├── GaryChamberlainEconometrics.pdf ├── README.md └── RawLectures ├── Final_Review_Problems_1.pdf ├── Final_Review_Problems_2.pdf ├── Final_Review_Problems_3.pdf ├── Final_Review_Problems_4.pdf ├── GaryChamberlainEconometrics.tex ├── Lecture_Note_10.pdf ├── Lecture_Note_11.pdf ├── Lecture_Note_12.pdf ├── Lecture_Note_13.pdf ├── Lecture_Note_14.pdf ├── Lecture_Note_15.pdf ├── Lecture_Note_1_edit.pdf ├── Lecture_Note_2_edit.pdf ├── Lecture_Note_3.pdf ├── Lecture_Note_4.pdf ├── Lecture_Note_5.pdf ├── Lecture_Note_6.pdf ├── Lecture_Note_7.pdf ├── Lecture_Note_8.pdf └── Lecture_Note_9.pdf /GaryChamberlainEconometrics.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/paulgp/GaryChamberlainLectureNotes/6655b790e8db234c398f37ca65ec895342eb2a57/GaryChamberlainEconometrics.pdf -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # Gary Chamberlain Lecture Notes 2 | 3 | This document contains the set of lecture notes from the late Gary 4 | Chamberlain's 2010 Econometrics class (EC2120) that I (Paul 5 | Goldsmith-Pinkham) took during my economics Ph.D. at Harvard 6 | University. Gary was a remarkable teacher and this class was an 7 | amazing experience for me as a young economist. 8 | 9 | A few things worth noting from my experience taking this course: 10 | * The course is somewhat unique in not introducing any inference 11 | until Lecture 7 (halfway through the course). The focus prior to 12 | this is exclusively on estimation using regression. 13 | * The lectures are linked together in groups (even though they are 14 | not marked this way). Lectures 1-3 reflect the underlying setup in 15 | notation and framework for the rest of the course. Lectures 6-9 16 | setup inference. Lecture 9-11 discuss a general framework for using 17 | moment conditions. 18 | * During my semester, we never got through lectures 13-15, which 19 | suggests that this is a lot of material for a single semester. 20 | * Gary would continually refer back to Lecture 4 and Lecture 9 21 | (indeed, I have Gary's voice saying "if we think back to the Note 9 22 | framework..." burned into my brain. As a result, these are also 23 | some of the longest and densest lectures. 24 | * The last 4 sections are review problems that Gary provided for 25 | preparation for the final exam. These are very fun problems, but we 26 | were not provided solutions. So, you'll have to figure them out on 27 | your own! 28 | 29 | -------------------------------------------------------------------------------- /RawLectures/Final_Review_Problems_1.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/paulgp/GaryChamberlainLectureNotes/6655b790e8db234c398f37ca65ec895342eb2a57/RawLectures/Final_Review_Problems_1.pdf -------------------------------------------------------------------------------- /RawLectures/Final_Review_Problems_2.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/paulgp/GaryChamberlainLectureNotes/6655b790e8db234c398f37ca65ec895342eb2a57/RawLectures/Final_Review_Problems_2.pdf -------------------------------------------------------------------------------- /RawLectures/Final_Review_Problems_3.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/paulgp/GaryChamberlainLectureNotes/6655b790e8db234c398f37ca65ec895342eb2a57/RawLectures/Final_Review_Problems_3.pdf -------------------------------------------------------------------------------- /RawLectures/Final_Review_Problems_4.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/paulgp/GaryChamberlainLectureNotes/6655b790e8db234c398f37ca65ec895342eb2a57/RawLectures/Final_Review_Problems_4.pdf -------------------------------------------------------------------------------- /RawLectures/GaryChamberlainEconometrics.tex: -------------------------------------------------------------------------------- 1 | 2 | \input{../../Papers/header.tex} 3 | 4 | \newcommand{\fakesection}[1]{% 5 | \par\refstepcounter{section}% Increase section counter 6 | \sectionmark{#1}% Add section mark (header) 7 | \addcontentsline{toc}{section}{Lecture \thesection: #1}% Add section to ToC 8 | % Add more content here, if needed. 9 | } 10 | \newcommand{\fakesectionb}[1]{% 11 | \par\refstepcounter{section}% Increase section counter 12 | \sectionmark{#1}% Add section mark (header) 13 | \addcontentsline{toc}{section}{\protect#1}% Add section to ToC 14 | % Add more content here, if needed. 15 | } 16 | \usepackage{pdfpages} 17 | \usepackage{hyperref} 18 | 19 | \title{Econometric Methods} 20 | \author{Gary Chamberlain} 21 | \date{} 22 | \begin{document} 23 | \maketitle 24 | 25 | This document contains the set of lecture notes from the late Gary 26 | Chamberlain's 2010 Econometrics class (EC2120) that I (Paul 27 | Goldsmith-Pinkham) took during my economics Ph.D. at Harvard 28 | University. Gary was a remarkable teacher and this class was an 29 | amazing experience for me as a young economist. 30 | 31 | A few things worth noting from my experience taking this course: 32 | \begin{itemize} 33 | \item The course is somewhat unique in not introducing any inference 34 | until Lecture 7 (halfway through the course). The focus prior to 35 | this is exclusively on estimation using regression. 36 | \item The lectures are linked together in groups (even though they are 37 | not marked this way). Lectures 1-3 reflect the underlying setup in 38 | notation and framework for the rest of the course. Lectures 6-9 39 | setup inference. Lecture 9-11 discuss a general framework for using 40 | moment conditions. 