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**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