Week 1
The OLS Estimator · Fox, Chapters 2 & 3
Weeks 2 – 4
Properties of the OLS Estimator · Fox, Chapters 5 & 6
Week 5
Vectors, Matrices, and the OLS Estimator in Matrix Form
Week 6
Multiple Predictors and Matrix Algebra · Fox, Chapter 9
Week 7
Dummy Variables, R², Cross-Validation, and the Achen Debate
Week 8
Interactions, Non-Additivity, Heteroskedasticity, WLS · Fox, Chapter 12
Week 9
Multicollinearity Detection and Solutions · Fox, Chapter 13