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Eric
Zivot
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Last updated: February 12, 2001 Notes: H denotes "Hyashi" and B denotes "Berndt". The reading assignments are grouped by topic. The topics roughly correspond with the weeks of the quarter but some topics may more or less than a week to complete. |
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Least Squares |
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Textbook Readings |
Additional Readings |
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Introduction to Asymptotics |
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Textbook Readings |
Additional Readings |
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Midterm Exam |
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Time Series Concepts |
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Textbook Readings |
Additional Readings |
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Asymptotics for Regression |
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Textbook Readings |
Additional Readings |
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Regression with Engodenous Variables |
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Textbook Readings |
Additional Readings |
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Single Equation GMM |
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Textbook Readings |
Additional Readings |
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