In this page, I record what went on in each lecture.
Week 1: [download notes in pdf] [download notes in postcript]
September 6th. Talked about nature and methodology of econometrics. emphasized the tight connection between economic theory and econometric analysis. Talked about different data sets: micro versus macro data sets, time series versus cross section, panel data etc.
Week 2: [download notes]
September 11th. Talked about sample space, events, sigma-algebra, probability measure, and statistical independence.
September 13th: Talked about
conditional probability,
law of total probability, Bayes' Theorem, and started defining random
variable.
September 18th: Talked about more examples on Bayes' Theorem, histogram, cumulative distribution function.
September 20th: More on cumulative distribution function, probability mass function and probability density function.
Week 4:
September 25th: will finish multivariate probability density function, and conditional probability distribution, independence, started to talk about expectations.
September 27th: will talk about variance and conditional expectations, will start review important distributions.
October 2nd: Elemennts of sample
theory. Law of large
number and Central limit theorem
October 4th: Start statistical inference