Lecture notes

1. Introduction    [pdf] [slides]
2. Review of Probability    [pdf] [slides]
3. Simple Linear Regression and OLS    [pdf] [slides]
4. Properties of OLS    [pdf] [slides]
5. Gauss-Markov Theorem    [pdf] [slides]
6. Estimating the variance of errors    [pdf] [slides]
7. Confidence intervals    [pdf] [slides]
8. Hypothesis testing    [pdf] [slides]
9. Multiple regression    [pdf] [slides]
10. R-squared    [pdf] [slides]
11. Properties of OLS in multiple regression    [pdf] [slides]
12. Hypothesis testing in multiple regression    [pdf] [slides]
13. Dummy variables    [pdf] [slides]
14. Causal inference    [pdf] [slides]
15. Difference-in-differences    [pdf] [slides]
16. Asymptotics    [pdf] [slides]