Transcription of Applied Statistics and Econometrics: Notes and Exercises
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Birkbeck Department of Economics, Mathematics and Statistics Graduate Certi cates and Diplomas Economics, Finance, Financial Engineering;. BSc FE, ESP. 2009-2010. Applied Statistics and Econometrics Notes and Exercises Ron Smith Email CONTENTS. PART I: COURSE INFORMATION. 1. Aims, readings and approach 2 Class Exercises 3. Assessment 4. How to do your project PART II: Notes . 5. Introduction 6. Descriptive Statistics 7. Economic and Financial Data I: Numbers 8. Applied Exercise I: Ratios and descriptive Statistics 9. Index Numbers 10. Probability 11. Discrete Random Variables 12. Continuous Random Variables 13. Economic and Financial Data II: Interest and other rates 14. Applied Exercise II: Sampling distributions 15. Estimation 16. Con dence Intervals and Hypothesis Tests for the mean 17. Bivariate Least Squares Regression 18. Matrix Algebra & Multiple Regression 19. Properties of Least Squares estimates 20. Regression Con dence Intervals and Tests 21.
Do the applied exercise (section 8 of the notes) during the –rst term. We will assume that you have done it and base exam questions on it. Start work on your project early in the second term, advice on this is in
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