Slides

Asymptotic Theory of Least Squares

Convergence in Distribution

Convergence in Probability

Difference in Diffferences

ECON 626: Final

\[ \def\R{{\mathbb{R}}} \def\Er{{\mathrm{E}}} \def\var{{\mathrm{Var}}} \newcommand\norm[1]{\left\lVert#1\right\rVert} \def\cov{{\mathrm{Cov}}} \def\En{{\mathbb{E}_n}} \def\ra…

ECON 626: Final - Solutions

\[ \def\R{{\mathbb{R}}} \def\Er{{\mathrm{E}}} \def\var{{\mathrm{Var}}} \newcommand\norm[1]{\left\lVert#1\right\rVert} \def\cov{{\mathrm{Cov}}} \def\En{{\mathbb{E}_n}} \def\ra…

ECON 626: Final - Solutions

\[ \def\R{{\mathbb{R}}} \def\Er{{\mathrm{E}}} \def\var{{\mathrm{Var}}} \newcommand\norm[1]{\left\lVert#1\right\rVert} \def\cov{{\mathrm{Cov}}} \def\En{{\mathbb{E}_n}} \def\ra…

ECON 626: Midterm Review

\[ \def\R{{\mathbb{R}}} \def\Er{{\mathrm{E}}} \def\var{{\mathrm{Var}}} \newcommand\norm[1]{\left\lVert#1\right\rVert} \def\cov{{\mathrm{Cov}}} \]

ECON 626: Midterm Solutions

\[ \def\R{{\mathbb{R}}} \def\Er{{\mathrm{E}}} \def\var{{\mathrm{Var}}} \newcommand\norm[1]{\left\lVert#1\right\rVert} \]

ECON 626: Problem Set 1

Let \(\Omega = \{a,b,c,d\}\).

ECON 626: Problem Set 2

\[ \def\R{{\mathbb{R}}} \def\Er{{\mathrm{E}}} \]

ECON 626: Problem Set 3

\[ \def\R{{\mathbb{R}}} \def\Er{{\mathrm{E}}} \]

ECON 626: Problem Set 4

\[ \def\R{{\mathbb{R}}} \def\Er{{\mathrm{E}}} \]

ECON 626: Problem Set 5

\[ \def\indep{{\perp\!\!\!\perp}} \def\R{{\mathbb{R}}} \def\Er{{\mathrm{E}}} \newcommand\norm[1]{\left\lVert#1\right\rVert} \]

ECON 626: Problem Set 6

\[ \def\Er{{\mathrm{E}}} \def\En{{\mathbb{En}}} \def\cov{{\mathrm{Cov}}} \def\var{{\mathrm{Var}}} \def\R{{\mathbb{R}}} \newcommand\norm[1]{\left\lVert#1\right\rVert} \def\ran…

ECON 626: Problem Set 7

\[ \def\Er{{\mathrm{E}}} \def\En{{\mathbb{En}}} \def\cov{{\mathrm{Cov}}} \def\var{{\mathrm{Var}}} \def\R{{\mathbb{R}}} \newcommand\norm[1]{\left\lVert#1\right\rVert} \def\ran…

ECON 626: Problem Set 7

\[ \def\Er{{\mathrm{E}}} \def\En{{\mathbb{En}}} \def\cov{{\mathrm{Cov}}} \def\var{{\mathrm{Var}}} \def\R{{\mathbb{R}}} \newcommand\norm[1]{\left\lVert#1\right\rVert} \def\ran…

ECON 626: Problem Set 8

\[ \def\Er{{\mathrm{E}}} \def\En{{\mathbb{En}}} \def\cov{{\mathrm{Cov}}} \def\var{{\mathrm{Var}}} \def\R{{\mathbb{R}}} \newcommand\norm[1]{\left\lVert#1\right\rVert} \def\ran…

Endogeneity

Estimation

Generalized Method of Moments

Identification

Instrumental Variables Estimation

Least Squares as a Projection

Measure

Midterm Solutions 2023

\[ \def\R{{\mathbb{R}}} \def\Er{{\mathrm{E}}} \def\var{{\mathrm{Var}}} \newcommand\norm[1]{\left\lVert#1\right\rVert} \def\cov{{\mathrm{Cov}}} \def\En{{\mathbb{En}}} \def\ran…

Probability