Mathematical Statistics

Syllabus of the course

Textbooks:

Jeffrey Wooldridge: Introductory Econometrics, A Modern Approach, 2nd edition. Appendix B and C.

George Casella-Roger L. Berger: Statistical Inference, 2nd edition.

Takeshi Amemiya: Introduction to Statistics and Econometrics.

Presentations

Week 1 (mathematical essentials)

Week 2 (populations, samples, estimators)

Problem sets

Problem set 1 (deadline: Wednesday, September 30, 1:30pm)

Problem set 2 (deadline: Thursday, October 8, 11:00am)

Problem set 3 (deadline: Wednesday, October 14, 1:30pm)

Problem set 4 (deadline: Wednesday, October 21, 1:30pm)

Problem set 5 (deadline: Thursday, October 29, 1:30pm)

The exam sheet of 2014

Distribution tables

Standard normal distribution

t-distribution

Chi-squared distribution

F-distribution