ECN 215 : Econometric Theory and Methods

Allin Cottrell, Wake Forest University, Fall 2022

   * Syllabus
   * The text: Basic Econometrics by Jack Lucchetti
   * Brief guide to your econometric project
   * Website for the gretl econometrics program plus local downloads for
64-bit Windows, 32-bit Windows, macOS (intel), macOS (M1)


   * Notes on probability
   * Notes on sampling and hypothesis testing
   * Regression analysis: basic concepts
   * OLS using matrices
   * OLS "cheat sheet"
   * Qualitative variables and regression analysis
   * Testing linear restrictions
   * Maximum likelihood estimation: some basics
   * Key probability distributions in econometrics
   * Models for a binary dependent variable
   * Glossary of basic terms


   * Probability
   * Sampling and hypothesis testing
   * Simple linear regression


   * Various working files.
Karl Friedrich Gauss

Carl Friedrich Gauss (1777-1855)

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