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ECON 837, Spring 2010
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Lecture Notes
Lecture Notes
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Lecture 1: Probability and Distribution Basics
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Lecture 2: Joint Distributions
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Lecture 3: Introduction to Estimation and Inference
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Lecture 4: Simple Linear Regression
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Lecture 5: More About Simple Regression
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Lecture 6: The k-Variable Linear Model 1
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Lecture 7: The k-Variable Linear Model 2
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Lecture 8: The k-Variable Linear Model 3
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Lecture 9: k-Variable Linear Model Miscellany
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Lecture 10: Introduction to Asymptotic Theory
, revised March 16, 2010.
Lecture 11: Asymptotics of Least Squares
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Lecture 12: Asymptotic Properties of Maximum Likelihood
Lecture 13: Asymptotic Testing
Lectures 14-15: Simultaneous Equations Models and Instrumental Variables
Lecture 16: Introduction to Nonlinear Models
Lecture 17: The Generalized Method of Moments