Lectures
========

Weekly lecture material will be posted here. I may update content as we go along.

.. note::

    | All references to the Hansen textbook refer to the version made availabe under
      :ref:`textbook_label`. 

.. list-table::
   :widths: 10 30 60
   :header-rows: 1

   * - Week
     - Materials
     - Reading
   * - 1
     - :download:`Lecture slides <../lecture_notes/week_01.pdf>`
     - * Stachurski chapters 2, 3, 4.1.5, 5.2
       * Brockwell and Davis chapter 2
   * - 2
     - :download:`Lecture slides <../lecture_notes/week_02.pdf>`
     - * Stachurski chapters 8.1, and 8.2.1
       * Hansen chapters 2.18, 6.1, 6.2, 6.3, 6.8, 7.1, and 7.2
       * Wooldridge chapters 3.1 through 3.4, and 3.5.1, and 4.2
   * - 3
     - :download:`Lecture slides <../lecture_notes/week_03.pdf>`
     - * Stachurski chapters 4.1, and 6.1
       * Hansen chapters 4.15, 4.16, 4.17, 6.1, 6.2, 6.3, 6.4, 6.5, 7.3, 7.5, 7.7
       * Wooldridge chapters 3.1 through 3.4, and 3.5.1, and 4.2 (same as last week)
   * - 4
     - :download:`Lecture slides <../lecture_notes/week_04.pdf>`
     - * Hansen chapters 2.5, 2.8, 2.11, 2.14, 2.15, 2.18, 2.30, 4.4, 4.5, 4.6, 4.7, and 4.8
   * - 5
     - :download:`Lecture slides <../lecture_notes/week_05.pdf>`
     - * Hansen chapters 4.10, and 12.1 through 12.7, and chapters 12.11, and 12.34
       * Wooldridge chapter 21.4
   * - 6
     - Midterm exam!
     - (No lecture)
   * - 7
     - :download:`Lecture slides <../lecture_notes/week_07.pdf>`
     - * Hansen chapters 9.1-9.6, 12.12, 12.15, 12.16, 12.35, and 12.36
   * - 8
     - | :download:`Julia notebook (ipynb) <../lecture_notes/week_08.ipynb>`
       | :download:`Julia notebook (html) <../lecture_notes/week_08.html>`

     - * `Stock and Yogo (2002) <https://doi.org/10.3386/t0284>`_
       * `Keane and Neal (2023) <https://doi.org/10.1016/j.jeconom.2022.12.009>`_
       * `Keane and Neal (2024) <https://doi.org/10.1146/annurev-economics-092123-111021>`_

   * - 9
     - | :download:`Julia notebook (ipynb) <../lecture_notes/week_09.ipynb>`
       | :download:`Julia notebook (html) <../lecture_notes/week_09.html>`
     - * `Stock and Yogo (2002) <https://doi.org/10.3386/t0284>`_
       * `Keane and Neal (2023) <https://doi.org/10.1016/j.jeconom.2022.12.009>`_
       * `Keane and Neal (2024) <https://doi.org/10.1146/annurev-economics-092123-111021>`_
   * - 10
     - :download:`Lecture slides <../lecture_notes/week_10.pdf>`
     - * Casella and Berger, *Statistical Inference*, 2ed, chapters 7.2.2, 7.3.2, 10.1.1, and 10.1.2
   * - 11
     - :download:`Lecture slides <../lecture_notes/week_11.pdf>`
     - * Hansen chapters 25.1-25.5, 27.9, 27.10
       * Wooldridge chapters 15.1, 15.2, 15.3, 15.4, and 19.6.1
   * - 12
     - :download:`Lecture slides <../lecture_notes/week_12.pdf>`
     - * Wooldridge chapters 12.1, 12.2, and 12.3
       * Newey and McFadden, *Large Sample Estimation and Hypothesis Testing*, in Handbook of Econometrics, chapter 36, sections 1, 2, 3, and 4