G30 Econometrics I
| 1st | October | 5th | Cancelled | |
| 2nd | 15th | Guidance, matrices | ||
| 3rd | 19th | pp. 6-15. | OLS as an algebraic tool, the linear regression model | |
| 4th | 26th | pp. 15-22. | Small sample properties of the OLS estimator, goodness-of-fit | |
| 5th | November | 2nd | pp. 22-30. | Hypothesis testing |
| 6th | 9th | pp. 31-53. | Hypothesis testing, asymptotic properties of the OLS estimator, multicollinearity, prediction | |
| 7th | 16th | pp. 58-72 | Interpreting the linear model, selecting the set of regressors, misspecifying the functional form | |
| 8th | 30th | pp. 72-90. | Explaining house prices,predicting stock index returns, explaining individual wages | |
| 9th | December | 7th | Cancelled | |
| 10th | 14th | pp. 94-105. | Consequences for the OLS estimator, deriving an alternative estimator, heteroskedasticity | |
| 11th | 21st | pp. 105-118. | Testing for heteroskedasticity, autocorrelation, testing for first-order autocorrelation | |
| 12th | January | 6th | pp. 119-126. | Illustration: the demand for ice cream, alternative autocorrelation patterns, what to do when you find autocorrelation? |
| 13th | 18th | pp. 137-147. | A review of the properties of the OLS estimator, cases where the ols estimator cannot be saved | |
| 14th | 25th | pp. 148-158. | The instrumental variables estimator | |
| 15th | February | 1st | pp. 179-191. | An introduction to maximum likelihood, specification tests |