Econometrics (Chow)

Lecture Notes

• Lecture 0: Introduction
• Lecture 1: Causality
• Lecture 2a: The Linear Regression Model
• Lecture 2b: Linear Regression — Estimation
• Lecture 2c: Properties of OLS Estimators
• Lecture 3a: Inference
• Lecture 3b: Asymptotics & Heteroskedasticity
• Lecture 4a: Functional Form & Scaling
• Lecture 4b: Dummy Variables
• Lecture 4c: Model Selection & Controls
• Lecture 5a: IV — Motivation
• Lecture 5b: IV — Estimation
• Lecture 6a: Panel Regression
• Lecture 6b: Difference-in-Differences