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Thread: Selection of Statistics Course?

  1. #1
    Trying to make mom and pop proud
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    Selection of Statistics Course?

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    Hello,

    I will be applying for Masters and PhD programs in Economics. I am an Econ major and Math minor who has limited experience in truly theoretical math courses (I have taken real analysis and a course in probability theory).

    My question is whether I should take the second course in probability theory (with real analysis prerequisite) and complete the pairing, or a more applied upper-level course in time series analysis. For economics and econometrics graduate programs, I know theoretical courses are generally preferred but the time series course happens to be very pertinent to economics/econometrics so I am wondering which one would be looked upon better. The probability theory course is a 300 level (3rd year) while the time series course is a 400 level (4th year). I can get the same mark in both.

    Any thoughts are appreciated. Thank you very much.

  2. #2
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    Re: Selection of Statistics Course?

    Take the measure-theoretic probability theory class. You will most likely have the opportunity to learn time series at a higher level during grad school.

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    Re: Selection of Statistics Course?

    Quote Originally Posted by Double Jump View Post
    Take the measure-theoretic probability theory class. You will most likely have the opportunity to learn time series at a higher level during grad school.
    Thank you for the response. I might be working before graduate school, and the time series course would better serve my career. Do you think that the measure theoretic course would look better from a graduate admissions perspective?

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    Re: Selection of Statistics Course?

    I think adcoms would be indifferent between the two classes. If you already have some understanding of measure theory, then I wouldn't say the probability class is a necessity.

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