Skip to main content
Princeton Mobile homeCourses home
Detail

Econometric Theory I

ECO 517

1242
Info tab content
A first-year course in the first-year econometrics sequence: it is divided into two parts. The first gives students the necessary background in probability theory and statistics. Topics include definitions and axioms of probability, moments, some univariate distributions, the multivariate normal distribution, sampling distributions, introduction to asymptotic theory, estimation and testing. The second part introduces the linear regression model and develops associated tools. Properties of the ordinary least squares estimator will be studied in detail and a number of tests developed.
Instructors tab content
Sections tab content

Section L01

Section P01

Section P99

  • Type: Precept
  • Section: P99
  • Status: C
  • Enrollment: 0
  • Capacity: 0
  • Class Number: 22333