Economics 310

Advanced Topics in Econometrics

To see the course syllabus click here

Handout # I (Matrix)

Handout # II (OLS)

Handout # III (Principal Components)

Handout # IIIa (Concentration Ellipsoid)

Handout # IV ( Non-Spherical Disturbances)

Handout # VI (Limited Dependent Variable Models)

Handout # VIa (Truncated and Censored Regression Models)

Handout # VII (The Normal Distribution/ Properties of Estimators)

Handout # VIII Times Series and Distributed Lag Models

Handout # IX Time Series Models

Problem Set # 1

Problem Set # 2

Problem Set # 3 Solutions

Problem Set # 4 Solutions