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 |