Reading and Assignment will be updated each week as the class progresses.
- lecture12ML1, lecture12ML2
Caveat: This is an ongoing writing project. The text is incomplete, and may contain errors. Use them at your own risk!
This is an entry-level Ph.D. econometrics course. Under the asymptotic framework, it covers estimation and inference of the regression models and the instrumental variable models. It focuses on theory — applying statistical theory to econometric models. It is NOT about how to apply econometric methods to empirical data.