As an introductory mathematical statistics course, the contents scratches some overview of elementary statistics, which will be extended to mathematical approaches in statistical analysis. Below topics will be introduced in the lectures

• A1-A5 Gauss-Markov classical assumptions
• Asymptotic theory
• Maximum Likelihood Estimation
• Heteroskedasticity
• Autocorrelation
• Violations of classical assumptions

Proper handling techniques to above violations will be discussed in Regression Analysis II