Course materials

We will post the relevant materials for each week here. You can access more details about each week on the sidebar or on the Schedule page.

Here is a list of all of the lecture slides in the course:

0. Introduction
1. Probability
2. Conditional Probability | Board notes (1/27) | Board Notes (2/1)
3. Random Variables | Board notes (2/3)
4. Expectation | Board Notes (M 2/8) | Board Notes (W 2/10)
5. Continuous Random Variables | Board Notes (W 2/18)
6. Multivariate Distributions | Board Notes (M 2/22) | Board Notes (W 2/24)
7. Normal Distribution | Board Notes (W 3/3) | Board Notes (M 3/8)
8. Sampling and Estimation | Board Notes (W 3/10)
9. Asymptotics | Board Notes (W 3/10) | Board Notes (M 3/15) | Board Notes (W 3/17)
10. Hypothesis Tests | Board Notes (W 3/17) | Board Notes (M 3/22)
11. Confidence Intervals | Board Notes (W 3/24)
12. Conditional Expectation | Board Notes (M 3/29) | Board Notes (M 4/5)
13. Linear Model | Board Notes (M 4/5) | Board Notes (W 4/7)
14. Algebra of Least Squares
15. Least Squares Properties
16. Clustering and Panel Data