Introduction to Econometrics

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Intro to Econometrics. Dreaded or hated by almost all econ majors.

Syllabus

  1. What is Econometrics?
  2. Review of probability
  3. Review of probability, continued
  4. Review of Statistics
  5. Linear regression with one regressor
  6. Testing hypotheses about regression coefficients
  7. Heteroskedasticity
  8. Linear regression with multiple coefficients
  9. Multiple regression, continued
  10. Testing hypotheses involving many regression coefficients
  11. Goodness of fit
  12. Non-linear regression
  13. Assessing studies based on multiple regression
  14. Assessing studies, continued
  15. Panel data
  16. IV estimator with single regressor and instrument
  17. General IV regression
  18. Checking instrument validity
  19. Time series data and serial correlation
  20. Autoregressions
  21. Lag length selection
  22. Trends
  23. Breaks
  24. Dynamic causal effects
  25. HAC standard errors
  26. Strictly exogenous regressors
  27. Conditional heteroskedasticity