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metrics20f's Introduction

Ph.D Econometrics I: Fall 2020

Lecture Date Content Evaluation
1 8/24/20 Syllabus and Introduction to the course details
2 8/26/20 Topic 1. Basics of Probability Theory details PS 1
3 8/31/20 Topic 1. Basics of Probability Theory details
4 9/2/20 Topic 2. Mathematical Expectation: Parts (I) details
5 9/7/20 Labor Day
6 9/9/20 Topic 2. Mathematical Expectation: Parts (II) details PS 2
7 9/14/20 Topic 2. Mathematical Expectation and Alternative Ways to Characterize Distribution details PS 3
8 9/16/20 Topic 3. Quantile Function details
9 9/21/20 Topic 3. Quantile Function details PS 3
10 9/23/20 Topic 3. Quantile Function details
11 9/28/20 Topic 4. Monte Carlo Simulation details PS 4
12 9/30/20 Topic 5. Parametric Distributions and Random Numbers details PS 4
13 10/5/20 Topic 5. Parametric Distributions and Random Numbers details
14 10/7/20 Topic 6. Joint Distribution details
15 10/12/20 Topic 6. Joint Distribution details PS 5
16 10/14/20 Topic 7. Conditional Distribution details
17 10/19/20 Topic 7. Conditional Distribution details
18 10/21/20 Midterm
19 10/26/20 Topic 7. Conditional Distribution details PS 6; Practice Questions
20 10/28/20 Topic 8. Conditional Expectation details
21 11/2/20 Topic 8. Conditional Expectation details PS 6; Practice Questions
22 11/4/20 Topic 9 and 10. Linear Regression (I): Basics and Derivations details
23 11/9/20 Topic 11. Linear Regression (II): Approximation Tool and Alternative Methods
24 11/11/20 Topic 12. Understanding OLS: Finite Sample Properties
25 11/16/20 Topic 12. Understanding OLS: Finite Sample Properties
26 11/18/20 Topic 13. Understanding OLS: Asymptotic Properties
27 11/23/20 Topic 14. Hypothesis Testing
28 11/25/20 Thanksgiving
29 11/30/20 Topic 14. Hypothesis Testing
30 12/2/20 Topic 14. Hypothesis Testing
31 12/7/20 Topic 15. Violation (I): Endogeneity and IV Estimation details
32 12/9/20 **Topic 15. ** Violation (I): Endogeneity and IV Estimation details
12/18/20 Final

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