Econometric Theory I - ECO00019I
- 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.