4.0

credits

Average Course Rating

Focuses on drawing large sample inferences about "parameters" in statistical models. Develops asymptotic theory for maximum likelihood estimation, M-estimation, and generalized method of moment (GMM) estimation. Discusses formal techniques for constructing estimators in semi-parametric models. Pays particular attention to models for longitudinal and survival data. Special topics presented by guest lecturers. Involves rigorous mathematical arguments so that familiarity with concepts in advanced calculus, real analysis, and measure theory will be required.