TOPIC 1. PROBABILITY
1.1 Random variables. Definition. Discrete and continuous variables. Cumulative distribution, probability density and probability mass functions.
1.2 Univariate and multivariate variables: marginal and conditional distributions.
1.3 Summarizing information of univariate variables: mean, variance, asymmetry and kurtosis.
1.4 Summarizing information of multivariate variables: Covariances and independence.
1.5 Some common univariate distributions: Bernoulli, Binomial, Poisson, Uniform, Normal
1.6 The multivariate normal distribution
TOPIC 2. INFERENCE AND ESTIMATION METHODS
2.1 Population and sample: Parameters and statistics
2.2 Point estimation: means and proportions
2.3 Interval estimation
2.4 Hypothesis testing
2.5 Large samples: consistency and asymptotic distribution
2.6 Method of Moments estimator
2.7 Maximum Likelihood estimator
TOPIC 3. REGRESSION MODEL
3.1 Simple Regression model: Conditional means
3.2 Estimating the parameters: Least Squares estimator
3.3 Properties of LS estimator: Consistency, normality and efficiency
3.4 Residual diagnostic
3.5 Hypothesis testing
3.6 Heteroscedasticity
3.7 Using the regression model to predict