ECON 6005: Econometric Thoery I |
| Syllabus |
| Lecture Notes |
| Chapter 1: Introduction | |
| slides | |
| Chapter 2: Projection | |
| slides, cps85.dat | |
| Chapter 3: Least Squares Estimation-Finite Sample Properties | |
| slides | |
| Chapter 4: An Introduction to Asymptotic Theory | |
| slides | |
| Chapter 5: Least Squares Estimation-Large Sample Properties | |
| slides, invest.dat, nerlov.dat | |
| Chapter 6: Additional Topics on Linear Regression | |
| slides, cps78.dat, cps78.pdf | |
| Chapter 7: Endogeneity and Instrumental Variables | |
| slides, card.dat, card.pdf | |
| Chapter 8: Single-Equation GMM | |
| slides | |
| Chapter 9: Limited Dependent Variables | |
| slides, mroz.dat, mroz.pdf | |
| Chapter 10: Simultaneous Equations Models | |
| slides | |
| References | |