SS 222: Econometrics I (Statistics)


Fall 2012. Meeting place and times: 210 Baxter, MW 1-2:30pm
Announcements
  • There will be NO CLASS on WEDNESDAY, OCTOBER 3, 2012.
  • MIDTERM: There will be a take-home midterm. It can be picked up from Barbara Estrada's office (111 Baxter) starting 9am on THURSDAY, NOVEMBER 1, and must be returned by 12 noon on MONDAY, NOVEMBER 5.
  • There will be NO CLASS on WEDNESDAY, OCTOBER 31 and MONDAY, NOVEMBER 5.
  • FINAL EXAM: There will be a take-home final. It will be handed out in class on WEDNESDAY, DECEMBER 5, 2012, and must be returned by 12 noon on FRIDAY, DECEMBER 7, 2012.
    Syllabus PDF
    Slides
    Lecture 1: Introduction to Probability Theory PDF
    Lecture 2: Transformations and Expectations of Random Variables PDF
    Lecture 3: Multivariate Random Variables PDF
    Lecture 4: Miscellaneous PDF
    Convergence concepts for random sequences PDF
    Lecture 5: Large Sample Theory PDF
    Lecture 6: Point Estimation: definition of estimators PDF
    Lecture 7: Point Estimation: properties of estimators PDF
    Lecture 8: Hypothesis Testing PDF
    Lecture 9: Interval Estimation PDF
    Lecture 10: Data-resampling techniques PDF
    Lecture 11: Natural experiments and instrumental variables PDF
    Lecture 12: Simulation techniques PDF
    Lecture 13: Econometric estimation of dynamic models Notes; Tables; Rust paper (PDF)

    Problem Sets

    Problem Set 1 PDF DUE: Monday, October 8, 2012.
    Problem Set 2 PDF DUE: Monday, October 15, 2012.
    Problem Set 3 PDF DUE: Monday, October 22, 2012.
    Problem Set 4 PDF DUE: Monday, October 29, 2012.
    Problem Set 5 PDF DUE: Wednesday, November 14, 2012.
    Problem Set 6 PDF DUE: Wednesday, November 21, 2012.
    Problem Set 7 PDF