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Introduction to Statistical Method in Economics >> Content Detail



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Readings

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Texts




Required


Amazon logo Larsen, Richard, and Morris Marx. Introduction to Mathematical Statistics and its Applications. 3rd ed. Upper Saddle River, NJ: Prentice Hall, 2000. ISBN: 0139223037.
It's easier than the level of the course, but I think it provides pretty good discussions.



Recommended


Amazon logo DeGroot, Morris, and Mark Schervish. Probability and Statistics. Reading, MA: Addison-Wesley, 2001. ISBN: 0201524880.
DeGroot is a good but somewhat more difficult book.

Amazon logo Lindgren, Bernard. Statistical Theory. New York, NY: Chapman and Hall, 1993. ISBN: 0412041812.
Lindgren doesn't offer much intuition, but it's a nice reference.



Readings by Week


Readings are from Larsen and Marx (L&M), DeGroot (D), and Lindgren (L).


WEEK #TOPICSREADINGS
1-2ProbabilityL&M, 1.1-1.3, and 2.1-2.9

D, 1.1-1.11, and 2.1-2.2

L, 1.1-1.3
3-4Random Variables, Distribution FunctionsL&M, 3.1-3.4

D, 3.1-3.4, and 3.7

L, 2.1
5-6Random Variable TransformationsL&M, 3.5-3.6

D, 3.8-3.9

L, 2.1.6
7-8Conditional Distributions, ExpectationsL&M, 3.7-3.13

D, 3.6, and 4.1-4.7

L, 2.1.8, and 2.2
9-10Special DistributionsL&M, chapter 4

D, chapter 5, and ex. 5.7-5.8

L, chapter 3
11-12Law of Large Numbers, Limit TheoremsL&M, 7.3-7.4

D, 5.7

L, 2.5
13-14Estimation Methods, PropertiesL&M, 5.1-5.8, and 7.2

D, 6.1, and 6.5-6.7

L, 5.1-5.2
15Confidence IntervalsL&M, 5.9-5.10

D, 7.5

L, 5.3
16Hypothesis Testing

Advanced Topics, Time Permitting Bayesian Analysis, Nonparametric Methods
L&M, 6.1-6.4, 7.5-7.7, and 8.1-8.5

D, chapter 8

L, 6.1-6.2
17Exam Week

 








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