Advanced Econometric Methods, MRes in Economics, University of Cambridge
Lecture slides

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 following is the material from 2025-26.
Regression [notes, slides, movies: regression, partitioned regression]
Sampling [notes, slides, movies: regression fits, quantifying randomness]
Asymptotics [notes, slides, movies: asymptotics]
Inference in classical linear regression model [notes, slides, movies: power]
Large-sample inference [notes, slides]
Causality [notes, slides]
Simultaneity [notes, slides]
Instrumental variables [notes, slides]
Examples of nonlinear models [notes, slides]
Maximum likelihood [notes, slides]
Generalized method of moments [notes, slides]

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