This repository contains the lecture slides from my undergrad econometrics course (Econ 1630, Mathematical Econometrics I), taught at Brown University. The class was developed in collaboration with Peter Hull. The materials are licensed under an MIT license: feel free to use for your teaching with attribution.
Links to the PDF handouts and raw latex files are below. You can find the latex source files in the Github repo.
Chapter 1: What is econometrics? [PDF | PDF w/animations | TeX]
Chapter 2: Probability and Statistics [PDF | PDF w/animations | TeX]
Chapter 3: Asymptotic Statistics [PDF | PDF w/animations | TeX]
Chapter 4: Introduction to Regression [PDF | PDF w/animations | TeX]
Chapter 5: Multivariate Regression [PDF | PDF w/animations | TeX]
Chapter 6: Panel Data and Difference-in-Differences [PDF | PDF w/animations | TeX]
Chapter 7: Instrumental Variables [PDF | PDF w/animations | TeX]
Chapter 8: Regression Discontinuity [PDF | PDF w/animations | TeX]
Chapter 9: Bonus applications [PDF | PDF w/animations | TeX]
Review Session [PDF | PDF w/animations | TeX]