No class: TBA if relevant. Make-up class: TBA if needed.
I do not have set hours, but you can email or approach me any time
TA: Xiaolin Yang (xyang52@CougarNet.UH.EDU)
TA hours: TBA.
TA Sessions: TBA. Syllabus
I plan to have two midterms.
Midterm 1: February 24 in the usual class slot.
Midterm 2: March 31 in the usual class slot.
FINAL: April 23 in the usual class slot.
Notes :
I will loosely follow the books mentioned in the syllabus, but I think they all tend to give too many sidebars that may distract from the main story. So what I cover in class is what you have to know. Clarifying or complementary notes will be posted here.Projection proof of Frisch-Waugh theorem
Short note on measurement error (updated a little 2025)
Short intro to robust cluster estimation of standard errors (some corrections 2022)
Introduction to Time Series and ARMA models
Brief note on Maximum Likelihood for dependent variables
Predicted Consumption in the PIH model. Focus on the way income shocks change predicted future income.
Bertrand, Dufflo and Mullainathan
Time series estimation of models with correlated errors.
Homework # Due
Homework 1 Hw1_zip Wed Jan 22
Homework 2 Wed Jan 29
Homework 3 Wed February 5
Homework 4 Wed February 12
Homework 5 Wed February 19
Homework 6
Wed March 5
Homework 7
Wed March 19
Homework 8
Wed March 26
Homework 9
Wed April 9
Homework 10
Wed April 16