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Eric Zivot
Economics 581
Econometric Theory II

Lecture Notes

Winter 2001

These are either scanned copies of my handwritten lecture notes or typed versions. They are not guaranteed to be complete or free of errors.

  1. Notes on least squares: 581lec1.pdf. updated: February 12, 2001.
  2. Notes on asymptotic theory: asymptotics1.pdf.
  3. Notes on asymptotic theory: asymptotics2.pdf.
  4. Notes on the "delta method": deltamethod.pdf.
  5. Notes on stationary times series processes: stationary.pdf.

Last updated: February 12, 2001