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Quantitative Economics/Methods
Mathematical Economics 

  • Syllabus

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

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

    • Ch. 3 - Discrete random variablesProbability distribution, Moments, Bernoulli r.v., Binomial r.v., Poisson r.v.

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

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

    • Ch. 6 - Hypothesis testingTest 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)

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

  • Tutorials: ps1, ps2, ps3, ps4, ps5

  • A primer in R

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