Course Outline
Complete Lecture Notes - Old
Topic 1 - Basic Multiple Regression
Topic 1 - Basic Multiple Regression
Topic 1 continued - Finite-Sample Properties of the LS Estimator
Aside - Intro to Monte Carlo || R Code || Lab
Topic 2 - Asymptotic Properties and Instrumental Variables
Topic 3 - Inference and Prediction || Cobb-Douglas - R Code
Topic 4 - Model Stability and Specification Analysis || Gasoline Consumption - R Code
Topic 5 - Non-Linear Regression || New Slides
Topic 6 - Non-Spherical Disturbances
Topic 7 - Heteroskedasticity || Credit Card Expenditure - R Code || Het. Continued || FGLS - R Code
Topic 8 - Autocorrelation || Spurious Regression - R Code || Time Series Intro
Topic 9 - Maximum Likelihood Estimation || Poisson Regression || Testing || MLE Practice Questions
Topic 10 - Brief Intro to Bootstrap
Matrix Concepts
R Introduction
Assignment #1 - 2017 - Questions and Answer Key
Assignment #1 || Answers
In-class Example || Answers
Assignment #2 || Q2 Answer || Q3 Answer
Assignment #3 || Answers
Topic 7 Practise || Answers
Assignment #4 || Answers
Sample Midterm || Formula Sheet || Answers
Midterm 2012 || Answers
Midterm 2013 || Answers
Midterm 1 2014 || Answers
Midterm 2 2014 || Answers
Midterm 1 2015 || Answers
Midterm 2 2015 || Answers
Midterm 1 2016 || Answers
Midterm 2 2016 || Answers || Answer to last question
Final Exam Formula Sheet
Final 2012 || Answers 1 || Answers 2
Final 2013 || Answers
Final 2014 || Answers
Final 2015 || Answers
Final 2016 || Answers