Topics in Econometrics (Chicago, Winter 2009)


Syllabus (pdf)

Lecture 1: Identification in Econometrics (pdf)
Lecture 2: Asymptotic Comparisons of Tests (pdf)
Lecture 3: Contiguity (pdf)
Lecture 4: Asymptotically Normal Experiments (pdf)
Lecture 5: Asymptotic Comparisons of Estimators (pdf)
Lecture 6: Glivenko-Cantelli Theorems (pdf)
Lecture 7: The Bootstrap (pdf)
Lecture 8: Counterexamples to the Bootstrap (pdf)
Lecture 9: Subsampling (pdf)
Lecture 10: Uniformity (pdf)
Lecture 11: Randomization Tests (pdf)
Lecture 12: Multiple Testing (pdf)

Problem Set 1 (pdf)
Problem Set 2 (pdf)
Problem Set 3 (pdf)
Problem Set 4 (pdf)


home | about me | vitae | teaching | research