Below is the schedule for the semester. You can find the materials for each course meeting under the “Content” links for that week. You should generally complete the reading before attending lecture. Here’s a guide to the schedule:
- Materials (): This page contains the readings, slides, and recorded lectures (if any) for the topic. Read/watch these first.
- Assignment (): This page contains the instructions for each assignment. Assignments are due by 11:59 PM on the day they’re listed.
The readings refer to following texts:
The BH and UG readings are the ones that we will focus on, but I have also included references for Hansen in case you have that book and want to see a different or more technical discussion of the material.
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Date
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Title
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Reading
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Materials
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Tutorial
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Assignment
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Week 1
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January 24
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Introduction to the course/Probability
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BH Ch 1
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January 26
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Probability/Conditional Probability
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BH Ch 2
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Week 2
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January 31
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Conditional probability and random variables
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BH Ch 3
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February 1
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Problem Set 1 (submit by 23:59:00)
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February 2
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Random variables
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BH Ch 3
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Week 3
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February 7
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Expectation
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BH Ch 4
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February 8
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Problem Set 2 (submit by 23:59:00)
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February 9
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Expectation
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BH Ch 4
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Week 4
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February 14
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Continuous random variables
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BH Ch 5.1-5.4
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February 15
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Problem Set 3 (submit by 23:59:00)
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February 16
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Continuous random variables
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BH Ch 5.1-5.4
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Week 5
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February 21
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Multivariate distributions
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BH 7.1-7.3, 7.5
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February 22
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Problem Set 4 (submit by 23:59:00)
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February 23
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Multivariate distributions
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BH 7.1-7.3, 7.5
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Week 6
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February 28
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Conditional expectation
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BH Ch 9
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March 2
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Conditional expectation
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BH Ch 9
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March 2–March 3
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Midterm Exam (submit by 23:59:00)
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Week 7
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March 7
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Estimation
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UG Ch 2
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March 9
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Estimation
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UG Ch 2
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Week 8
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March 21
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Asymptotics
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BH Ch 10.1-10.2, UG Ch 3.1-3.6
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March 22
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Problem Set 5 (submit by 23:59:00)
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March 23
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Asymptotics
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BH Ch 10.3, UG Ch 3.7-3.8
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Week 9
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March 28
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Hypothesis testing
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UG Ch 4
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March 29
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Problem Set 6 (submit by 23:59:00)
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March 30
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Hypothesis testing
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UG Ch 4
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Week 10
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April 4
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Regression
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UG Ch 5, HE Ch 2.14-2.30
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April 5
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Problem Set 7 (submit by 23:59:00)
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April 6
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Regression
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UG Ch 6, H2 Ch 3
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Week 11
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April 11
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Least squares
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UG Ch 6, H2 Ch 3
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April 12
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Problem Set 8 (submit by 23:59:00)
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April 13
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Least squares
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UG Ch 6, H2 Ch 3
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Week 12
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April 18
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Properties of least squares
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UG Ch 7, HE Ch 4.1-4.20
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April 19
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Problem Set 9 (submit by 23:59:00)
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April 20
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Properties of least squares
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UG Ch 7, HE Ch 7
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Week 13
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April 25
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Panel and clustered data
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HE 4.21-4.22, 17.1-17.26
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April 26
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Problem Set 10 (submit by 23:59:00)
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