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My "Statistics and Econometrics" material


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 in-class teaching I translated the content of my notes into slides. These can be downloaded below, split by topic ("Lecture").


I.  Probability and Statistics
    1. 1.   Random Variables
    2. 2.   Common Distributions
    3. 3.   Random Vectors
    4. 4.   Samples and Statistics
    5. 5.   Statistical Inference
    6. 6.   Asymptotic Theory


II. Econometric Theory
    1. 7.   The Linear Regression Model
    2. 8.   Least Squares Estimation
    3. 9.   Econometric Models
    4. 10. Instrumental Variables
    5. 11. Maximum Estimation
    6. 12. Generalized Method of Moments