Advanced Econometrics
Universität Basel, Fall 2022
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 Nov 2, 2022.
- Problem 2: 2up, 1up. Discussed Nov 16, 2022.
- Problem 3: 2up, 1up. Discussed Dec 7, 2022.
Exam:
- Cover and helpful results: pdf