These brief lecture outlines will be modified as the course progresses. This year, we are moving more slowly than anticipated, so coverage records will be updated by "pushing" any material we do not manage to cover into the next lecture. I will try to keep these outlines relatively current.
| Lecture Outlines | |
| Lecture 1 | Introduction, Administrative Stuff |
| Lecture 2 | Review of Univariate and Bivariate Statistics |
| Lecture 3 | Characteristics of Distributions; Normal distn |
| Lecture 4 | Review Estimation and Inference: Univariate Case |
| Lecture 5 | Estimator Properties; Hypothesis Testing |
| Lecture 6 | Simple Regression, Continued |
| Lecture 7 | Goodness-of-fit; Prediction |
| Lecture 8 | Multiple Regression |
| Lecture 9 | Multiple Regression, Continued |
| Lecture 10 | Multiple Regression, Hypothesis Testing |
| Lecture 11 | Interaction Terms; Dummy Variables |
| Lecture 12 | Categorical Variables; Regime Changes |
| Lecture 13 | Multicollinearity |
| Lecture 14 | Heteroskedasticity |
| Lecture 15 | Heteroskedasticity, Continued |
| Lecture 16 | Serially Correlated Errors |
| Lecture 17 | Endogeneity of Regressors |
| Lecture 18 | Discrete Dependent Variables |
| Lecture 19 | Overflow; Recap |