Essential Statistical Concepts for Econometrics
Short course
In
Description
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Type
Short course
Fundamental stats for econometrics. Suitable for: Those who wish to brush up on econometrics, or to prepare for our courses in practical econometrics
About this course
Basic knowledge of maths.
Reviews
Course programme
The course presents essential statistical concepts for econometrics. Delegates are required to bring along a calculator.
For more info, visit: /essentialstats4econ.htm
Contents
Random Variables
What is a random variable?
Probability distributions for discrete and continuous random variables
Joint distribution and independence
Features of Probability Distributions
The expected value
Covariance and correlation
Correlation and independence
Unconditional and conditional expectation
Continuous Random Variables
The normal distribution
The Central Limit Theory
Chi-square distribution
t distribution
F distribution
Estimators and Estimates
What is an estimator?
Estimation procedures
Hypothesis Testing
Components of a test
How to use the p-value
Essential Statistical Concepts for Econometrics