Notes of Ph.D. level courses
When I did my Finance Ph.D. program at CentER, Tilburg University, I took a series of courses in the first two years. I prefer to take digital notes. Below you can find a series of notes I made at that time for courses at the Ph.D. level.
Econometrics 1
- Main topics: OLS; GLS; IV; MLE; GMM
- Textbook: Econometric Theory and Methods
- Note links
- D&M Chapter 1: Regression Models
- D&M Chapter 2: The Geometry of Linear Regression
- D&M Chapter 3: The Statistical Properties of Ordinary Least Squares
- D&M Chapter 4: Hypothesis Testing in Linear Regression Model
- D&M Chapter 6: Confidence Intervals
- D&M Chapter 7: Generalized Least Squares and Related Topics
- D&M Chapter 8: Instrumental Variables Estimation
Econometrics 3
- Main topics: Panel data and time series
- Textbook: No specific textbooks
- Note links