Covers the basics of linear regression, including OLS, heteroskedasticity, autocorrelation, instrumental variables, Maximum Likelihood Estimation, time series analysis, and practical advice.
Explores the consistency and asymptotic properties of the Maximum Likelihood Estimator, including challenges in proving its consistency and constructing MLE-like estimators.
Introduces the Generalized Method of Moments (GMM) in econometrics, focusing on its application in instrumental variable estimation and asset pricing models.
