Empirical Analysis I

I TA’d the first course in the core econometrics sequence for economics Ph.D. students under Professor Azeem M. Shaikh.

This course introduces students to fundamental concepts in probability theory and asymptotic theory. Students apply these concepts to formally derive the statistical properties of econometric methods they may already be familiar with, including ordinary least squares, two-stage least squares, and maximum likelihood estimation.

Many students consider this course to be one of the most challenging in the first-year Ph.D. curriculum. It is particularly challenging for students who are less comfortable with the mathematical formalisms involved in presenting the course material. I found it particularly rewarding to help students grasp abstract concepts, such as the delta method, with the aid of diagrams and geometric intuition.

I had the pleasure of TAing this course twice, once in 2022 and then again in 2023. My co-TAs in 2022 were Deniz Dutz and Conroy Lau, while my co-TAs in 2023 were Omkar Katta and Arnstein Vestre. Student feedback from 2022 can be found at the bottom of this page.