Although we do not yet know how long the social distancing related to the Covid-19 pandemic will last, and regardless of the changes that had to be made in the evaluation of the June 2020 session in relation to what is provided for in this learning unit description, new learnig unit evaluation methods may still be adopted by the teachers; details of these methods have been - or will be - communicated to the students by the teachers, as soon as possible.
At the end of this learning unit, the student is able to :
The purpose is that students learn the most important mathematical and statistical tools needed for advanced courses in macroeconomics, microeconomics and econometrics. The course serves mostly to refresh students' knowledge in certain topics, and to ensure that all students taking the advanced courses have a common mathe-matical and statistical level.
The contribution of this Teaching Unit to the development and command of the skills and learning outcomes of the programme(s) can be accessed at the end of this sheet, in the section entitled “Programmes/courses offering this Teaching Unit”.
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)