Lecture Notes for Economics 551

Introductory background lectures from Rust's Econ 161 course

Lecture 4: Proof of the Uniform Strong Law of Large Numbers(html ) (postscript )

Lecture 5: Endogenous Regressors and Instrumental Variables (html ) (postscript ) (pdf )

Lecture 6: Properties of OLS and MLE Estimators(html ) (postscript )

The Geometry of the Gauss-Markov Theorem (by Paul Ruud, UC-Berkeley)(html )

Lecture 7: Asymptotic Efficiency of Maximum Likelihood and the Hajek Representation Theorem (html ) (postscript )

Lecture 8: Increasing Efficiency of Maximum Likelihood by Imposing Nonlinear Restrictions (html ) (postscript )

Empirical Process Proof of the Asymptotic Distribution of Sample Quantiles (html ) (postscript ) (pdf )

Lecture 9: Asymptotic Properties of Nonlinear Estimators (html) (postscript) (pdf)

Notes on A/R Sampling Methods in Bayesian Econometrics (html )(postscript )