Midterm 2 Study Guide

• The midterm will cover the material in the Course Notes from Chapters 8-11, plus the material in Chapter 7.4 (that is the section about asymptotic normality which is highly related to Chapter 8).

• The midterm is not cumulative, but you do need to remember some things from the earlier part of the class, such as properties of expectations, etc. in order to be able to answer the questions.

• My general advice for studying is to (i) study the notes that you have take in class, (ii) study the Course Notes, and (iii) for topics where you still have any doubts, follow the cross-references from the Course Notes to the textbook for an additional reference.

• R questions are fair game for the exam though, as on the first midterm, the exam will focus relatively more on econometrics questions.

• Finally, I have provided some extra questions here.