Econ 671: Econometrics I

Course Subtitle Information

Instructor: [Arne Hallam]

Class Location & Time: 111 East Hall MWF 9:00-10:50

Course Outline: Syllabus_F2004

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Course Materials

 Characteristic _Vectors  Probability Concepts
 Geometry of_Matrices  Probability_Distributions
 MatrixEquations  Multivariate Probability
 Misc Matrix Algebra  Random Variables
 Sample_Moments  Transformations
Intervals_and Hypothesis_Testing Quadratic_Forms
Quadratic Forms and Normal Variables Large SampleTheory
 Asymptotic_Distribution of MLE Estimators  


Simple Complex Analysis  
 Multiple Linear Regression  Statistical Inference
 Testing and Prediction  Violations of_Assumptions
Large_Sample Properties of _OLS



Exams and Problem Sets
Exam_1_F2002 PS4_F2002
Exam_2_F2002 PS5_F2002

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