ECON 6190

Econometrics I

Course Description

Course information provided by the 2025-2026 Catalog.

Gives the probabilistic and statistical background for meaningful application of econometric techniques. Topics include probability theory probability spaces, random variables, distributions, moments, transformations, conditional distributions, distribution theory and the multivariate normal distribution, convergence concepts, laws of large numbers, central limit theorems, Monte Carlo simulation; statistics: sample statistics, sufficiency, exponential families of distributions. Further topics in statistics are considered in ECON 6200.

Prerequisites REF-FA25/Corequisites REF-FA25 at least three years of undergraduate mathematics, including at least two semesters of formal mathematics such as analysis, and at least four semesters of economics beyond intermediate microeconomic and macroeconomic theory, or permission of instructor. Corequisites: None.

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