First year graduate level econometrics notes with embedded examples using the Julia language. The notes cover linear regression models in the first half (about 30 hours of class time). The second half ...
This repository contains lecture notes for the course Econometrics with Unobserved Heterogeneity, based on a graduate-level topics course I taught at the University of Bonn. 📖 Read the lecture notes ...
This paper explains why Godambe-Durbin "estimating functions" (EFs) from 1960 are worthy of attention in econometrics. Godambe and Kale (1991) show the failures of Gauss-Markov and least squares and ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback