Advanced Econometrics
Universität Basel, Fall 2023
Master
Prof. Dr. Kurt Schmidheiny
General Information:
- Syllabus and Rooms
- Slides Introduction: 4up, 1up
Lecture Notes:
| Topic | Matrices | ||
|---|---|---|---|
| Probability Theory | 2up | 1up | |
| Matrix Algebra | 2up | 1up | |
| OLS Geometry | 4up | 1up | |
| Clustering | 2up | 1up | |
| Monte Carlo | 2up | 1up | |
| The Bootstrap | 2up | 1up | |
Problem Sets:
- Problem 1: 2up, 1up.
Discussed Oct 26, Nov 2 and 9, 2023.
Frish-Waugh-Lovell theorem: R-script - Problem 2: 2up, 1up. Discussed Nov 16, 2023.
- Problem 3: 2up, 1up. Discussed Dec 7, 2023.