Overview
Key facts
As such there will be a strong emphasis on mathematical statistics as important discrete and continuous probability distributions are covered (such as the Binomial, Poisson, Uniform, Exponential and Normal distributions). Properties of these distributions will be investigated including use of the moment generating function.
London School of Economics and Political Science offers the Probability and Statistics for Economics and Econometrics programme.
Point estimation techniques are discussed including method of moments, maximum likelihood and least squares estimation. Statistical hypothesis testing and confidence interval construction follow, along with non-parametric and goodness-of-fit tests and contingency tables. A treatment of linear regression models, featuring the interpretation of computer-generated regression output and implications for prediction, rounds off the course.
Programme Structure
Courses include:
- Probability theory
- Random variables
- Common distributions of random variables
- Multivariate random variables
- Sampling distributions of statistics
- Point estimation
Key information
Duration
- Full-time
- 19 days
Start dates & application deadlines
- StartingApplication deadline not specified.
- Visit the website for full details.
Language
Credits
- 3-4 credits (US)
- 7.5 ECTS points (EU)
Delivered
Campus Location
- London, United Kingdom
Disciplines
Economics Econometrics Statistics View 7 other Short Courses in Econometrics in United KingdomWhat students do after studying
Academic requirements
We are not aware of any specific GRE, GMAT or GPA grading score requirements for this programme.
English requirements
We are not aware of any English requirements for this programme.
Other requirements
General requirements
Collectively, these topics provide solid training in statistical analysis. As such, this course would be of value to those intending to pursue further study or a career in statistics, econometrics and/or empirical economics. The quantitative skills developed by the course are readily applicable to all fields involving data analysis.
Tuition Fees
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International Applies to you
Applies to youNon-residents4150 GBP / full≈ 4150 GBP / full -
Domestic Applies to you
Applies to youCitizens or residents4150 GBP / full≈ 4150 GBP / full
Additional Details
- One Session - £4,150
- Two sessions - £7,300
- Three sessions - £9,000
Living costs
London
The living costs include the total expenses per month, covering accommodation, public transportation, utilities (electricity, internet), books and groceries.