ECON 8070 Course Material

Syllabus

Homeworks

Homework 1 (due Tuesday, Sept. 2)

Course Material

0. [Introduction to R]

   • Undergraduate Textbook Chapters 3 and 4
   • Introduction to Data Science Chapters 1,2,3,6 (and a little from 4,5,18-20)

1. Probability Theory

   • Introduction
   • Random Variables
   • Parametric Distributions
   • Multivariate Distributions

2. [Statistics]

   • Sampling
   • Law of Large Numbers
   • Central Limit Theorem
   • Method of Moments Estimation
   • Inference

3. [Linear Regression]

   • Introduction/Review of Linear Algebra
   • Conditional Expectation and Projection
   • The Algebra of Least Squares
   • Least Squares Regression
   • Asymptotic Theory for Least Squares

Data

• firm_data: csv RData dta