Bridging Course in Econometrics
Graduate course, WU Vienna, Department of Economics, 2025
This graduate-level bridging course provides essential econometric foundations for incoming master’s students. The course covers fundamental statistical concepts, probability theory, and introductory econometric methods necessary for advanced graduate coursework. Topics include probability theory, asymptotic theory, parameter estimation and standard econometric models such as the linear model, binary choice, multinomial, etc.
Lecture slides
The slides are interactive: open the Slides link to view a deck in the browser, where the figures are live and can be explored. The PDF link gives a static version of the same deck for printing and offline reading.
| # | Topic | ||
|---|---|---|---|
| 1 | Introduction — what statistics is, and what this course covers | Slides | |
| 2 | Random Variables — distributions, moments, transformations, and limit theorems | Slides | |
| 3 | Multivariate Random Variables — joint laws, independence, dependence, and the multivariate normal | Slides | |
| 4 | Estimation Theory — properties of estimators, sufficiency, UMVUE, and GMM | Slides | |
| 5 | Hypothesis Testing — errors, power, likelihood ratios, and multiple comparisons | Slides |
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