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.
Date

Title

Reading

Materials

Tutorial

Assignment

Week 1

January 24

Introduction to the course/Probability

BH Ch 1




January 26

Probability/Conditional Probability

BH Ch 2




Week 2

January 31

Conditional probability and random variables

BH Ch 3




February 1

Problem Set 1 (submit by 23:59:00)





February 2

Random variables

BH Ch 3




Week 3

February 7

Expectation

BH Ch 4




February 8

Problem Set 2 (submit by 23:59:00)





February 9

Expectation

BH Ch 4




Week 4

February 14

Continuous random variables

BH Ch 5.15.4




February 15

Problem Set 3 (submit by 23:59:00)





February 16

Continuous random variables

BH Ch 5.15.4




Week 5

February 21

Multivariate distributions

BH 7.17.3, 7.5




February 22

Problem Set 4 (submit by 23:59:00)





February 23

Multivariate distributions

BH 7.17.3, 7.5




Week 6

February 28

Conditional expectation

BH Ch 9




March 2

Conditional expectation

BH Ch 9




March 2–March 3

Midterm Exam (submit by 23:59:00)





Week 7

March 7

Estimation

UG Ch 2




March 9

Estimation

UG Ch 2




Week 8

March 21

Asymptotics

BH Ch 10.110.2, UG Ch 3.13.6




March 22

Problem Set 5 (submit by 23:59:00)





March 23

Asymptotics

BH Ch 10.3, UG Ch 3.73.8




Week 9

March 28

Hypothesis testing

UG Ch 4




March 29

Problem Set 6 (submit by 23:59:00)





March 30

Hypothesis testing

UG Ch 4




Week 10

April 4

Regression

UG Ch 5, HE Ch 2.142.30




April 5

Problem Set 7 (submit by 23:59:00)





April 6

Regression

UG Ch 6, H2 Ch 3




Week 11

April 11

Least squares

UG Ch 6, H2 Ch 3




April 12

Problem Set 8 (submit by 23:59:00)





April 13

Least squares

UG Ch 6, H2 Ch 3




Week 12

April 18

Properties of least squares

UG Ch 7, HE Ch 4.14.20




April 19

Problem Set 9 (submit by 23:59:00)





April 20

Properties of least squares

UG Ch 7, HE Ch 7




Week 13

April 25

Panel and clustered data

HE 4.214.22, 17.117.26




April 26

Problem Set 10 (submit by 23:59:00)




