SS 222: Econometrics I (Statistics)

Meeting times and location: TTh 1:00-2:30pm.
Announcements
  • MIDTERM EXAM DATE (tentative): Thursday October 28 2021 (in-class).
  • FINAL EXAM DATE (tentative): Thursday December 2, 2021 (in-class)
  • There will be no class meetings on Thursday Nov 18, 2021, and Tuesday Nov 23, 2021. We will reschedule make-up classes as needed.
    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 4A: Miscellaneous PDF
    Lecture 4B: Causal inference PDF
    Lecture 5A: Convergence concepts for random sequences PDF
    Lecture 5B: 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 12: Simulation techniques PDF
    Lecture 13: Econometric estimation of dynamic models Notes; Tables; Rust paper (PDF)

    Problem Sets

    Problem Set 1 PDF
    Problem Set 2 PDF
    Problem Set 3 PDF
    Problem Set 4 PDF
    Problem Set 5 PDF
    Problem Set 6 PDF
    Problem Set 7 PDF