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Course module: 35B501-B-6
35B501-B-6
Statistics for Econometrics
Course info
Course module35B501-B-6
Credits (ECTS)6
CategoryBA (Bachelor)
Course typeCourse
Language of instructionEnglish
Offered byTilburg University; Tilburg School of Economics and Management; TiSEM: Econometrics and OR; Econometrics & Operations;
Is part of
B Econometrics and Operations Research
Lecturer(s)
Lecturer
dr. F.C. Drost
Other course modules lecturer
Lecturer
prof. dr. J.H.J. Einmahl
Other course modules lecturer
Lecturer
M.W. Ketelaars
Other course modules lecturer
Lecturer
dr. S. Sadikoglu
Other course modules lecturer
Academic year2020
Starting block
SM 1
Course mode
Full-time
RemarksCaution: this information is subject to change
Registration openfrom 25/08/2020 up to and including 20/08/2021
Aims
Being able to deal with general statistical methods and quality notions and being able to use specific, important statistical procedures.

Recommended Prerequisites

Probability and Statistics, Mathematical Analysis 1, Mathematical Analysis 2
Content
In this course we focus on statistical principles and quality concepts. Using these principles and notions and the corresponding properties in various models is the ultimate goal. Moreover we specialize the procedures to certain important, specific models. Important notions are: sufficiency and completeness, estimation and testing, optimality of statistical procedures, asymptotics and optimality, confidence intervals, contingency tables and some topics from nonparametric statistics.

Type of instructions

2 lecture hours per week, 2 hours tutorial per  week and 2 x 2 hours computer practicals (in total)

Type of exams

written

Compulsory Reading
  1. L.J. Bain & M. Engelhardt, Introduction to probability and mathematical statistics, Duxbury, 2nd edition (1992).
  2. Slides "nonparametric statistics".
Course available for exchange students
Conditions of admission apply
Contact person
prof. dr. J.H.J. Einmahl
Timetable information
Statistics for Econometrics
Required materials
-
Recommended materials
-
Tests
Written exam (100%)

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Kies de Nederlandse taal