COURSE SYLLABUS ON ECONOMETRICS

PART 1 INTRODUCTION AND REVIEW

Chapter 1 Introduction to Econometrics Questions and Data

1. What Is Econometrics?
2. Causal Effects And Idealized Experiments
3. Data: Sources And Types

Chapter 2 Introduction to Probability

1. Random Variables And Probability Distribution
2. Expected Values, Mean, And Variance
3. Two Random Variables
4. The Normal, Chi-Squared, T-Students And F Distribution
5. Random Sampling And The Distribution Of The Sample Average
6. Large-Sample Approximations To Sampling Distributions

Chapter 3 Introduction to Statistics

1. Estimating The Population Mean

2. Hypothesis Testing Concerning The Population Mean
3. Confidence Intervals For The Population Mean
4. Comparing Means From The Different Population
5. Differences Of Means Estimation Of Causal Effects
6. Using The T-Statistics When The Sample Size Is Small
7. Scatterplot, The Sample Covariance And The Sample Correlations Using Experimental Data

PART II THE SIMPLE LINEAR REGRESSION MODEL

Chapter 4 Linear Regression with One Regressor

1. The Linear Regression Model

2. Estimating The Coefficients Of The Linear Regression Model
3. The Goodness Of Fit
4. The Least Square Assumptions
5. The Sampling Distribution Of The Ols Estimators

Chapter 5 Regression with a Single Regressor: Hypothesis Test and the Confidence Interval

1. Testing Hypotheses About One Of The Regression Coefficients

2. Confidence Interval For A Regression Coefficients
3. Regression When Xis Is A Binary A Variable
4. Heteroskedasticity And Homoscedasticity
5. The Theoretical Foundation Of The Ordinary Least Squares
 6. Using The T-Statistics In Regression When The Sample Size Is Small

PART III THE MULTIPLE LINEAR REGRESSION MODEL

Chapter 6 Linear Regression with Multiple Regressors

1. Omitted Variable Bias

2. The multiple Regression Model
3. The OLS Estimator in Multiple Regression
4. Measures of Fit in Multiple Regression
5. The Least Square Assumptions in Multiple Regression
6. The Distribution of the OLS Estimators
7. Multicollinearity

Chapter 7 Hypothesis Test and Confidence Intervals In Multiple Regression

1. Hypothesis Tests and Confidence Intervals for a single Coefficient

2. Testing of Joint Hypotheses
3. Testing of Single Restrictions involving Multiple Coefficients
4. Confidence Sets for Multiple Regression
5. Analysis of the test Score Data Set

Chapter 8 Nonlinear Regression Functions

1. A general strategy for modelling nonlinear regression functions
2. Nonlinear functions of a single independent variable
3. Interactions between independent variables
4. Nonlinear effects on test scores of the students-teachers ratio