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