The in-class midterm and final exams are scheduled on October 22nd (Week 8) and December 17th (Week 16), respectively.

This course follows Chapters 1-7 of Hansen's Econometrics, with approximately two weeks allocated to each topic outlined below.

• Matrix Algebra for Econometrics and Statistics


• Conditional Expectation and Projection


• The Algebra of Least Squares


• Least Squares Regression


• Normal Regression & Maximum Likelihood Estimation


• Large Sample Asymptotics


• Asymptotic Theory of Least Squares

TBA.

• Class attendance & participation (15%)


• Problem Sets (25%): The problem sets will include both problem solving and computer tasks. You are encouraged to form a study group with your classmates, but you must write up your own answers. Problem sets with highly  similar answers will not be accepted. 


• Midterm (30%) and final (30%) exams

Required textbook: Bruce Hansen's Econometrics (https://users.ssc.wisc.edu/~bhansen/econometrics/)

Optional supplementary textbooks:

• A Primer in Econometric Theory, by John Stachurski (The MIT Press, 2016)


• Econometrics, by Hayashi (Princeton University Press, 2000)


• Microeconemtrics: Methods and Applications, by Cameron and Trivedi (Cambridge University Press, 2005)