Lecture Notes
ECON 30331/Econometrics
Spring 2010
·
Class introduction, moving from correlation
to causation, Tuesday, January 12: [Download notes in PPT
handout mode]
·
Chapter 2, The bivariate
regression model, Thursday, January 14 through Thursday, January 21 [Download PPT notes]
Detailed derivations. This is a 15-page
handout that includes all the important derivations I will do at the board for
this chapter, the topics include:
Important properties of
summations
Deriving the OLS
estimates
Deriving the R-squares
OLS estimates are
unbiased
The
variance of OLS estimates
·
Chapter 3, The multivariate model, January 26th
and 28th
PPT notes, Chapter 3
Detailed derivations for
multivariate models
Deriving
the estimates in multivariate models
Omitted
variables bias in the multivariate model
The
“partialling” out property of multivariate models
A
note on variances in multivariate models
·
Chapter
4, Statistical inference, February 2, 4, 9
PPT notes, Part 1: Inference about 1
parameter
PPT notes, Part 2: Tests of multiple parameters
·
Chapter 7, Dummy variables in regression
models, Feb 9
PPT notes, Chapter 7
·
Review Sheet – how to interpret regression coefficients
·
Notes for articles
Bertrand and Mullinathian,
February 16
STATA data set that will allow you to replicate basic
results in Table 1
Notes for Sacerdote, February 18
Notes for Katz et
al., Moving to Opportunity, February 23
Notes on the Economics
of Corruption: Duggan/Levitt, Fisman and Miguel, February 23/25
·
Chapter 5, Consistency and the Central Limit
Theorem, March 16 and 18 [Download PPT
notes]
Notes on the consistency of OLS estimates
Notes on measurement error in X
·
Chapter 10-12 – Some topics in Time Series
Analysis
Time Series,
part I, PPT slide show, March 18 and 23