Introduction to Econometrics – last taught at Florida State University, Summer 2003
These notes were meant as a supplement to the text (Pindyck and Rubenfeld. Econometric Models and Economic Forecasting, 4th ed. Irwin-McGraw Hill, 1998) that I used in this particular course. The primary reason I have these notes available is for students in upper division courses who may want a refresher on the topics.
Chapter 1 Curve Fitting and intro to Least Squares method
Chapter 1 Appendix Summation operators
Chapter 2 Statistics review (random variables, probability distributions, hypothesis testing)
Chapter 3 Two variable regression analysis and intrepretation of the results
Chapter 4 Multivariate regression
Chapter 5 Extensions of the classical model
Chapter 6 Heteroscedasticity and serial correlation
Chapter 7 IV and specification tests
Chapter 11 Qualitative response models