Welcome to EMET4314/8014

Advanced Econometrics I!

Welcome

This site is now ready for S1 2026. Your academic team consists of:

• Juergen Meinecke (course convenor)

• Shu Hu (tutor)

Preparing for the Course

All of you will be familiar with linear regression and ordinary least squares estimation. Chapters 2, 3, 4, and 5 of the Hansen book should refresh and deepen your knowledge. We will cover these chapters in class, but reading and studying a little bit ahead of time may be useful.

You will notice that the Hansen book makes heavy use of matrix algebra. My course does too! I take your knowledge of matrix algebra for granted. You may want to brush up on your skills by reading Hansen’s appendix on matrix algebra!