Current reading assignment:
Endogenous Regressors and
Instrumental Variables (An updated version of these notes that
corrects some typos and errors and includes material on the
Projection Theorem, nonlinear regression, and generalized
least squares that have been covered in class the last few lectures
will be available shortly.)
For students who wish to
see a more elementary treatment of
estimation and the linear regression model (with special treatment of
GLS), please check out the lecture notes by Moshe Buchinsky and John Rust for Econ 161.
Problem Set 1(from Spring 2001)Due February 12,
2001 Extra credit assignment:Problem Set 1(from Spring 1999)    Also due February 12, 2001