I've been asked to do a 2 hour session on econometrics for our PhD students. This is a bit like teaching brain surgery using a post it, so I'm trying to do something a bit more 'meta' than just explaining what R-squared is, what a t-stat does, and so forth. We'll look at where regression comes from, what it means, how it is used in social sciences, and the common pitfalls one encounters when reading econometrics and doing econometrics. We'll look at the rhetoric of blind, stupid significance testing, bash economists who spend their days 'economisting', and look at a fine piece of econometrics that blew the 'soft landing' argument around house prices out of the water by none other than Morgan Kelly.
The slides and readings are below, and attendance is mandatory if you're a first year graduate student.
