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.