Due to the COVID-19 crisis, the information below is subject to change,
in particular that concerning the teaching mode (presential, distance or in a comodal or hybrid format).
2 credits
15.0 h
Q1
Language
English
Main themes
For the mathematics part, the themes of matrix algebra, functions, optimization, and difference/differential equations. For the statistics part: multivariate distributions and related concepts. The two parts are linked in particular by matrix algebra.
Content
Mathematics : Matrix algebra (inverse, rank, derivatives, eigenvalues, diagonalization and factorization, quadratic forms). Met-ric and topological spaces, vector spaces. Real functions on Rn (continuity, concavity, differentiability, Taylor expansion, mean value theorem, implicit function theorem). Static optimization (constrained and uncon-strained). Difference and differential equations (steady states, stability).
Statistics: Multivariate distributions: joint, marginal and conditional distributions, (conditional) moments (variance-covariance matrices), independence in probability and linear independence. Law of iterated expectations. Transformation of random vectors. Multivariate normal distribution. Quadratic forms in normal vectors and related distributions (Student, chi-squared, Fisher)
Statistics: Multivariate distributions: joint, marginal and conditional distributions, (conditional) moments (variance-covariance matrices), independence in probability and linear independence. Law of iterated expectations. Transformation of random vectors. Multivariate normal distribution. Quadratic forms in normal vectors and related distributions (Student, chi-squared, Fisher)
Teaching methods
Due to the COVID-19 crisis, the information in this section is particularly likely to change.
Methods: Lectures and home works
Evaluation methods
Due to the COVID-19 crisis, the information in this section is particularly likely to change.
Written exam
Faculty or entity
ECON
Programmes / formations proposant cette unité d'enseignement (UE)
Title of the programme
Sigle
Credits
Prerequisites
Aims
Master [120] in Economics: Econometrics