Outline & Table of Contents

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