A. Review of probability and statistics 
1 
Probability and distribution 
Lecture note 1: Probability and distribution
Lecture note 2: Expectation and moments
Wooldridge. Appendix B.
Goldberger. Chapters 17.
DeGroot. Chapters 15.
Burtless, Gary. "Are Targeted Wage Subsidies Harmful? Evidence from a Wage Voucher Experiment." Industrial and Labor Relations Review 39 (October 1985): 105111.

2 
Expectation and moments 
B. Review of statistical inference 
3 
Sampling distributions and inference 
Lecture note 3: Sampling distributions and inference
Lecture note 4: Approximate [asymptotic] distribution of the sample mean
Lecture note 5: Confidence intervals
Wooldridge. Appendix C.
Goldberger. Chapters 810.
DeGroot. Chapters 68.
Woodbury, S. A., and R. Spiegelman. "Bonuses to Workers and Employers to Reduce Unemployment: Randomized Trials in Illinois." American Economic Review 77, no. 4 (September 1987): 513530.

4 
The Central Limit theorem (Asymptotic distribution of the sample mean) 
5 
Confidence intervals 
C. Regression basics 
6 
Conditional expectation functions, bivariate regression 
Lecture note 6: Bivariate regression
Lecture notes 7 and 8: Sampling distribution of regression estimates
Lecture note 9: Residuals, fitted values, and goodness of fit
Wooldridge. Chapters 15.
Goldberger. Chapters 1316.

7 
Sampling distribution of regression estimates; GaussMarkov theorem 
8 
How Classical assumptions are used; asymptotic distribution of the sample slope 
9 
Residuals, fitted values, and goodness of fit 
D. Multivariate regression 
10 
Regression, causality, and control; anatomy of multivariate regression coefficients 
Lecture note 10: Introduction to multivariate regression
Lecture note 11: Multivariate regression (cont.)
Lecture note 12a: Using multivariate regression
Lecture note 12b: Regression analysis of "Natural Experiments"  the minimum wage controversy
Wooldridge. Chapters 67 and 19.
Goldberger. Chapters 1724.
Krueger, A. "How Computers Have Changed the Wage Structure: Evidence from Micro Data." Quarterly Journal of Economics 108, no. 1 (February 1993): 3360.
DiNardo, J., and J. S. Pischke. "The Returns to Computer Use Revisited: Have Pencils Changed the Wage Structure Too?" The Quarterly Journal of Economics 112, no. 1 (February 1997): 291303.
Krueger, A., and S. B. Dale. "Estimating the Payoff to Attending a More Selective College: An Application of Selection on Observables and Unobservables." The Quarterly Journal of Economics 117 (November 2002): 14911529.
Card, David E., and Alan B. Krueger. Myth and Measurement: The New Economics of the Minimum Wage. Princeton, NJ: Princeton University Press, 1995, chapters 1 to 4. ISBN: 9780691048239.

11 
Omitted variables formula, short vs. long regressions 
12a 
Dummy variables and interactions; testing linear restrictions using Ftests 
12b 
Regression analysis of natural experiments, differencesindifferences 
E. Inference problems  heteroscedasticity and autocorrelation 
13a 
Heteroscedasticity, consequences of; weighted least squares; the linear probability model 
Lecture note 13a: Heteroscedasticity, linear probability models
Lecture note 13b: Serial correlation
Wooldridge. Chapters 8 and 12.
Goldberger. Chapters 2728.
Freeman, R., and A. CastilloFreeman. "When the Minimum Wage Really Bites: The Effect of the USLevel Minimum on Puerto Rico." In Immigration and the Work Force: Economic Consequences for the United States and Source Areas. Edited by G. Borjas and R. Freeman. Chicago, IL: University of Chicago Press, 1992. ISBN: 9780226066332.
Graddy, K. "Testing for Imperfect Competition at the Fulton Fish Market." RAND Journal of Economics 26, no. 1 (Spring 1995): 7592.

13b 
Serial correlation in time series, consequences of; quasidifferencing; commonfactor restriction; DurbinWatson test for serial correlation 
F. Instrumental variables, simultaneous equations models, measurement error 
14a 
Using IV to solve omittedvariables problems 
Lecture note 14: Instrumental variables for omittedvariables problems
Wooldridge. Chapter 15.
Goldberger. Chapter 31.
Angrist, J. "Lifetime Earnings and the Vietnam Era Draft Lottery: Evidence from Social Security Administrative Records." American Economic Review 80, no. 3 (June 1990): 313336.
Angrist, J., and A. Krueger. "Does Compulsory School Attendance Affect Schooling and Earnings?" Quarterly Journal of Economics 106, no. 4 (November 1991): 9791014.
Angrist, J., and W. E. Evans. "Children and Their Parents' Labor Supply: Evidence from Exogenous Variation in Family Size." American Economic Review 88 (June 1998): 450477.
Lecture note 14b: IV and measurement error
Ashenfelter, O., and A. Krueger. "Estimates of the Economic Returns to Schooling from a New Sample of Twins." American Economic Review 84, no. 5 (December 1994): 11571174.
Lecture note 14c: Regressiondiscontinuity
Angrist, J., and V. Lavy. "Using Maimonides Rule to estimate the Effects of Class Size on Scholastic Achievement." Quarterly Journal of Economics 114, no. 2 (May 1999): 533575.

14b 
Measurement error (Timepermitting) 
14c 
Regressiondiscontinuity designs (Timepermitting) 
G. Simultaneous equation models 
15 
Simultaneous equations models I
 The use of structural models
 Simultaneous equations bias
 The identification problem
 The structure and the reduced form
 Indirect least squares

Lecture note 15: Simultaneous equations models  motivation and identification
Lecture note 16: Simultaneous equations models  estimation
Wooldridge. Chapter 16.
Goldberger. Chapters 3234.
Angrist, J., G. Imbens, and K. Graddy. "The Interpretation of Instrumental Variables Estimators in Simultaneous Equations Models with an Application to the Demand for Fish." Review of Economic Studies 67, no. 3 (July 2000): 499527.

16 
Simultaneous equations models II
 IV for the SEM
 Twostage least squares
 Sampling variance of 2SLS estimates
