Ingmar R. Prucha
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Teaching
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Econometric Workshop
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Econ 721: Econometrics III
Syllabus
Handouts
Handout 1: Basic Elements of Asymptotic Theory
Handout 2: Asymptotic Testing Principles
Handout 3: Lag Operators and Difference Equations
Handout 4:
Classical Nonlinear Model
Handout 5: Estimation of Panel Data Models
Handout 6: Univariate Linear Dynamic Models
Handout 7: Multivariate Linear Dynamic Models
Handout 8: Introduction to TSP
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