The references in this section are to Bruce Hansen’s textbook
*Econometrics*. These notes are mainly derived from that textbook
with some additional comments / references.

Conditional Expectation and Projection (plus introduction/review of linear algebra)

- Reading: Please read all of chapter 2 in the textbook, but pay particular attention to the sections referenced in the notes.

[The Algebra of Least Squares]

- Reading: Please read all of chapter 3 in the textbook, but pay particular attention to the sections referenced in the notes.

[Least Squares Regression]

- Reading: Please read all of chapter 4 in the textbook, but pay particular attention to the sections referenced in the notes.

[Asymptotic Theory for Least Squares]

- Reading: Please read all of chapter 6 and 7 in the textbook, but pay particular attention to the sections referenced in the notes.

None yet…

None yet…