Course Detail (Course Description By Faculty)

Statistical Inference (41902)

Xiu, Dacheng>>
This Ph.D.-level course is the second in a two-quarter sequence with Business 41901. The central topic is statistical inference using asymptotic approximations. We will cover linear regression models, generalized method of moments, time series. Time permitting; we will discuss factor models.
Business 41901
Three recommended texts are Econometrics by Hayashi, Econometric Analysis of Cross Section and Panel Data by Wooldridge, and Time Series Analysis by Hamilton. Asymptotic Theory for Econometricians (Revised Edition) by White provides a useful and concise reference on asymptotic results.
Based on homework assignments and an in-class final exam. Cannot be taken pass/fail. No provisional grades.
  • No pass/fail grades
Description and/or course criteria last updated: November 06 2023
SCHEDULE
  • Winter 2024
    Section: 41902-50
    M 8:30 AM-11:30 AM
    Harper Center
    C08
    In-Person Only

Statistical Inference (41902) - Xiu, Dacheng>>

This Ph.D.-level course is the second in a two-quarter sequence with Business 41901. The central topic is statistical inference using asymptotic approximations. We will cover linear regression models, generalized method of moments, time series. Time permitting; we will discuss factor models.
Business 41901
Three recommended texts are Econometrics by Hayashi, Econometric Analysis of Cross Section and Panel Data by Wooldridge, and Time Series Analysis by Hamilton. Asymptotic Theory for Econometricians (Revised Edition) by White provides a useful and concise reference on asymptotic results.
Based on homework assignments and an in-class final exam. Cannot be taken pass/fail. No provisional grades.
  • No pass/fail grades
Description and/or course criteria last updated: November 06 2023
SCHEDULE
  • Winter 2024
    Section: 41902-50
    M 8:30 AM-11:30 AM
    Harper Center
    C08
    In-Person Only