The Primary Content of this website is my lecture notes on Applied Econometrics. Videotaped lectures are also available and will be linked and uploaded shortly. The course outline is given on this page below. The files containing the lectures and associated materials are available HERE
See also Video Lectures for Econometrics for Muslims 2013
Lecture 1: Islamic Approaches to Knowledge: on the nature and importance of knowledge, and the difference between Western and Eastern conceptions.
Lecture 2: EMPIRICAL DISTRIBUTION FUNCTIONS and Histograms: Data Sets, Sorting in Excel, Percentiles from sorted data. Cumulative Distribution Functions., Histograms and Bin sizes, Tabular and Graphic representations of distribution.
Video Lecture is not available -- however, related material on histograms is covered in Lecture 07 of Intro Stats Course.
Lecture 3: Random Variables: This continues discussion on Empirical and Theoretical Histograms; also the central concept of Random Variables is introduced and linked to histograms. (Random Choice and Probability, Random Variables, More About Probability, Repeated Sampling, Multiplication Rule for Independent Events) Video Lecture is available -- broken into several small pieces.
Lecture 4: BINOMIAL PROBABIILITIES
Probability of a subset is the percentage of elements in that subset. Exclusive Events, Addition Rule, Conditional Probability, Independence, Multiplication Rule, Binomial Probabilities, Binomial Distribution. VIDEO Lecture is solely on Binomials, and is mis-labeled as Lec 05 (instead of 4) in Video Lectures for Econometrics for Muslims 2013
Similar material on Binomials is covered in Lecture 13 of the Intro Stats Course.
Similar material on Binomials is covered in Lecture 3 of Bayesian Statistics Course.
Lecture 5: THEORETICAL DISTRIBUTIONS
Random Variables and Hypothetical Populations, Discrete Distributions: Binomial, And Poisson distributions: Continuous Distributions: Uniform, Normal
Lecture 5: CENTRAL LIMIT THEOREM
LAB1
Lecture 6: SAMPLE DISTRIBUTION resembles POPULATION
Lecture 7: TESTING SIMPLE HYPOTHESIS
Lecture 8: TESTS for MEANS:
SECOND QUIZ, TWO HOURS
Lecture 9: TESTS for NORMALITY
Lecture 10: MORE TESTS for NORMALITY
LAB2
Lecture 11: TWO RANDOM VARIABLES: Conditional and Marginal distributions,
Lecture 12: CORRELATION
THIRD QUIZ, TWO HOURS
Lecture 13: Confusions about CORRELATION
Lecture 14: CONDITIONAL DISTRIBUTIONS
Lecture 15: REGRESSION, BASIC CONCEPTS
LAB3
Lecture 16: FORECASTING A TREND
FOURTH QUIZ, TWO HOURS
Lecture 17: DEEP STRUCTURE OF REGRESSION MODELS
Lecture 18: INTERPRETING REGRESSION RESULTS
Lecture 19: Dynamic Econometric Models: Basic Concepts
Lecture 20: Unit Roots and Spurious Regressions,
LAB4
FIFTH QUIZ, TWO HOURS
Lecture 21: T statistics and Significance of Regressors
Lecture 22: Heteroskedasticity
Lecture 23: More Heteroskedasticity: Breusch-Pagan and Eicker White Tests
Lecture 24: F-test for Joint Significance of Regressors
SIXTH QUIZ, TWO HOURS
Lecture 25: Uses of the F-test; Overall F for Regression
LAB5
Lecture 26: Dummy Variables
Lecture 27: Stationarity, Integration and Co integration
SEVENTH QUIZ, TWO HOURS