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Introduction to Statistics, Probability and Econometrics
Lecture I: Definitions and Course Overview pdf Notes, PowerPoint, Slideshow, WMA
Bierens, Herman J. Introduction to Mathematical and Statistical Foundations of Econometrics Cambridge, UK: Cambridge University Press, 2005. Netlibrary
Lecture II: Basic Axioms of Probability pdf Notes, PowerPoint, Slideshow, WMA
Lecture III: Probability Theory and Measure pdf Notes, PowerPoint, Slideshow, WMA
Random Variables and Probability Distributions
Lecture IV: Random Variables and Probability Distributions pdf Notes, PowerPoint, Slideshow, WMA
Lecture V: Distribution Functions of Random Variables pdf Notes, PowerPoint, Slideshow, WMA
Lecture VI: Derivation of the Normal Distribution pdf Notes, PowerPoint, Slides, WMA
Lecture VII: An Applied Sabbatical pdf Notes, PowerPoint, Slideshow, WMA
Moments and Moment Generating Functions
Binomial and Normal Random Variables
Test I - October 4
Large Sample and Asymptotic Theory
Lecture XIV: Large Sample Theory pdf Notes, PowerPoint, Slideshow, WMA
Ohio State Lecture Notes PDF Notes
University of California, Berkeley Lecture Notes PDF Notes
Kuersteiner, G.M. Asymptotic Theory PDF Notes
Lecture XV: Limits and the Law of Large Numbers pdf Notes, PowerPoint, Slideshow, WMA
Lecture XVI: Empirical Examples of the Central Limit Theorem pdf Notes, PowerPoint, Slideshow
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