Textbooks

You can find a lot in Wikipedia. Otherwise, you can use Statistical Inference, by G.C. Casella and R.L. Berger (2008), édition 2002 : http://catalogue.sciencespo.fr/ark:/46513/sc0001222253

Or this new book by Bruce E. Hansen https://press.princeton.edu/books/ebook/9780691236148/probability-and-statistics-for-economists

Lecture Notes

1. Events and probabilities.    

2. Random variables and univariate distributions  (2 lectures)       

3. Expectations and other statistical summaries of a univariate distribution

4. Vectors of random variables and multivariate distributions (2 lectures)

5. The normal distribution

6. Point estimation

7. Asymptotic theory

8. Maximum likelihood

9. Hypothesis testing

10. Miscellanii: Bayesian estimation, characteristic function, deconvolution

• Math supplement: Linear algebra and matrices

Assignments 

1. Probabilities

2. Univariate distributions (CDF and discrete rvs)

3. Continuous univariate distributions (PDF)

4. Expectations

5. Multivariate distributions (distribution, PDF)

6. Multivariate distributions (covariance, independence, convolution)

7. Normal distribution

8. Point estimation

9. Asymptotics

10. Maximum likelihood

11. Tests

Grading

The assignments should be prepared before the tutorials.

A mid-term exam will be given by the TA after assignment 6. The grade will count for 50% of the final grade.

A final 2-hour exam (50% of final grade) will happen after the course.

Past exams

• 2018

• 2019

• 2020 

• 2021 

• 2022 midterm final

• 2023 midterm final