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zhentaoshi committed Dec 3, 2020
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Expand Up @@ -19,51 +19,15 @@ Reading and Assignment will be updated each week as the class progresses.
* [lecture9](https://github.com/zhentaoshi/Econ5121A/blob/master/lec_notes_lyx/lecture9.pdf)
* [lecture10](https://github.com/zhentaoshi/Econ5121A/blob/master/lec_notes_lyx/lecture10.pdf)
* [lecture11](https://github.com/zhentaoshi/Econ5121A/blob/master/lec_notes_lyx/lecture11.pdf)
* [lecture12ML1](https://github.com/zhentaoshi/econ5170/blob/master/05-ML.pdf), [lecture12ML2](https://github.com/zhentaoshi/econ5170/blob/master/05-ML.pdf)
* [lecture12ML1](https://github.com/zhentaoshi/econ5170/blob/master/05-ML.pdf), [lecture12ML2](https://github.com/zhentaoshi/econ5170/blob/master/05-ML2.pdf)

**Caveat**: This is an ongoing writing project. The text is incomplete, and may contain errors.
*Use them at your own risk!*

I encourage anyone, in particular students taking my class, to contribute or improve the notes. Send me pull requests.





<img src="https://github.com/zhentaoshi/Econ5121A/blob/master/online_teaching.JPG" alt="online_teaching" width="600"/>

---



### Description

This is an entry-level Ph.D. econometrics course. Under the asymptotic framework, it covers estimation and inference of the regression models and the instrumental variable models. It focuses on theory --- applying statistical theory to econometric models. It is NOT about how to apply econometric methods to empirical data.



### Textbooks

The lectures are based primarily on Bruce Hansen's textbooks:

* Hansen (2020): [Introduction to Econometrics](https://www.ssc.wisc.edu/~bhansen/probability/)] (**IE**)
* Hansen (2020): [Econometrics](http://www.ssc.wisc.edu/~bhansen/econometrics/) (**E**)

Both are downloadable for free.




### Prerequisites

Undergraduate level *multivariate calculus* (two semesters), *linear algebra* (one semester), and *probability and statistics* (one semester). Undergraduate *econometrics* is a plus, though not necessary.



### Lecture Hours

Friday 8:30—11:15 am. [Zoom link](https://cuhk.zoom.us/j/92063037640).

The course will be taught online until further notice.

Dates: September 11, 18, 25; October 9, 16, 23, 30; November 6, 13, 20, 27; Dec 4 (12 lectures)

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