Lecture slides

The slides below (linked by their topic) are .html files that will only work properly if you are connected to the internet. If you’re going off grid, grab the PDFs (you’ll miss out on gifs and interactive plots, but the equations will render correctly). I create the slides with xaringan in R. Thanks go to Grant McDermott for helping/pushing me to get going with xaringan.

1. The introduction to “Introduction to Econometrics” | PDF | .Rmd
2. Review of key math/stat/metrics topics: density functions, deriving the OLS estimators, properties of estimators, statistical inference (standard errors, confidence intervals, hypothesis testing), simulation | PDF | .Rmd
3. Review of key topics from EC320 (the first course in our intro-to-metrics sequence) | PDF | .Rmd
4. Heteroskedasticity: Test and implications | PDF | .Rmd
5. Living with heteroskedasticity: Inference, WLS, and specification | PDF | .Rmd
6. Consistency and OLS in asymptopia | PDF | .Rmd

Problem sets

1. Problem set 1: Review of OLS | PDF | Data