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1、CHAPTER1TEACHINGNOTESYouhavesubstantiallatitudeaboutwhattoemphasizeinChapter1.Ifinditusefultotalkabouttheeconomicsofcrimeexample(Example1.1)andthewageexample(Example1.2)sothatstudentssee,attheoutset,thateconometricsislinkedtoeconomicreasoning,ifnoteconomic
2、theory.Iliketofamiliarizestudentswiththeimportantdatastructuresthatempiricaleconomistsuse,focusingprimarilyoncross-sectionalandtimeseriesdatasets,asthesearewhatIcoverinafirst-semestercourse.Itisprobablyagoodideatomentionthegrowingimportanceofdatasetsthatha
3、vebothacross-sectionalandtimedimension.Ispendalmostanentirelecturetalkingabouttheproblemsinherentindrawingcausalinferencesinthesocialsciences.Idothismostlythroughtheagriculturalyield,returntoeducation,andcrimeexamples.Theseexamplesalsocontrastexperimentala
4、ndnonexperimentaldata.Studentsstudyingbusinessandfinancetendtofindthetermstructureofinterestratesexamplemorerelevant,althoughtheissuethereistestingtheimplicationofasimpletheory,asopposedtoinferringcausality.Ihavefoundthatspendingtimetalkingabouttheseexampl
5、es,inplaceofaformalreviewofprobabilityandstatistics,ismoresuccessful(andmoreenjoyableforthestudentsandme).3CHAPTER2TEACHINGNOTESThisisthechapterwhereIexpectstudentstofollowmost,ifnotall,ofthealgebraicderivations.InclassIliketoderiveatleasttheunbiasednessof
6、theOLSslopecoefficient,andusuallyIderivethevariance.Ataminimum,Italkaboutthefactorsaffectingthevariance.Tosimplifythenotation,afterIemphasizetheassumptionsinthepopulationmodel,andassumerandomsampling,Ijustconditiononthevaluesoftheexplanatoryvariablesinthes
7、ample.Technically,thisisjustifiedbyrandomsamplingbecause,forexample,E(ui
8、x1,x2,…,xn)=E(ui
9、xi)byindependentsampling.IfindthatstudentsareabletofocusonthekeyassumptionSLR.3andsubsequentlytakemywordabouthowconditioningontheindependentvariablesinthesampleisharm
10、less.(Ifyouprefer,theappendixtoChapter3doestheconditioningargumentcarefully.)Becausestatisticalinferenceisnomoredifficultinmultipleregressionthaninsimpleregression,IpostponeinferenceuntilChapter4.(Thisreduces
