Lecture Slides for Advanced Econometrics 2 (2022 version)

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Lectures 20 to 28: The generalized method of moments (updated as of 2022-05-06)

Lectures 15 to 20: Linear regressions applied to time series data

Lectures 8 to 15: Least squares algebra and finite-sample theory

Lectures 6 to 8: Conditional prediction

Lectures 1 to 5: Linear prediction and least squares fit

Empirical applications: Papers and datasets

Lecture Slides for Advanced Econometrics 2 (2022 version) by Andrew Adrian Pua is licensed under Attribution-ShareAlike 4.0 International

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