Material covered in class
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.
Introduction/Review of
Linear Algebra
- Reading: Sections from notes from Appendix A.
Conditional Expectation and
Projection
- Reading: Please read all of chapter 2 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.
Additional material
None yet…