Ph D Econometrics
| Lecture slides |
|---|
| Introduction | Hansen: Chapter 1 |
| Regression and CEF | Hansen: Chapters 2,3 |
| Linear CEF and Estimation | Hansen: Chapter 4 |
| Statistical inference, Replication crises | Hansen: Chapter 5 |
| Large sample properties of estimators, nonlinear models | Hansen: Chapters 6,22,25,26,27 |
| Resampling methods, endogeneity, DiD | Hansen: Chapters 10,12,18 |
- Exam date: 20.06.2024, Department of Economics, room A104, 2pm-4pm
- Examples of exam questions
- Example question: machine learning