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`. (That is, the last open-access version from July 2021).

Week 1
===========

*   :download:`Lecture slides <../lecture_notes/lecture_1.pdf>` in pdf format 

*   Reading: 
    
    *   Stachurski chapters 2, 3, 4.1.5, 5.2, 
    
    *   Brockwell and Davis chapter 2

Week 2
===========

*   :download:`Lecture slides <../lecture_notes/lecture_2.pdf>` in pdf format 

*   Reading: 
  
    *   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


Week 3
===========

*   :download:`Lecture slides <../lecture_notes/lecture_3.pdf>` in pdf format 

*   Reading: 
    
    *   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)



Week 4
===========

*   :download:`Lecture slides <../lecture_notes/lecture_4.pdf>` in pdf format 

*   Reading: 

    *   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
  

Week 5
===========

*   :download:`Lecture slides <../lecture_notes/lecture_5.pdf>` in pdf format 

*   Reading: 
  
    *   Hansen chapters 4.10, and 12.1 through 12.7


Week 6
===========

*   :download:`Lecture slides <../lecture_notes/lecture_6.pdf>` in pdf format 

*   Reading: 
  
    *   Hansen chapters 12.12, 12.15, and 12.16


Week 7
===========

*   :download:`Lecture slides <../lecture_notes/lecture_7.pdf>` in pdf format 

*   Reading: 
  
    *   Hansen chapters 12.35, and 12.36


Week 8
===========

*   :download:`Lecture slides <../lecture_notes/lecture_8.pdf>` in pdf format 

*   Reading: 

    *   Hansen chapters 9.1-9.6, 12.35, and 12.36


Week 9
=========

*   :download:`Lecture slides <../lecture_notes/lecture_9.pdf>` in pdf format 

*   Reading: 
  
    *   Hansen (Feb 2020 version) chapters 12.11, and 12.34

    *   Wooldridge chapter 21.4



Week 10
===========

*   :download:`Lecture slides <../lecture_notes/lecture_10.pdf>` in pdf format 

*   Reading: 
  
    *   Casella and Berger, *Statistical Inference*, 2ed, chapters 7.2.2, 7.3.2, 10.1.1, and 10.1.2


Week 11
===========

*   :download:`Lecture slides <../lecture_notes/lecture_11.pdf>` in pdf format 

*   Reading: 

    *   Hansen chapters 25.1-25.5, 27.9, 27.10
  
    *   Wooldridge chapters 15.1, 15.2, 15.3, 15.4, and 19.6.1

    
Week 12
===========

*   :download:`Lecture slides <../lecture_notes/lecture_12.pdf>` in pdf format 

*   Reading: 

    *   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