METRICS PLAN

Spend 2 sessions on Stats. Dont learn var proofs. Focus on f test. Practice f test.
Spend 2 sessions day on Basic Reg and Mult Reg. Make proof book. Focus on
derivation and the proofs. Tut.
Spend 2 sessions on Misspecif and MC. Proof and concept. Tut.
Spend 2 sessions on HK. 1 session on proofs. 1 session on typing up pros/cons/anki
for tests. Tut.
Spend 3 sessions on AC and mix with Time. Focus on concept and proof. 1 session
on DW,h,BG,CO tests pros/cons. Takee as much as needed. Do reading from
Kennedy. Tut.
Spend 2 on endogenity bias. Do reading and Ken if needed. Tut.
Sped 2 on DC. Tut.
1 session per paper. Spread out papers. Total: 7.5 days content. Up to 5 for content.
Proofs: Premise, unusual steps, end, significance.
Sit there with piece of paper, talk through in head. Attempt all proofs b4 looking at
paper. Go through lecture/reading notes like this. Come back, write proofs in neat,
tests write up.
Topic
Stats
Basic Reg

Multiple Reg
Misspecficatio
n and MC

Heteroscedast
icty

Proofs
OLS Derivations
OLS Proofs
Dummy Var
Unbias and Ef
OLS Derivation
Variances
Ommitted var bias
MC inef, consistent
Measurement error
inconsistent
Still unbias, but inef
Weighted Least Squares,
with var = 1
Adjusted var

Autocorrelatio
n

Bias and inef

Formula of row
DW alternate formula

Time
Series/Dynami
c

Koyck Transformation

Endogeity

Exogenity assumption
Endogoneity bias, incon.
IV con., uncertain bias

Tests/Transformations
Normal, T, Chi, F
Chow

Ramsey Reset

Park
White
G-Q
Lagrange
Glesjer
Durbin Watson
Durbin h
Breusch-Godfrey
Remedy for AC:
transformation
Cochrane-Orcutt
Common Factor

Tu
t

Other
Gauss-Markov
Log transformations

Stepwise regressors

Prais-Winston
Assumptions of DW

SR/LR Multipler
Distriibuted
Lag/Autoreg
Partial adjustment
Logistic and Probit
Pseudo R2

Discrete
Choice

Cant derive OLS

Prove unbias
Prove HK