Simon Fraser University
Engaging the World

Course Outlines

Fall 2026 - ECON 837 G100

Econometric Theory I (4)

Class Number: 2039

Delivery Method: In Person

Overview

  • Course Times + Location:

    Sep 9 – Dec 6, 2026: Wed, 11:30 a.m.–2:20 p.m.
    Burnaby

  • Prerequisites:

    ECON 835 or equivalent.

Description

CALENDAR DESCRIPTION:

Covers probability theory and statistical inference. Topics may include an introduction to measure and probability theory, integration and mathematical expectations, stochastic limit theory, asymptotic theory, mathematical statistics, and an introduction to GMM and maximum likelihood estimation and the concept of identification.

COURSE DETAILS:

Description

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.


Topics

Probability Theory; Measure Theory; Identification; Statistical Inference; Asymptotic theory

Grading

  • Assignments 10%
  • Midterm Exam 40%
  • Final Exam 50%

Materials

RECOMMENDED READING:

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.
4. Matzkin, R. L. (1994), “Restrictions of Economic Theory in Nonparametric Methods,” in R. F. Engel and D. L. McFadden (eds.) Handbook of Econometrics, Vol. 4.
5. Matzkin, R. L. (2007) “Nonparametric Identification,” in Handbook of Econometrics, Vol. 6b, edited by J.J. Heckman and E.E. Leamer, Elsevier Science.

Registrar Notes:

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS

At SFU, you are expected to act honestly and responsibly in all your academic work. Cheating, plagiarism, or any other form of academic dishonesty harms your own learning, undermines the efforts of your classmates who pursue their studies honestly, and goes against the core values of the university.

To learn more about the academic disciplinary process and relevant academic supports, visit: 


RELIGIOUS ACCOMMODATION

Students with a faith background who may need accommodations during the term 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.