Course Modules

Lecture Notes

Lecture Notes Lecture Notes

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Lecture 1: Basics of Probability Lecture 1: Basics of Probability 1

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Lecture 2: Linear Regression and OLS Lecture 2: Linear Regression and OLS 2

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Lecture 3: Geometry of OLS, partitioned regression, goodness of fit Lecture 3: Geometry of OLS, partitioned regression, goodness of fit 3

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Lecture 4: Confidence intervals Lecture 4: Confidence intervals 4

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Lecture 5: Hypothesis testing Lecture 5: Hypothesis testing 5

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Lecture 6: Properties of the adjusted coefficient of determination, misspecified models, structural change, dummy variables, forecasts Lecture 6: Properties of the adjusted coefficient of determination, misspecified models, structural change, dummy variables, forecasts 6

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Lecture 7: Large sample theory Lecture 7: Large sample theory 7

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Lecture 8: Large sample properties of OLS, asymptotic confidence intervals and hypothesis testing Lecture 8: Large sample properties of OLS, asymptotic confidence intervals and hypothesis testing 8

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Lecture 9: Heteroskedasticity and GLS Lecture 9: Heteroskedasticity and GLS 9

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Lecture 10: Endogeneity and IV estimation Lecture 10: Endogeneity and IV estimation 10

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Lecture 11: GMM, part I Lecture 11: GMM, part I 11

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Lecture 12: GMM, part II Lecture 12: GMM, part II 12

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Lecture 13: Simultaneous equations Lecture 13: Simultaneous equations 13

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Lecture 14: Maximum likelihood estimation Lecture 14: Maximum likelihood estimation 14

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Lecture 15: Binary response models Lecture 15: Binary response models 15

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Lecture 16: Time series topics Lecture 16: Time series topics 16

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Class notes

Class notes Class notes

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Note Sep 7, 2021.pdf Note Sep 7, 2021.pdf 1

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Note Sep 9, 2021.pdf Note Sep 9, 2021.pdf 2

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Lecture Note Sep 21, 2021.pdf Lecture Note Sep 21, 2021.pdf 3

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Lecture Note Sep 23, 2021.pdf Lecture Note Sep 23, 2021.pdf 4

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Attachment

Lecture Note Sep 28, 2021.pdf Lecture Note Sep 28, 2021.pdf 5

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Lecture Note Oct 5, 2021.pdf Lecture Note Oct 5, 2021.pdf 6

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Attachment

Lecture Note Oct 7, 2021.pdf Lecture Note Oct 7, 2021.pdf 7

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Attachment

Lecture Note Oct 12, 2021.pdf Lecture Note Oct 12, 2021.pdf 8

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Lecture Note Oct 14, 2021.pdf Lecture Note Oct 14, 2021.pdf 9

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Lecture Note Oct 19, 2021.pdf Lecture Note Oct 19, 2021.pdf 10

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Lecture Note Oct 21, 2021.pdf Lecture Note Oct 21, 2021.pdf 11

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Lecture Note Oct 26, 2021.pdf Lecture Note Oct 26, 2021.pdf 12

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Review Note Oct 27, 2021.pdf Review Note Oct 27, 2021.pdf 13

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Lecture Note Nov 2, 2021.pdf Lecture Note Nov 2, 2021.pdf 14

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Lecture November 4.pdf Lecture November 4.pdf 15

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Card and Krueger (1994,AER).pdf Card and Krueger (1994,AER).pdf 16

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Attachment

Lecture Note Nov 9, 2021.pdf Lecture Note Nov 9, 2021.pdf 17

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Attachment

Lecture Note Nov 16, 2021.pdf Lecture Note Nov 16, 2021.pdf 18

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Lecture Note Nov 18, 2021.pdf Lecture Note Nov 18, 2021.pdf 19

attachment 3879866 0

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Lecture Note Nov 23, 2021.pdf Lecture Note Nov 23, 2021.pdf 20

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Lecture Note Nov 25, 2021.pdf Lecture Note Nov 25, 2021.pdf 21

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Lecture Note Nov 30, 2021.pdf Lecture Note Nov 30, 2021.pdf 22

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Lecture Note Dec 2, 2021.pdf Lecture Note Dec 2, 2021.pdf 23

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Attachment

Lecture Note Dec 7, 2021.pdf Lecture Note Dec 7, 2021.pdf 24

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Attachment

Review Note Dec 15, 2021.pdf Review Note Dec 15, 2021.pdf 25

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R Training

R Training R Training

Attachment

econ_527_learn_R_slides.pdf econ_527_learn_R_slides.pdf 1

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Attachment

Lab_01_R_intro.html Lab_01_R_intro.html 2

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Attachment

Lab_01_R_intro.Rmd Lab_01_R_intro.Rmd 3

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External Url

recording, passcode: M3nL8%EP recording, passcode: M3nL8%EP 4

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Vadim's Office hours

Vadim's Office hours Vadim's Office hours

Attachment

Office hours Sep 16, 2021.pdf Office hours Sep 16, 2021.pdf 1

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Attachment

Office hours Note Sep 23, 2021.pdf Office hours Note Sep 23, 2021.pdf 2

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Attachment

Office hours Note Sep 28, 2021.pdf Office hours Note Sep 28, 2021.pdf 3

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Solutions

Solutions Solutions

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Exams

Exams Exams

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527_final_20_12PM.pdf 527_final_20_12PM.pdf 21

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527_final_20_12PM-sol.pdf 527_final_20_12PM-sol.pdf 22

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527_final_20_12PM-sol.Rmd 527_final_20_12PM-sol.Rmd 24

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527_final_21_analytical.pdf 527_final_21_analytical.pdf 25

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527_final_21_analytical-sol.pdf 527_final_21_analytical-sol.pdf 26

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527_final_21-R.html 527_final_21-R.html 27

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Tutorial notes

Tutorial notes Tutorial notes

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Tutorial 2.pdf Tutorial 2.pdf 1

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Tutorial 3.pdf Tutorial 3.pdf 2

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Tutorial 6.pdf Tutorial 6.pdf 5

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Tutorial 7.pdf Tutorial 7.pdf 6

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Tutorial 8.pdf Tutorial 8.pdf 7

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Tutorial 9.pdf Tutorial 9.pdf 8

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Tutorial 10.pdf Tutorial 10.pdf 9

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Tutorial 10 part 2.pdf Tutorial 10 part 2.pdf 10

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