ECON 8070 Course Materials

These are my course notes from Fall 2022 when I taught ECON 8070 (i.e., first semester, Ph.D.-level probability and statistics). You may find them to be a useful reference for this semester. Also, if you did not take ECON 8070 last semester, if you are interested, I can send you the course notes from Professor Lin’s class—just send me an email requesting them.

Probability

1. Introduction to probability

2. Random variables

3. Parametric distributions

4. Multivariate distributions

Statistics

1. Sampling

2. Law of Large Numbers

3. Central Limit Theorem

4. Inference