Boal's Regression and Time Series

wmboal.com	Regression and Time Series

Quote	""All models are approximations. Assumptions, whether implied or clearly stated, are never exactly true. All models are wrong, but some models are useful. So the question you need to ask is not "Is the model true?" (it never is) but "Is the model good enough for this particular application?"" --George E.P. Box (2009)

Syllabus	Fall 2024 syllabus Fall 2024 course packet

Problems	Part 1: Introduction and review Problem Set 1. Subscripts and summation symbol Problem Set 2. Fitting lines to data Problem Set 3. Probability: random variables Problem Set 4. Probability: moments Problem Set 5. Probability: important distributions Problem Set 6. Statistics: samples and estimators Problem Set 7. Statistics: confidence intervals and hypothesis tests Part 2: Two-variable regression Problem Set 8. Two-variable regression: algebraic properties Problem Set 9. Two-variable regression: Gauss Markov properties Problem Set 10. Two-variable regression: normal error terms Problem Set 11. Two-variable regression: practical issues Part 3: Multiple regression with cross-section data Problem Set 12. Multiple regression: algebraic properties Problem Set 13. Multiple regression: Gauss-Markov properties and normal error terms Problem Set 14. Multiple regression: more tests and functional forms Problem Set 15. Multiple regression: heteroskedasticity Part 4: Multiple regression with time-series data Problem Set 16. Time series: regression with strictly exogenous errors Problem Set 17. Time series: functional forms, trends, and seasonality Problem Set 18. Time series: models of serial correlation Problem Set 19. Time series: testing and correcting for serial correlation Part 5: Further topics Problem Set 20. Time series: models of highly persistent series Problem Set 21. Time series: testing for unit roots Problem Set 22. Time series: forecasting

Old Exams	ECON 107 "Introduction to Econometrics" Spring 2010 Exam 1: Introduction and statistics review version A, version B, version C, answer key. Exam 2: Two-variable regression version A, version B, version C, answer key. Exam 3: Multiple regression with cross-section data version A, version B, version C, answer key. Exam 4: Multiple regression with time-series data version A, version B, version C, answer key. ECON 107 "Introduction to Econometrics" Spring 2008 Exam 1: Introduction and statistics review version A, version B, version C, answer key. Exam 2: Two-variable regression version A, version B, version C, answer key. Exam 3: Multiple regression with cross-section data version A, version B, version C, answer key. Exam 4: Multiple regression with time-series data version A, version B, version C, answer key. Final exam version A, version B, version C, answer key. ECON 107 "Introduction to Econometrics" Fall 2007 Exam 1: Introduction and statistics review version A, version B, answer key. Exam 2: Two-variable regression version A, version B, answer key. Exam 3: Multiple regression with cross-section data version A, version B, answer key. Exam 4: Multiple regression with time-series data version A, version B, answer key. Final exam version A, version B, answer key. ECON 107 "Introduction to Econometrics" Spring 2006 Exam 1: Introduction and statistics review version A, version B, answer key. Exam 2: Two-variable regression version A, version B, answer key. Exam 3: Multiple regression with cross-section data version A, version B, answer key. Exam 4: Multiple regression with time-series data version A, version B, answer key. Final exam version A, version B, answer key.