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INTRODUCTION TO ECONOMETRICS - MTH250 Fall 2024
Course
Hieu Thi Hoang Nguyen
For information about registration please contact our admissions.
The aim of this course is to review the basic mathematical notions and procedures relevant for business and economics. This course is an introduction to basic calculus: convergence and limits, functions of one variable and their differentiation, minimization/maximization, plotting; definite and indefinite integration; functions of two and more variables, basics of partial differentiation, constrained and unconstrained optimization of a function of two and more variables.
Here is the course outline:
1. Lecture 1: Introduction to Econometrics
Sep 5
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2. Lecture 2: Sampling and Confidence interval estimation
Sep 12
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3. Lecture 3: Simple Linear Regression Model (OLS) part 1 (introduction)
Sep 19
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4. Lecture 4: Simple Linear Regression Model (OLS) part 2 (inference)
Sep 26
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5. Lecture 5: Multiple Linear Regression – part 1 (introduction)
Oct 3
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6. Lecture 6: Multiple Linear Regression – part 2 (classical assumptions)
Oct 10
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7. Lecture 7: Midterm exam
Oct 17
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8. Lecture 8: Multiple Linear Regression – part 3 (inference)
Oct 24
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9. Lecture 9: Multiple Linear Regression – Part IV (inference) (cont.)
Nov 7
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10. Lecture 10: Multiple Linear Regression – Part V (qualitative information: binary or dummy variables)
Nov 14
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11. Lecture 11: Multiple Linear Regression – Part VI (omitted and irrelevant variables)
Nov 21
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12. Lecture 12: MultipleLinearRegression– furtherissues (scaling, function forms)
Nov 28
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13. Lecture 13: Introduction to time series modelling (regression analysis with time series data)
Dec 5
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14. Lecture 14: Final exam (covers entire course)
Dec 12
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