View source for Introduction to Econometrics

Intro to Econometrics. Dreaded or hated my almost all [[economics (major)|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

[[Category:Economics courses]]