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 refresher course takes place at the end of August prior to the start of the academic year.
The following slides were used in 2024. These are subject to change and are given as indication only.
The linear model
Large-sample theory
Ordinary least squares
Hypothesis testing
Instrumental variables
Nonlinear least squares
Binary choice
Classical linear regression and tobit
Asymptotics for estimators of nonlinear models

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