Course Page for ECO4401, Introduction to Econometrics
 

I taught this course at FSU a few times, the last being Summer 2003.
 

These notes are based on Pindyck and Rubenfeld's Econometric Models and Economic Forecasting, 4th ed. Irwin-McGraw Hill, 1998.
 
Note: I am the only one who has proofread these notes, so there may be errors.

Chapter 1 -- Curve Fitting and intro to Least Squares method
Chapter 1 Appendix -- Summation operators
Chapter 2 -- Statistics review (random variables, probability distributions, hypothesis testing)
Chapter 3 -- Two variable regression analysis and intrepretation of the results
Chapter 4 -- Multivariate regression
Chapter 5 -- Extensions of the classical model
Chapter 6 -- Heteroscedasticity and serial correlation
Chapter 7 -- IV and specification tests
Chapter 11 -- Qualitative response models