EC7087 Econometric Theory
This course is taught to postgraduate students. The principal texts for the course are POLLOCK Introductory Econometrics and POLLOCK Intermediate Econometrics, both of which are available on this web site.
At the end of the course, the material that has been taught will be summarised in a set of brief notes titled Econometric Topics. A wider selection of materials will be found under the heading of TOPICS IN ECONOMETRIC THEORY
The material appropriate to the course of 2011 is gathered below:
FACTORISING THE NORMAL DISTRIBUTION
FOURIER DECOMPOSITION OF A TIME SERIES
THE PARTITIONED REGRESSION MODEL
THE SPECTRAL ANALYSIS OF A STATIONARY STOCHASTIC PROCESS
COCHRANE'S THEOREM AND THE DECOMPOSITION OF A CHI SQUARE
Econometric Theory, 2011: A Summary of the Course