Econometrics

  1. Review of Probability and Statistics
    1. Fundamentals of Probability
      1. Random Variables and Sample Spaces
        1. Discrete Random Variables
          1. Continuous Random Variables
            1. Sample Space and Events
            2. Probability Distributions
              1. Probability Mass Function
                1. Probability Density Function
                  1. Cumulative Distribution Function
                    1. Joint and Marginal Distributions
                    2. Moments of Distributions
                      1. Expected Value
                        1. Variance and Standard Deviation
                          1. Covariance and Correlation
                            1. Higher Order Moments
                            2. Conditional Probability and Expectations
                              1. Conditional Probability
                                1. Conditional Expectation
                                  1. Law of Iterated Expectations
                                    1. Law of Total Variance
                                    2. Common Probability Distributions
                                      1. Normal Distribution
                                        1. Chi-Squared Distribution
                                          1. t Distribution
                                            1. F Distribution
                                              1. Bernoulli and Binomial Distributions
                                            2. Fundamentals of Mathematical Statistics
                                              1. Populations and Samples
                                                1. Parameters vs. Statistics
                                                  1. Random Sampling
                                                    1. Sampling Methods
                                                    2. Sampling Distributions
                                                      1. Distribution of Sample Statistics
                                                        1. Central Limit Theorem
                                                          1. Standard Error
                                                            1. Finite Sample vs. Asymptotic Properties
                                                            2. Properties of Estimators
                                                              1. Unbiasedness
                                                                1. Efficiency
                                                                  1. Consistency
                                                                    1. Asymptotic Normality
                                                                      1. Sufficiency
                                                                      2. Estimation Methods
                                                                        1. Method of Moments
                                                                          1. Maximum Likelihood Estimation
                                                                            1. Properties of MLE
                                                                            2. Hypothesis Testing
                                                                              1. Null and Alternative Hypotheses
                                                                                1. Type I and Type II Errors
                                                                                  1. Test Statistics and Critical Values
                                                                                    1. p-values and Significance Levels
                                                                                      1. Confidence Intervals
                                                                                        1. Power of a Test
                                                                                          1. Multiple Testing Issues

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                                                                                      1. Introduction to Econometrics

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                                                                                      3. The Simple Linear Regression Model