A rigorous foundations course for the Master in Competition Economics, Regulation and Markets and the Master in Economics at Universidad Carlos III de Madrid.
Access Course MaterialsHere you can find a general outline of the course. The idea is to follow it in order, since most of the chapters build on the previous ones.
| Unit | Topic | Materials |
|---|---|---|
| 1 | Probability Foundations | → Unit 1 |
| 2 | Random Variables & Univariate Distributions | → Unit 2 |
| 3 | Joint, Marginal & Conditional Distributions | → Unit 3 |
| 4 | Expectation, Variance & Higher Moments | → Unit 4 |
| 5 | Covariance, Conditional Expectation & Random Vectors | → Unit 5 |
| 6 | Special Distributions incl. Multivariate Normal | → Unit 6 |
| 7 | Law of Large Numbers & Central Limit Theorem | → Unit 7 |
| 8 | Point Estimation: MLE & OLS | → Unit 8 |
| 9 | Confidence Intervals & Hypothesis Testing | → Unit 9 |
| 10 | Final Exam: The exam questions will be based on the questions at the end of each set of lecture notes. |
Below, you can find the lecture notes for each unit. If you have any questions, or if you find any typos in the notes or slides, please feel free to reach out to me. To access to the material you have to access through your uc3m email.
I am a PhD candidate in the Department of Economics at Universidad Carlos III de Madrid. My research focuses on nonparametric econometrics, demand estimation, and Discrete Choice Models, with a particular interest in semiparametric approaches and machine learning methods for empirical economics.
In this introductory course I aim to build solid probabilistic and statistical foundations that will support the more advanced quantitative methods you will encounter throughout your first course in Econometrics.
Do not hesitate to reach out with questions, comments, or requests for additional material. My contact details are in the section below.
Feel free to reach out with any questions about the course material, problem sets, or general queries. I am happy to help.