I prepared these lecture notes to provide my students with a cohesive material that would adopt a unified notation and structure across different classes. I drew inspiration and material from multiple sources, and a few textbooks in particular: "Statistical Inference" by George Casella and Rorger L. Berger (which is most apparent in "Lectures" 1 and 4), "Microeconometrics: Methods and Applications" by A. Colin Cameron and Pravin K. Trivedi, and "Econometrics" by Bruce E. Hansen.
To facilitate teaching in the online mode I translated the content of my notes into slides. These can be downloaded below, split by topic ("Lecture").
I prepared the slides below for the graduate-level class on miscellaneous topics in "microeconometrics" I teach at CERGE-EI (in this class I have over time increasingly emphasized the structural industrial organization component). While the slides are not based on a set of lecture notes, they are designed in partial continuity with the ones above. I find this useful for the sake of a unified notation and for easier cross-referencing. Examples, estimates and figures from actual research papers that are shown in class are typically not included in these slides; the same applies to illustrative computer programs.