Quantitative Economics/Methods
Mathematical Economics 

Syllabus

• Ch. 1 - Descriptive statistics: Representation of data, Measures of centrality, dispersion, and comovement between variables

  • summary, appendix, descriptives in R

• Ch. 2 - Set and probability theory: Set operations, Set identities, Probability, Bayes Theorem

  • summary,​ appendix

• Ch. 3 - Discrete random variables: Probability distribution, Moments, Bernoulli r.v., Binomial r.v., Poisson r.v.

  • summary, appendix, discrete r.v. in R

• Ch. 4 - Continous Random Variables: Distribution and density functions, Moments, Uniform r.v., Normal r.v.

  • summary,​ appendix,  continuous r.v. in R

• Ch. 5 - Estimators + Confidence Intervals: Definition and properties of estimators (Unbiasedness, Efficiency, Asymptotical unbiasedness, Consistency), The central limit theorem, The law of large numbers, Confidence intervals 

  • summary,​ appendix, tables, estimators in R, c.i. in R

• Ch. 6 - Hypothesis testing: Test statistics, Significance level, Test power, P-values, Applications (Two-sided hypothesis test of the population mean, One-sided hypothesis test of the population mean, Hypothesis test of a difference in population means)

  • ​summary,​ appendix, hypothesis testing in R

• Ch. 7 - Linear Regression: OLS estimators, Unbiasedness, Consistency, The Gauss-Markov theorem, Goodness of fit, Hypothesis testing of regression parameters

  • summary,​ ​appendix, linear regression in R

Tutorials: ps1, ps2, ps3, ps4, ps5

A primer in R