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Lecture notes for my econometric theory course for third year undergrads:
Lecture 1 Introduction to Econometrics Lecture 2 Simple Regression Analysis and Hypothesis Testing Lecture 3 Multiple Regression Lecture 4 Specification I - Hypothesis Testing and Omitted Variables Lecture 5 Specification II - Heteroskedasticity and Autocorrelation Lecture 6 Stochastic Regressors and Measurement Errors Lecture 7 Simultaneous Equations Estimation Lecture 8 Further Topics -
Click
here
for the Oxford Economics Dept web-page for this paper.
Last updated: 13 September 2000.
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