical theory, such as moment generating functions, modes of convergence, maximum likelihood estimation
  • Combine this knowledge to develop an understanding of multivariate random variables
  • Explore the relationship between the multivariate normal, Chi-square, t and F distributions

Indicative assessment

Task % of module mark
Closed/in-person Exam (Centrally scheduled) 100

Special assessment rules

None

Indicative reassessment

Task % of module mark
Closed/in-person Exam (Centrally scheduled) 100

Module feedback

Information currently unavailable

Indicative reading

Hogg, R., McKean, J, Craig, A. Introduction to Mathematical Statistics. 7th ed., Upper Saddle River, N J., London., Pearson Education c2005.
Other specific reading will be announced, where applicable, during the course.