Define, illustrate and utilise the basic results in statistical theory, such as moment generating functions, modes of convergence, maximum likelihood estimation .
Combine this knowledge to develop an understanding of multivariate random variables
Explore the relationship between the multivariate normal, Chi-square, t and F distributions
Module learning outcomes
On successfully completing the module the student will be able to:
Define, illustrate and utilise the basic results in linear and matrix algebra, such as linear spaces, bases, orthogonality, inverses and determinants, eigenvalues/vectors and linear and quadratic forms
Define, illustrate and utilise the basic results in statistical theory, such as moment generating functions, modes of convergence, maximum likelihood estimation
Combine this knowledge to develop an understanding of multivariate random variables
Explore the relationship between the multivariate normal, Chi-square, t and F distributions
Assessment
Task
Length
% of module mark
Online Exam - 24 hrs (Centrally scheduled) Econometric Theory 1
8 hours
100
Special assessment rules
None
Reassessment
Task
Length
% of module mark
Online Exam - 24 hrs (Centrally scheduled) Econometric Theory 1
8 hours
100
Module feedback
Information currently unavailable
Indicative reading
Hogg, R., McKean, J, Craig, A. Introduction to Mathematical Statistics. 7th ed., Upper Saddle River, N J., London., Pearson Education c2005.
Other specific reading will be announced, where applicable, during the course.