1. General Information

  • Instructor: ⻢骏
  • Email: jun.ma@ruc.edu.cn
  • Office: 北校区1号楼⻄配楼106
  • Venue: 国学226
  • Time：周二 18:00-20:25

2. Lecture Slides

  1. syllabus
  2. LT1 introduction
  3. LT2 review of matrix algebra
  4. LT3 review of probability
  5. LT4 CEF, projection and linear model
  6. LT5 LS algebra
  7. LT6 LS finite sample, updated: Oct 25
  8. LT7 large sample
  9. LT8 LS asymptotics, updated: Nov 29
  10. LT9 IV, updated: Dec 13
  11. LT10 GMM
  12. LT11 bootstrap
  13. LT12 pooling

3. Handouts

  1. LS regression
  2. LS algebra
  3. large sample
  4. restricted LS
  5. hypothesis testing
  6. IV
  7. GMM
  8. bootstrap