Fall 2023 - ECON 837 G100
Econometrics I (4)
Class Number: 2880
Delivery Method: In Person
Course Times + Location:
Sep 6 – Dec 5, 2023: Mon, 1:30–2:20 p.m.
Oct 10, 2023: Tue, 1:30–2:20 p.m.
Sep 6 – Dec 5, 2023: Wed, 10:30 a.m.–12:20 p.m.
1 778 782-4514
Prerequisites:ECON 835 or equivalent.
Develops a foundation for econometric theory and applied econometrics. Topics may include an introduction to measure and probability theory, integration and mathematical expectations, stochastic limit theory, asymptotic theory, mathematical statistics, multiple linear regression, and an introduction to GMM and maximum likelihood estimation.
This course is an introduction to probability theory and statistical inference designed for first-year economics Ph.D. students. Students are expected to have taken calculus, linear algebra, and some introductory probability and statistics.
- Probability: probability space, random variables, expectations, common distributions
- Statistics: sufficiency and exponential families, sample analog estimation, ML, hypothesis testing
- Asymptotics: modes of convergence, LLN, and CLT
- Introduction to some economic models and the concept of identification
- Assignments 20%
- Midterm exam 35%
- Final exam 45%
1. Hogg, Craig and McKean, 2018, "Introduction to Mathematical Statistics," 8th edition, Pearson.
2. Casella and Berger, 2002, “Statistical Inference”, Second Edition, Duxbury.
3. Cameron and Trivedi, 2005, “Microeconometrics: Methods and Applications”, Cambridge University Press
REQUIRED READING NOTES:
Your personalized Course Material list, including digital and physical textbooks, are available through the SFU Bookstore website by simply entering your Computing ID at: shop.sfu.ca/course-materials/my-personalized-course-materials.
Graduate Studies Notes:
Important dates and deadlines for graduate students are found here: http://www.sfu.ca/dean-gradstudies/current/important_dates/guidelines.html. The deadline to drop a course with a 100% refund is the end of week 2. The deadline to drop with no notation on your transcript is the end of week 3.
ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS
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Students with a faith background who may need accommodations during the semester are encouraged to assess their needs as soon as possible and review the Multifaith religious accommodations website. The page outlines ways they begin working toward an accommodation and ensure solutions can be reached in a timely fashion.