SS 222: Econometrics I (Statistics)
Meeting place and times: 128 Baxter, MW 1-2:30pm
Announcements
NO CLASS next Wednesday, Nov 18. We will schedule a make-up class
later.
Take-home midterm will be distributed in class Oct 28 (Weds.), handed
back Nov 1 (Mon.)
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 pt. 1
PDF
Lecture 9: Hypothesis Testing pt. 2 and Interval Estimation
PDF
Lecture 10: Data-resampling techniques
PDF
Lecture 11: Econometric estimation of dynamic models
Notes;
Tables;
Rust paper (PDF)
Problem Sets
Problem Set 1 DUE: Wednesday October 7
PDF
Problem Set 2 DUE:
PDF
Problem Set 3 DUE:
PDF
Problem Set 4 DUE:
PDF
Problem Set 5 DUE:
PDF
Problem Set 6 DUE:
PDF
Problem Set 7 DUE:
PDF