Below is the schedule for the semester. You can find the materials for each course meeting under the “Content” links for that week. You should generally complete the reading before attending lecture. Here’s a guide to the schedule:
- Materials (): This page contains the readings, slides, and recorded lectures (if any) for the topic. Read/watch these first.
- Assignment (): This page contains the instructions for each assignment. Assignments are due by 11:59 PM on the day they’re listed.
The readings refer to following texts:
The BH and UG readings are the ones that we will focus on, but I have also included references for Hansen in case you have that book and want to see a different or more technical discussion of the material.
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Date
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Title
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Reading
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Materials
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Assignment
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Week 1
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September 5
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Introduction to the course/probability
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BH Ch 1
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September 7
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Probability/conditional probability
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BH Ch 2
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Week 2
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September 12
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Conditional probability and random variables
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BH Ch 3
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September 13
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Problem Set 1 (submit by 23:59:00)
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September 14
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Random variables
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BH Ch 3
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Week 3
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September 19
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Expectation
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BH Ch 4
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September 20
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Problem Set 2 (submit by 23:59:00)
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September 21
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Expectation
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BH Ch 4
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Week 4
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September 26
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Continuous random variables
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BH Ch 5.1-5.4
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September 27
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Problem Set 3 (submit by 23:59:00)
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September 28
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Continuous random variables
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BH Ch 5.1-5.4
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Week 5
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October 3
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Multivariate distributions
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BH 7.1-7.3, 7.5
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October 4
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Problem Set 4 (submit by 23:59:00)
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October 5
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Multivariate distributions
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BH 7.1-7.3, 7.5
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Week 6
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October 10
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Conditional expectation
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BH Ch 9
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October 12
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Conditional expectation
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BH Ch 9
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October 12–October 13
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Midterm Exam (submit by 23:59:00)
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Week 7
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October 17
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Estimation
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UG Ch 2
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October 19
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Estimation
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UG Ch 2
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Week 8
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October 24
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Asymptotics
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BH Ch 10.1-10.2, UG Ch 3.1-3.6
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October 25
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Problem Set 5 (submit by 23:59:00)
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October 26
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Asymptotics
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BH Ch 10.3, UG Ch 3.7
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Week 9
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October 31
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Asymptotics
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BH Ch 10.3, UG Ch 3.8
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November 1
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Problem Set 6 (submit by 23:59:00)
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November 2
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Asymptotics
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BH Ch 10.3, UG Ch 3.9
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Week 10
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November 7
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Hypothesis testing
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UG Ch 4
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November 8
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Problem Set 7 (submit by 23:59:00)
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November 9
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Hypothesis testing
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UG Ch 4
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Week 11
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November 14
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Regression
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UG Ch 5, HE Ch 2.14-2.30
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November 15
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Problem Set 8 (submit by 23:59:00)
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November 16
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Regression
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UG Ch 6, H2 Ch 3
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Week 12
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November 21
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Least squares
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UG Ch 6, H2 Ch 3
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Week 13
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November 28
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Least squares
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UG Ch 6, H2 Ch 3
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November 29
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Problem Set 9 (submit by 23:59:00)
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November 30
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Properties of least squares
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UG Ch 7, HE Ch 4.1-4.20
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Week 14
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December 5
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Properties of least squares
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UG Ch 7, HE Ch 7
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December 6
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Problem Set 10 (submit by 23:59:00)
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