Schedule


Below is the schedule for the semester with the reading, and problem sets/exams due in each week of course. You can find the lecture slides and other materials under the “Materials” links for that week.

For the readings, we use the following codes:

Here’s a guide to the schedule:

  • Materials (): This page contains the readings, slides, and recorded lectures for the topic. Read and 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.

Date Topic Reading Assignment Materials
Jan 25-29
(Week 1)
Probability BH Ch 1, 2
H1 Ch 1
Feb 1-5
(Week 2)
Random Variables BH Ch 3
H1 Ch 2
Feb 3 Problem Set 1
Feb 8-12
(Week 3)
Expectation & Variance BH Ch 4
H1 Ch 2
Feb 10 Problem Set 2
Feb 15-19
(Week 4)
Continuous Random Variables BH Ch 5.1-5.3
H1 Ch 2
Feb 17 Problem Set 3
Feb 22-26
(Week 5)
Multivariate Distributions BH Ch 7
H1 4
Feb 24 Problem Set 4
Mar 1-5
(Week 6)
Normal Distribution BH 5.4, 7.5
H1 Ch 5
Mar 4-5 Midterm Exam
Mar 8-12
(Week 7)
Sampling, Estimation, and Asymptotics BH Ch 10
H1 Ch 6,7
Mar 15-19
(Week 8)
More Asymptotics + Hypothesis Testing H1 Ch 8, 13
Mar 17 Problem Set 5
Mar 22-26
(Week 9)
Confidence Intervals + Conditional Expectation H1 Ch 14
H2 Ch 2.1-2.13
Mar 24 Problem Set 6
Mar 29-Apr 2
(Week 10)
Conditional Expectation H2 Ch 2.1-2.13
Apr 5-9
(Week 11)
Linear Regression Model H2 Ch 2.14-2.30
Apr 7 Problem Set 7
Apr 12-16
(Week 12)
Least Squares H2 Ch 3
H2 Ch 4
Apr 14 Problem Set 8
Apr 19-23
(Week 13)
Properties of Least Squares H2 Ch 4, 7
Apr 22 Problem Set 9
Apr 26-30
(Week 14)
Panel Data and Clustering
Apr 29 Problem Set 10
May 12-14 Final Exam