Course Information

• Course syllabus

• Suggested textbooks

Lecture Notes

• Linear models and ordinary least squares (OLS)

• Interpretation of OLS

• Finite sample inference

• Asymptotic inference

• Heteroskedasticity and (feasible) generalized least squares (GLS, FGLS)

• Cluster-robust inference

• Endogeneity

• Instrumental variables (IV) and two stage least squares (2SLS)

• Heterogeneity and local average treatment effect (LATE)

• Generalized method of moments (GMM)

• Maximum likelihood estimation (MLE)