Problem set due dates are not included in the calendar.
Course schedule.
| Week # |
Topics |
Key dates |
| 1 |
Introduction: The Methods and Applications of Econometrics |
|
| 2-4 |
Multiple Regression, the Linear Statistical Model, Tests of Hypothesis |
|
| 5 |
Large Sample Statistical Theory: Consistency, Asymptotic Normality, and Efficiency |
|
| 6 |
Heteroskedasticity, Autocorrelation, and Robust Variance Estimation |
|
| 7 |
Review |
Midterm Exam |
| 8-9 |
Generalized Least Squares, Heteroskedasticity and Serial Correlation |
|
| 10-11 |
Nonorthogonality of Regressors and Errors: Correlation Between Regressors and Errors, Errors in Variables, Instrumental Variables and Specification Tests |
|
| 12 |
Panel Data |
|
| 13-14 |
Nonlinear Specifications, Limited Dependent Variables and Maximum Likelihood Estimation |
|
| 15 |
Review |
Final Exam |