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

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

Old Exams	STAT 170 "Regression and Time Series" Fall 2024 Exam 1: Introduction and statistics review version A, version B, answer key, Exam 2: Two-variable regression version A, version B, answer key, 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.