Econometrics_I

Econometrics_I_S2024 Econometrics I
Spring 2024 Instructor: Bent E. Sorensen

c No class: 1/24/24. Make-up class: 2/2/24.

I do not have set hours, but you can email or approach me any time (except before classes Mon-Wed)

TA: Hanieh Nasrollahi (haniehnasrollahi1996@gmail.com)

TA hours: Monday 3pm-4pm or by apt.

TA Sessions: Tuesday 3pm in BL1.

Syllabus

I plan to have two midterms.

Midterm 1: February 19th in the usual class slot.

Midterm 2: April 1 in the usual class slot.

FINAL: April 29 in the usual class slot.

2018 Midterm 1

2018 Midterm 2

2018 Final

Notes :

I will loosely follow the books mentioned in the syllabus, but I think they all tend to give too many sidebars that may distract from the main story. So what I cover in class is what you have to know. Clarifying or complementary notes will be posted here.

GLS notes

Projection proof of Frisch-Waugh theorem

Note on Maximum Likelihood

Brief note on Maximum Likelihood for dependent variables

Homework # Due

Homework1 Hw1_zip Wed Jan 24

Homework 2 Wed Jan 31

Homework 3 Wed Feb 7

Homework 4 Wed Feb 14

Homework 5 Wed Feb 28

Homework 6 Wed March 6

Homework 7 Wed March 20