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There are no required texts for this course, but you may find the following texts helpful.

For the first half of the course:

  • Introduction to Mathematical Statistics and its Applications by Larsen and Marx (easiest and most discursive)
  • Probability and Statistics by DeGroot and Schervish (excellent but somewhat more difficult)
  • Statistical Theory by Lindgren (great book for reference but doesn't offer much intuition)

There is no text that will cover most of the second half of the course, but the following texts have some overlap with what we will do and could be useful references:

  • Introductory Econometrics by Wooldridge
  • Introduction to Econometrics by Stock and Watson