This set of notes follows an introductory econometrics course that assumes familiarity with probability and mathematical statistics at the multivariate calculus level. These notes cover topics that are appropriate for a 10-week course for advanced undergraduates at an honors level. The material presented in these notes is a preview/ bridge to the study of econometrics at the graduate level as well as an advanced introduction to econometrics. For this reason, advanced undergraduates and first-year graduate students in economics (master's students and Ph.D. students looking for a succinct econometrics review) are the appropriate target audience for this text.To get an idea of the level of material in my notes, here's a playlist of math review videos that I recorded for the class (these roughly cover some missing details in Chapter 1 of 4). Hopefully, someone finds these useful.
Sunday, October 7, 2012
A Note on Econometrics Notes
In case you are interested, I have made available (by self-publishing at Lulu) my course notes from my honors econometrics class. I priced the notes at UChicago's cost of printing them on university printers (10 cents per page x 125 pages = $12.50), but because my self-publishing company can capitalize on economies of scale, there is a small margin in there for higher-quality printing and a nice binding. You can purchase a copy here. Who is the book's audience? This is the description I wrote about my notes: