SS 222: Econometrics I (Statistics)

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