Introduction to Econometrics - MTH250 Spring 2026
Course
For information about registration please contact our admissions.
The aim of this course is to review the basic mathematical notions and procedures relevant for business and economics. This course is an introduction to basic calculus: convergence and limits, functions of one variable and their differentiation, minimization/maximization, plotting; definite and indefinite integration; functions of two and more variables, basics of partial differentiation, constrained and unconstrained optimization of a function of two and more variables.
Here is the course outline:
1. Lecture 1: Introduction to Econometrics
Feb 2
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2. Lecture 2: Sampling and Confidence interval estimation
Feb 9
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3. Lecture 3: Simple Linear Regression Model (OLS) part 1 (introduction)
Feb 16
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4. Lecture 4: Simple Linear Regression Model (OLS) part 2 (inference)
Feb 23
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5. Lecture 5: Multiple Linear Regression – part 1 (introduction)
Mar 2
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6. Lecture 6: Multiple Linear Regression – part 2 (classical assumptions)
Mar 9
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7. Lecture 7: Midterm exam
Mar 16
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8. Lecture 8: Multiple Linear Regression – part 3 (inference)
Mar 23
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9. Lecture 9: Multiple Linear Regression – Part IV (inference) (cont.)
Apr 6
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10. Lecture 10: Multiple Linear Regression – Part V (qualitative information: binary or dummy variables)
Apr 13
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11. Lecture 11: Multiple Linear Regression – Part VI (omitted and irrelevant variables)
Apr 20
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12. Lecture 12: MultipleLinearRegression– furtherissues (scaling, function forms)
Apr 27
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13. Lecture 13: Introduction to time series modelling (regression analysis with time series data)
May 4
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14. Lecture 14: Final exam (covers entire course)
May 11
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