Notes

  1. Introduction
  2. Probability Distributions
  3. More probability
  4. Asymptotics
  5. Regression 1
  6. Digression on probability functions in Stata and gretl. gretl script for computing probabilities.
  7. Notes on least squares
  8. Estimator Properties (9/18)
  9. Sampling variation, Monte Carlo, Nonlinear models (9/20)
  10. Hypothesis tests in general
  11. Confidence Intervals
  12. Regression with binary variables
  13. Linear Combination of parameters and forecast variance (10/4) and the gretl code. gretl code from 10/10/17.
  14. Output and rescaling
  15. Functional Forms
  16. log-linear model and growth (10/16)
  17. Multiple Regression
  18. Polynomials and Interactions (10/25)
  19. Chapter 5 POE 4th edition scripts
  20. Multiple Hypotheses
  21. Week 11 notes Oct 31 and Nov 2, 2017 (HCCME)
  22. Joint tests vs individual t-tests and some (incoherent) notes on Wald tests from 11/5/15. Use the latter at your own risk.
  23. Restricted Least Squares
  24. More model specification issues
  25. Indicator Variables
  26. Experiments and Quasi-experiments
  27. Heteroskedasticity
  28. Instrumental Variables
  29. Using a Proxy