Le cours présente les notions de base de la théorie des probabilités et de l'inférence statistique. L'accent est mis sur les concepts principaux ainsi que les méthodes les plus utilisées. ...
The course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications. ...
We provide a comprehensive overview of the econometric tools that are essential to estimate financial models, both for asset pricing and
for corporate finance. ...
This course covers recent methodology for causal inference in settings with time-varying exposures (longitudinal data) and causally connected units (interference). We will consider theory for identification and estimation of effects, illustrated by real-li ...
This course is intended to give a brief overview of how to prove consistency results in nonparametric regression. In particular, we will focus on least-square regression estimators. Some connections to the empirical risk minimization (ERM) problem will be ...
The introduction to asymptotic analysis provides the basis for constructing many simplified analytical models in mechanics and for testing computations in limiting cases. ...