Koen Jochmans | Some class notes

 

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Some class notes

 

Advanced Econometric Methods, MRes in Economics, University of Cambridge
Lecture slides
Problem set 1 [Solution]
Problem set 2 [Solution]
Problem set 3 [Solution]
Problem set 4 [Solution]
Problem set 5 [Solution]
Problem set 6 [Solution]
Problem set 7 [Solution]

Difference and differential equations, MRes Prep Class, University of Cambridge
Lecture slides

Intermediate Econometrics, M1, TSE
The course material is made available via Moodle. The reference text is Hansen (2022, Econometrics, Princeton University Press).
The prerequisites for this course are a course in elementary statistics and an introductory course in econometrics at the level of Chapters 1 to 6 in Hansen. Your understanding of this material is taken as given at the start of the course. A 15h refresher course takes place at the end of August prior to the start of the academic year.

Panel Data and Network Data, M2 ETE, TSE
Lecture slides, Part 1
Lecture slides, Part 2