Econometrics III (Yale, Spring 2007)


Syllabus (pdf) (Updated 4/22/07)

Lecture 1: Identification in Econometrics (pdf)
Lecture 2: Asymptotic Comparisons of Tests (pdf)
Lecture 3: Superefficiency (pdf)
Lecture 4: Glivenko-Cantelli Theorem (pdf)
Lecture 5: The Bootstrap (pdf) (Updated 4/4/07)
Lecture 6: Counterexamples to the Boostrap (pdf)
Lecture 7: Subsampling (pdf)
Lecture 8: Randomization Tests (pdf)
Lecture 9: Multiple Testing (pdf) (Updated 4/24/07)
Lecture 10: An Impossibility Result (pdf)

Problem Set 1 (pdf)
Problem Set 2 (pdf)


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