Greetings to everyone at SOBIE 2025
You can find them here or click the image on the left. These notes sometimes reference my forecasting notes, which you can find on that page (Econ 475).
They are preliminary in nature, so you are invited to inform me of any errors you may find.
Q: What is this class?
A: Econ 534 is the spring-semester core Econometrics course for Ph.D. students at the University of Illinois. Anil Bera teaches the fall-semester course, and you can find his notes on his website.
Q: Are you teaching this course next semester?
A: No, EunYi Chung will be teaching the course. From what I hear, she does a very good job. These notes are extra reading for anyone who needs extra reading. As for myself, I have a full-time teaching load with my forecasting courses.
Q: Is this your expectile regression course?
A: No, that course is a work in progress. You can find some of those notes in other places on my website.