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Expand/Collapse Courses : Elective ‎(18)
Expand/Collapse Category : Mathematics and Statistics ‎(4)
STAT154 Use SHIFT+ENTER to open the menu (new window).
Measure and Integration
Prerequisite, advanced calculus. Lebesgue and abstract measure and integration, convergence theorems, differentiation. Radon-Nikodym theorem, product measures. Fubini theorems. Lp spaces. Fall. Leadbetter. (3).
STAT155 Use SHIFT+ENTER to open the menu (new window).
Probability Theory
Prerequisite, Statistics 154 or permission of instructor. Foundations of probability. Basic classical theorems. Modes of probabilistic convergence. Central limit problem. Generating functions, characteristic functions. Conditional probability and expectation. Spring. Kelly. (3)
STAT184 Use SHIFT+ENTER to open the menu (new window).
Introduction to Stochastic Processes
Prerequisites for nonstatistics majors, Statistics 126 and permission of instructor. Discrete Markov chains; Continuous Markov chains: Poisson, birth-death, etc.; Stationary processes. Fall. Ji. (3).
STAT236 Use SHIFT+ENTER to open the menu (new window).
Stochastic Analysis
Prerequisite, Statistics 154 amd 155, or permission of the instructor. Advanced course covering topics selected from: semimartingale theory, stochastic integrals, homogeneous chaos expansions, stochastic differential equations, Malliavin calculus, infinite dimensional processes, functional central limit theorems, Feynman-Kac formula, Feynman integral. Applications to filtering theory, infinite particle systems, quantum mechanics, and stochastic models in neurophysiology. (3).
Expand/Collapse Category : Finance at Duke University ‎(4)
Finance551 Use SHIFT+ENTER to open the menu (new window).
Finance 1
Finance552 Use SHIFT+ENTER to open the menu (new window).
Finance 2
Finance553 Use SHIFT+ENTER to open the menu (new window).
Finance 3
Finance554 Use SHIFT+ENTER to open the menu (new window).
Finance 4
Expand/Collapse Category : Economics ‎(4)
ECON810 (221)Use SHIFT+ENTER to open the menu (new window).
Game Theory 1
Prerequisite, Economics 710 (200), 711 (201), or permission of the instructor. Non-cooperative games in strategic and extensive form with perfect and imperfection information. Other topics from: information economics, mechanism design, auctions, repeated games, bargaining, bounded rationality, learning, evolutionary games, cooperative games. Fall. Parreiras.
ECON811 (225)Use SHIFT+ENTER to open the menu (new window).
Game Theory 2
Prerequisite, Economics 710 (200), 711 (201), or permission of the instructor. Topics covered will be chosen from those listed, but not covered in Economics 810 (221). Fall or spring. Biglaiser, Parreiras.
ECON861 (262)Use SHIFT+ENTER to open the menu (new window).
International Monetary Economics
Prerequisite, graduate standing in economics or permission of the instructor. Analysis of the international monetary system; exchange rates; the process of adjustment in the balance of payments. Fall or spring. Black, Conway.
865 (263) ECONOMIC DEVELOPMENT: THEORY AND POLICY (3). Prerequisite
ECON911 (300)Use SHIFT+ENTER to open the menu (new window).
Seminar in Microeconomic Theory
Prerequisite, permission of the instructor. Advanced study of theoretical and applied topics in monetary economics. Fall or spring. Froyen, Salemi.
Expand/Collapse Category : Econometrics ‎(6)
ECON771 (272)Use SHIFT+ENTER to open the menu (new window).
Econometrics
Prerequisite, Economics 770 (271) or equivalent. One semester coverage of basic econometrics. Topics include: regression under ideal and nonideal conditions; special models, including simultaneous equations models; and applications and econometric computer programs. Spring. Guilkey, Mroz, Parke.
ECON870 (273)Use SHIFT+ENTER to open the menu (new window).
Advanced Econometrics
Prerequisites, Economics 770 (271), Economics 771 (272), and Mathematics 547 (147). Economics 870 (273) constitutes a one-semester treatment of the fundamental theory of econometrics. Topics covered include asymptotic distribution theory, linear and nonlinear models, specification testing techniques, and simultaneous equations models. Fall. Campo, Ghysels, Guilkey, Parke, Renault.
ECON870 (271)Use SHIFT+ENTER to open the menu (new window).
Time Series Econometrics
Prerequisite, Economics 870 (273). Covers stationary univariate and multivariate time series models, spectral analysis methods, nonstationary models with time trends, unit roots and cointegration, and special topics such as conditional volatility, the Kalman filter and changes of regime. Spring. Ghysels, Parke, Renault.
ECON872 (275)Use SHIFT+ENTER to open the menu (new window).
Non-linear Econometric Methods

Prerequisite, Economics 870 (273). Density estimation, nonparametric regression, neural nets, nonlinear regression, generalized method of moments, seminonparametric time series, estimating stochastic differential equations and nonlinear latent variables. Fall or spring. (Not offered 2006/2007.)

873 (276) CROSS SECTIONAL ECONOMETRICS

ECON873 (276)Use SHIFT+ENTER to open the menu (new window).
Cross Sectional Econometrics
Prerequisite, Economics 870 (273). Maximum likelihood methods for limited dependent variables. Longitudinal data models and methods. Hazard models. Multivariate models with limited dependent variables. Fall or spring. Guilkey, Mroz.
Duke ECON347 Use SHIFT+ENTER to open the menu (new window).
Econometrics