This is the website for the sections of the first half of Econ 240B at UC Berkeley, the second course in the Econometrics series for the first year in the Ph.D. in Economics Program. In the first half, we cover Asymptotics for Least Squares, Basic Time Series, GLS, Panel Data, and introduction to Endogenous Regressors and Instrumental Variables. Classes meet MW 10-12 in 608-7 Evans. Instructor: James Powell Sections meet F 12-2 in 45 Evans and 2-4P in 39 Evans. GSI (first 4 sections): Maria Carolina Caetano. Office Hours: Thursdays 5-7 p.m. in 639 Evans, until February 15. GSI (last 4 sectinons): Jeffrey Greenbaum. Office Hours: Thursday 12-2 in 462 Evans
a) Section Notes
Section 7: Panel Data and Introduction to Endogeneity (2007)
Exercises on endogeneity will be included in next week's notes as well as 2SLS and...
Section 8: Endogeneity and Exam Practice (2007)
We will complete discussions of panel data models, 2SLS estimation, and GMM. We will then...
b) Additional Material
Linear Algebra Review (2005)
This is a review of Linear Algebra that was used when I taught Econ 240A...
Probability Review (2005)
This was used when I taught Econ 240A in 2005. It contains some probablity results...