Textbook The course will mainly follow A. W. van der Vaart (1998) Asymptotic Statistics. Cambridge University Press, Cambridge, UK.
Structure Lectures and exercises Assessment Hand-in exercises.
Pre-requisites Statistical Inference I (7.5 hp), PhD level, or equivalent.
Course plan Selected chapters from van der Vaart (1998) will be covered during the course. The course will be held during June (weeks 23, 24, 25) and August (weeks 33 and 34).
The Department of Statistics at Uppsala University plans to give an introductory PhD course in philosophy of science in May-June and August-September 2019, see attached file.
Submitted by Lars Forsberg on September 8, 2016 - 10:55
The course offers an introduction to financial econometrics for second-cycle studies. It
covers the main parts of the spectrum of quantitative financial economics, discusses
important results in the empirical finance literature, and provides a comprehensive
knowledge to do empirical work in financial practice.
A student who has taken the course should:
- have a solid knowledge about basic themes in financial econometrics;
- know and be able to use concepts and notation that is frequently used in financial
econometrics;
Starting November 5, I will give a course in asymptotic theory at the PhD level in Statistics. The course book is Ferguson, T.S. A
Course in Large Sample Theory, Chapman and Hall 1996. Lectures are at 10.15-14 on Mondays, ending December 17. Examination is through take home exercises. For further information, see the attached schedule. Welcome to the course!
