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.

  1. Introduction/Review of Linear Algebra

    • Reading: Sections from notes from Appendix A.
  2. 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.
  3. 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…

Additional comments

None yet…