1. Advanced Econometrics
Advanced Econometrics
  • Course Info
    • Course Introduction
    • Mock Exam 2025
  • Linear Regression II
    • Linear Regression in Vector-Matrix Form
    • Identification, Estimation and Inference
    • Consistency of the OLS Estimator
    • Limit Distribution of the OLS Estimator
    • Exercises: Vector Linear Model and Asymptotics
  • Asymptotic Inference
    • Inference I: Linear Hypotheses
    • Inference II: Nonlinear Hypotheses
    • Exercises: Asymptotic Inference
  • Panel Data
    • Data Types
    • Event Studies
    • Difference-in-Differences
    • Fixed Effect Estimation
    • Mean Group Estimation
    • Exercises: Panel Data
  • Prediction
    • Statistical and Machine Learning
    • Components of an ML Problem
    • Learning Framework, Limits and Trade-Offs
    • Regression I: MSE, Data Preparation
    • Regression II: Model Training and Validation
    • Classification
    • Exercises: Prediction
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