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Texts
Wooldridge, Jeffrey M. Introductory Econometrics: A Modern Approach. 3rd ed. Mason, OH: Thomson/SouthWestern, 2006. ISBN: 9780324289787.
Goldberger, Arthur S. A Course in Econometrics. Cambridge, MA: Harvard University Press, 1991. ISBN: 9780674175440.
DeGroot, Morris H., and Mark J. Schervish. Probability and Statistics. 3rd ed. Boston, MA: AddisonWesley, 2001. ISBN: 9780201524888.
Wooldridge is the main text. The material in Goldberger is more advanced and optional. DeGroot and Schervish is a recommended text for statistics review. The lecture notes are unavailable.
The course consists of parts 1 (A, B, and C) and 2 (D, E, F, and G).
Course readings.TOPIC #  TOPICS  Readings 

A. Review of probability and statistics 
1  Probability and distribution  Lecture note 1: Probability and distribution Lecture note 2: Expectation and moments Wooldridge. Appendix B. Goldberger. Chapters 17. DeGroot. Chapters 15. Burtless, Gary. "Are Targeted Wage Subsidies Harmful? Evidence from a Wage Voucher Experiment." Industrial and Labor Relations Review 39 (October 1985): 105111. 
2  Expectation and moments 
B. Review of statistical inference 
3  Sampling distributions and inference  Lecture note 3: Sampling distributions and inference Lecture note 4: Approximate [asymptotic] distribution of the sample mean Lecture note 5: Confidence intervals Wooldridge. Appendix C. Goldberger. Chapters 810. DeGroot. Chapters 68. Woodbury, S. A., and R. Spiegelman. "Bonuses to Workers and Employers to Reduce Unemployment: Randomized Trials in Illinois." American Economic Review 77, no. 4 (September 1987): 513530. 
4  The Central Limit theorem (Asymptotic distribution of the sample mean) 
5  Confidence intervals 
C. Regression basics 
6  Conditional expectation functions, bivariate regression  Lecture note 6: Bivariate regression Lecture notes 7 and 8: Sampling distribution of regression estimates Lecture note 9: Residuals, fitted values, and goodness of fit Wooldridge. Chapters 15. Goldberger. Chapters 1316. 
7  Sampling distribution of regression estimates; GaussMarkov theorem 
8  How Classical assumptions are used; asymptotic distribution of the sample slope 
9  Residuals, fitted values, and goodness of fit 
D. Multivariate regression 
10  Regression, causality, and control; anatomy of multivariate regression coefficients  Lecture note 10: Introduction to multivariate regression Lecture note 11: Multivariate regression (cont.) Lecture note 12a: Using multivariate regression Lecture note 12b: Regression analysis of "Natural Experiments"  the minimum wage controversy Wooldridge. Chapters 67 and 19. Goldberger. Chapters 1724. Krueger, A. "How Computers Have Changed the Wage Structure: Evidence from Micro Data." Quarterly Journal of Economics 108, no. 1 (February 1993): 3360. DiNardo, J., and J. S. Pischke. "The Returns to Computer Use Revisited: Have Pencils Changed the Wage Structure Too?" The Quarterly Journal of Economics 112, no. 1 (February 1997): 291303. Krueger, A., and S. B. Dale. "Estimating the Payoff to Attending a More Selective College: An Application of Selection on Observables and Unobservables." The Quarterly Journal of Economics 117 (November 2002): 14911529. Card, David E., and Alan B. Krueger. Myth and Measurement: The New Economics of the Minimum Wage. Princeton, NJ: Princeton University Press, 1995, chapters 1 to 4. ISBN: 9780691048239. 
11  Omitted variables formula, short vs. long regressions 
12a  Dummy variables and interactions; testing linear restrictions using Ftests 
12b  Regression analysis of natural experiments, differencesindifferences 
E. Inference problems  heteroscedasticity and autocorrelation 
13a  Heteroscedasticity, consequences of; weighted least squares; the linear probability model  Lecture note 13a: Heteroscedasticity, linear probability models Lecture note 13b: Serial correlation Wooldridge. Chapters 8 and 12. Goldberger. Chapters 2728. Freeman, R., and A. CastilloFreeman. "When the Minimum Wage Really Bites: The Effect of the USLevel Minimum on Puerto Rico." In Immigration and the Work Force: Economic Consequences for the United States and Source Areas. Edited by G. Borjas and R. Freeman. Chicago, IL: University of Chicago Press, 1992. ISBN: 9780226066332. Graddy, K. "Testing for Imperfect Competition at the Fulton Fish Market." RAND Journal of Economics 26, no. 1 (Spring 1995): 7592. 
13b  Serial correlation in time series, consequences of; quasidifferencing; commonfactor restriction; DurbinWatson test for serial correlation 
F. Instrumental variables, simultaneous equations models, measurement error 
14a  Using IV to solve omittedvariables problems  Lecture note 14: Instrumental variables for omittedvariables problems Wooldridge. Chapter 15. Goldberger. Chapter 31. Angrist, J. "Lifetime Earnings and the Vietnam Era Draft Lottery: Evidence from Social Security Administrative Records." American Economic Review 80, no. 3 (June 1990): 313336. Angrist, J., and A. Krueger. "Does Compulsory School Attendance Affect Schooling and Earnings?" Quarterly Journal of Economics 106, no. 4 (November 1991): 9791014. Angrist, J., and W. E. Evans. "Children and Their Parents' Labor Supply: Evidence from Exogenous Variation in Family Size." American Economic Review 88 (June 1998): 450477. Lecture note 14b: IV and measurement error Ashenfelter, O., and A. Krueger. "Estimates of the Economic Returns to Schooling from a New Sample of Twins." American Economic Review 84, no. 5 (December 1994): 11571174. Lecture note 14c: Regressiondiscontinuity Angrist, J., and V. Lavy. "Using Maimonides Rule to estimate the Effects of Class Size on Scholastic Achievement." Quarterly Journal of Economics 114, no. 2 (May 1999): 533575. 
14b  Measurement error (Timepermitting) 
14c  Regressiondiscontinuity designs (Timepermitting) 
G. Simultaneous equation models 
15  Simultaneous equations models I  The use of structural models
 Simultaneous equations bias
 The identification problem
 The structure and the reduced form
 Indirect least squares
 Lecture note 15: Simultaneous equations models  motivation and identification Lecture note 16: Simultaneous equations models  estimation Wooldridge. Chapter 16. Goldberger. Chapters 3234. Angrist, J., G. Imbens, and K. Graddy. "The Interpretation of Instrumental Variables Estimators in Simultaneous Equations Models with an Application to the Demand for Fish." Review of Economic Studies 67, no. 3 (July 2000): 499527. 
16  Simultaneous equations models II  IV for the SEM
 Twostage least squares
 Sampling variance of 2SLS estimates
