AEA Summer Training Program
Advanced Econometrics, Summer 2009
Lecture Notes

Lecture 1:  OLS Assumptions

Lecture 2:  Computing OLS Estimates

Lecture 3:  Properties of OLS Estimates

Lecture 4:  Hypothesis Testing in the Classical Model

Lecture 5:  Introduction to Maximum Likelihood Estimation

Lecture 6:  Probit, Logit and Linear Probability Models

Lecture 7:  Multinomial Logit

Lecture 8:  Application of MNL:  Kuhn & Riddell's  study of Unemployment Insurance