Gov 2002 (Spring 2023)
  • Syllabus
  • Schedule
  • Materials
  • Assignments
  • Ed
  • Gradescope

Schedule

This content is from Spring 2022. Go to Fall 2023 site

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:

  • BH: Blitzstein and Hwang, Introduction to Probability, Second Edition.
  • UG: Blackwell, A User’s Guide to Statistical Inference and Regression
  • HE: Hansen, Econometrics.

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 5.1-5.4
February 15 Problem Set 3  (submit by 23:59:00)
February 16 Continuous random variables BH Ch 5.1-5.4
Week 5
February 21 Multivariate distributions BH 7.1-7.3, 7.5
February 22 Problem Set 4  (submit by 23:59:00)
February 23 Multivariate distributions BH 7.1-7.3, 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 10.1-10.2, UG Ch 3.1-3.6
March 22 Problem Set 5  (submit by 23:59:00)
March 23 Asymptotics BH Ch 10.3, UG Ch 3.7-3.8
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 2.14-2.30
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 4.1-4.20
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 4.21-4.22, 17.1-17.26
April 26 Problem Set 10  (submit by 23:59:00)