### SS 222: Econometrics I (Statistics)

**Meeting times and location:** Fridays, 1-4pm, 128 Baxter

**Announcements**

MIDTERM EXAM DATE (tentative): Friday October 27, 2023 (in-class).

FINAL EXAM DATE (tentative): Friday December 1, 2023 (in-class)

Note: there will be no class meeting on Friday Nov 24 2023 for the Thanksgiving holiday. We will schedule a make-up session as needed.

**Syllabus** PDF

**Slides**

Lecture 1: Introduction to Probability Theory
PDF

Lecture 2: Random Variables
PDF

Lecture 3: Prediction
PDF

Lecture 4A: Convergence concepts for random sequences
PDF

Lecture 4B: Large Sample Theory
PDF

Lecture 5: Point Estimation
PDF

Lecture 6: Hypothesis Testing and Interval Estimation
PDF

Lecture 7: Causal inference
PDF

Lecture 8: Data-resampling techniques
PDF

Lecture 9: Simulation techniques
PDF

Lecture 10: Econometric estimation of dynamic models
Notes;
Tables;
Rust paper (PDF)

**Problem Sets**

Problem Set 1 [lecture 1]
PDF

Problem Set 2 [lectures 2]
PDF

Problem Set 3 [lecture 3]
PDF

Problem Set 4 [lecture 4]
PDF

Problem Set 5 [lectures 5-6]
PDF

Problem Set 6 [lecture 7]
PDF

~~Problem Set 7 [lecture 9]
PDF
~~