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. 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.
  2. [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.
  3. [Least Squares Regression]

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

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