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He is not averse to being actively rude by giving dirty looks to students who ask questions or flat out embarrassing them in-front of the whole class. He can also be very passive aggressive, so don't get on his bad side or his wrath will not be apparent until its too late. Don't mention children to him, he commented in class that having a proof named after him is greater than the uncertain result of raising a child.
If you are a heterosexual Latino male don't make eye contact with him because he either has a god complex, is insecure or feels threatened when a guy does so. There also may be some sort of Minority on Minority thing going on here were he may want to assimilate and prove himself to the majority at UVa that want to make sure heterosexual Latino males know that their place is either in landscaping or janitorial services. When he says he likes arrogance, this means don't ask questions, if you don't know something act like you know and don't go to his office hours. All of these things apply to males especially those that make him feel insecure, threatened or don't make their inferiority to him apparent, females can partake in any of the actions just described without fear of angering him. Laugh at all his jokes and act interested in all the non related course material he talks about, it may be though since he spends on average 5/6 of each lecture on non course related material but in life we all make sacrifices for what we want, in this case a good grade and a little bit of econometric knowledge. You will get as much knowledge in 3 minutes of Christopher Otrok's class as you will in two complete lectures from Wayne-Roy Gayle.
It is possible that the lack of quality in Wayne-Roy Gayle's lectures could make the honorable Colin Powell embarrassed to be Jamaican.
The small amount of time he does talk about course material he does have good insights and intuition, so make sure that you snap out of passively interested state when he's talking about non course related stuff to an active attentive state when he talks about course related material. He does throw out some gems of econometric knowledge although they are few and far between.
90% of his lecture slides come from those of Dukpa Kim's, the professor that used to teach Econometrics
and when he does talk about course relevant material he'll just talk through Dukpa's proofs.
Having a personality and making the class interesting is one thing but using those things to disguise laziness is another.
Other than that, do your homeworks, that is the one part of your grade you can count on. There is a very good econometrics book by Greene, it has an awesome linear/matrix algebra appendix and pretty good prob and stats one too. The author also has a bunch of solutions to his end of chapter problems on his school website.
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