KECD 2220 - ECONOMETRICS 1: Probability and Statistics

Organisation


This course serves as an introduction to statistical inference and econometrics at the graduate level :

- First, basic concepts in probability theory (i.e., random variables, their distributions, and their moments) are reviewed.

- Next, we move to statistical inference. Methods for point and interval estimation (least-squares, maximum likelihood, and method of moments) are introduced and criteria for evaluating their performance (bias, efficiency, consistency, and various risk measures) are discussed.
Procedures to perform hypothesis testing (t-test, F-test, Wald, Likelihood ratio, and Lagrange multiplier) are also developed.

- Finally, estimation and testing in the linear regression model is studied in detail.

Jean-Marc ROBIN,Mattis GILBERT

Cours magistral et conférences

English

Prerequisites


None

Autumn 2025-2026