Introduction to Econometrics

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