Introduction to Econometrics
Intro to Econometrics. Dreaded or hated by almost all econ majors.
Syllabus
- What is Econometrics?
- Review of probability
- Review of probability, continued
- Review of Statistics
- Linear regression with one regressor
- Testing hypotheses about regression coefficients
- Heteroskedasticity
- Linear regression with multiple coefficients
- Multiple regression, continued
- Testing hypotheses involving many regression coefficients
- Goodness of fit
- Non-linear regression
- Assessing studies based on multiple regression
- Assessing studies, continued
- Panel data
- IV estimator with single regressor and instrument
- General IV regression
- Checking instrument validity
- Time series data and serial correlation
- Autoregressions
- Lag length selection
- Trends
- Breaks
- Dynamic causal effects
- HAC standard errors
- Strictly exogenous regressors
- Conditional heteroskedasticity