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Course: 2023/2024

Statistics, probability and multivariate analysis

(16255)

Master in Industrial Economics and Markets / Máster Universitario en Economía Industrial y Mercados (Plan: 378 - Estudio: 270)

EPC

Coordinating teacher: NOGALES MARTIN, FRANCISCO JAVIER

Department assigned to the subject: Economics Department, Statistics Department

Type: Compulsory

ECTS Credits: 6.0 ECTS

Course: 1º

Semester: 1º

Requirements (Subjects that are assumed to be known)

Basic Statistics and Mathematics

Objectives

1. Capacity for modeling problems derived from data with many variables. 2. Apply basic probabilistic models. 3. Obtain point estimators for some relevant parameters and estimate the corresponding confidence intervals. 4. Manage sampling and asymptotic distributions. 5. Perform statistical inference and understand the key concepts in hypothesis testing. 6. Handle statistical software: R

Skills and learning outcomes

Link to document

Description of contents: programme

1. A review of probability and random variables 2. Multivariate random variables 3. Sampling Distributions 4. Estimation 5. Hypothesis tests

Assessment System

Midterm exam (including a practical part) 50%, final exam (including a practical part) 50%, with a minimum grade of 5 points over 10 in each exam.

% end-of-term-examination 50
% of continuous assessment (assigments, laboratory, practicals...) 50

Calendar of Continuous assessment

Basic Bibliography

G. Casella and R.L. Berger. Statistical Inference. Duxbury. 2002

Additional Bibliography

James H. Stapleton. Models for Probability and Statistical Inference. Wiley. 2008
James H. Stock, Mark W. Watson . Introduction to econometrics. Pearson. 2014

The course syllabus may change due academic events or other reasons.

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