Teaching Fellow for Econ 2120: Principles of Econometrics (Fall 2018).
Taught by Prof. Elie Tamer, course for 1st year graduate students
Class 1 materials: Orthogonality and Projection, The Conditional Expectation
Class 2 materials: Linear Predictor Loose Ends, Random Sampling and the Linear Predictor
Class 3 materials: Asymptotics and the Best Linear Predictor, Bayesian Inference Refresher
Class 4 materials: The Bayesian Bootstrap
Class 5 materials: Panel Data and the Generalized Linear Predictor, Panel Data and Omitted Variables Bias
Class 6 materials: The Normal Linear Model
Class 7 materials: Linear GMM
Class 8 materials: GMM
Class 9 materials: MLE and Minimum Distance
Class 10 materials: Potential Outcomes, Treatment Effects and IV
Class 11 materials: LATE and MT
Economics Ph.D. Math Camp Instructor in Econometrics (Summer 2018).
Slides: Probability Review 1, Probability Review 2, Probability Review 3, Asymptotics Review, Bayesian Inference
Notes: Probability Review, Asymptotics Review, Notes - Bayesian Inference