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

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