Problem set due dates are not included in the calendar.

Week # Topics Key dates
1 Introduction: The Methods and Applications of Econometrics
2-4 Multiple Regression, the Linear Statistical Model, Tests of Hypothesis
5 Large Sample Statistical Theory: Consistency, Asymptotic Normality, and Efficiency
6 Heteroskedasticity, Autocorrelation, and Robust Variance Estimation
7 Review Midterm Exam
8-9 Generalized Least Squares, Heteroskedasticity and Serial Correlation
10-11 Nonorthogonality of Regressors and Errors: Correlation Between Regressors and Errors, Errors in Variables, Instrumental Variables and Specification Tests
12 Panel Data
13-14 Nonlinear Specifications, Limited Dependent Variables and Maximum Likelihood Estimation
15 Review Final Exam