|When:||Tues, Thurs 1:00-2:15|
|Where:||24 Hillhouse, Room 107|
A careful study of some standard asymptotic techniques in
statistics and econometrics, and their modern refinements. Topics
selected from classical likelihood theory and M-estimation; empirical
process methods; concentration inequalities; semiparametric models;
local asymptotic normality; concepts of efficiency. Prerequisites:
knowledge of probability at the level of STAT 600b.