Economics 240B - Graduate Econometrics (UC Berkeley)

Section Syllabus [pdf]

Section Notes:
  1. Review of the Classical Regression Model [pdf]
  2. Introduction to Nonparametric Methods [pdf]
  3. Introduction to Time Series Models [pdf]
  4. GLS and SUR [pdf]
  5. Heteroskedasticity [pdf]
  6. Serial Correlation [pdf]
  7. Panel Data and Endogeneity [pdf]
  8. IV, 2SLS, and Exam Review [pdf]

Solutions to Problem Sets:
  1. Solutions to Problem Set #1 [pdf]
  2. Solutions to Problem Set #2 [pdf]
  3. Solutions to Graham Powell Exercise [pdf]
    • LaTeX .tex file [file]
    • STATA .do file [file]
  4. Solutions to Problem Set #3 [pdf]

Miscellaneous Notes:
  1. Overview of Asymptotic Theory [pdf]
  2. Root-N Confusion [pdf]