41 | \item During my semester, we never got through lectures 13-15, which 42 | suggests that this is a lot of material for a single semester. 43 | \item Gary would continually refer back to Lecture 4 and Lecture 9 44 | (indeed, I have Gary's voice saying ``if we think back to the Note 9 45 | framework...'' burned into my brain. As a result, these are also 46 | some of the longest and densest lectures. 47 | \item The last 4 sections are review problems that Gary provided for 48 | preparation for the final exam. These are very fun problems, but we 49 | were not provided solutions. So, you'll have to figure them out on 50 | your own! 51 | \end{itemize} 52 | 53 | - Paul Goldsmith-Pinkham (Harvard Ph.D., 2015) 54 | 55 | \clearpage 56 | 57 | \tableofcontents 58 | 59 | \clearpage 60 | 61 | \includepdf[pages=1,pagecommand={\fakesection{Linear Predictor and Least-Squares Fit}\label{lecture1}},linktodoc=true, clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_1_edit.pdf} 62 | \includepdf[pages=2-,pagecommand={}, clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_1_edit.pdf} 63 | \includepdf[pages=1, pagecommand={\fakesection{Conditional Expectation}\label{lecture2}},linktodoc=true,clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_2_edit.pdf} 64 | \includepdf[pages=2-,pagecommand={},clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_2.pdf} 65 | \includepdf[pages=1, pagecommand={\fakesection{Residual Regression, Omitted Variables, and a Matrix Version}\label{lecture3}},linktodoc=true,clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_3.pdf} 66 | \includepdf[pages=2-,pagecommand={},clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_3.pdf} 67 | \includepdf[pages=1, pagecommand={\fakesection{Panel Data}\label{lecture4}},linktodoc=true,clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_4.pdf} 68 | \includepdf[pages=2-,pagecommand={},clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_4.pdf} 69 | \includepdf[pages=1, pagecommand={\fakesection{Autoregression in Panel Data}\label{lecture5}},linktodoc=true,clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_5.pdf} 70 | \includepdf[pages=2-,pagecommand={},clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_5.pdf} 71 | \includepdf[pages=1, pagecommand={\fakesection{Sampling Distribution}\label{lecture6}},linktodoc=true,clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_6.pdf} 72 | \includepdf[pages=2-,pagecommand={},clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_6.pdf} 73 | \includepdf[pages=1, pagecommand={\fakesection{Normal Linear Model}\label{lecture7}},linktodoc=true,clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_7.pdf} 74 | \includepdf[pages=2-,pagecommand={},clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_7.pdf} 75 | \includepdf[pages=1, pagecommand={\fakesection{Limit Distribution for the Least-Squares Estimator}\label{lecture8}},linktodoc=true,clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_8.pdf} 76 | \includepdf[pages=2-,pagecommand={},clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_8.pdf} 77 | \includepdf[pages=1, pagecommand={\fakesection{System Estimation based on Orthogonality Conditions}\label{lecture9}},linktodoc=true,clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_9.pdf} 78 | \includepdf[pages=2-,pagecommand={},clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_9.pdf} 79 | \includepdf[pages=1, pagecommand={\fakesection{Optimal Weight Matrix}\label{lecture10}},linktodoc=true,clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_10.pdf} 80 | \includepdf[pages=2-,pagecommand={},clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_10.pdf} 81 | \includepdf[pages=1, pagecommand={\fakesection{Generalized Method of Moments}\label{lecture11}},linktodoc=true,clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_11.pdf} 82 | \includepdf[pages=2-,pagecommand={},clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_11.pdf} 83 | \includepdf[pages=1, pagecommand={\fakesection{Minimum Distance}\label{lecture12}},linktodoc=true,clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_12.pdf} 84 | \includepdf[pages=2-,pagecommand={},clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_12.pdf} 85 | \includepdf[pages=1, pagecommand={\fakesection{Likelihood}\label{lecture13}},linktodoc=true,clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_13.pdf} 86 | \includepdf[pages=2-,pagecommand={},clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_13.pdf} 87 | \includepdf[pages=1, pagecommand={\fakesection{Instrumental Variable Model}\label{lecture14}},linktodoc=true,clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_14.pdf} 88 | \includepdf[pages=2-,pagecommand={},clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_14.pdf} 89 | \includepdf[pages=1, pagecommand={\fakesection{Treatment Effect Heterogeneity}\label{lecture15}},linktodoc=true,clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_15.pdf} 90 | \includepdf[pages=2-,pagecommand={},clip,trim=0mm 22mm 0mm 24mm]{Lecture_Note_15.pdf} 91 | \includepdf[pages=1, pagecommand={\fakesectionb{Review Problems 1}\label{reviewproblems}},linktodoc=true,clip,trim=0mm 22mm 0mm 24mm]{Final_Review_Problems_1.pdf} 92 | \includepdf[pages=2-,pagecommand={},clip,trim=0mm 22mm 0mm 24mm]{Final_Review_Problems_1.pdf} 93 | \includepdf[pages=1, pagecommand={\fakesectionb{Review Problems 2}\label{reviewproblems2}},linktodoc=true,clip,trim=0mm 22mm 0mm 24mm]{Final_Review_Problems_2.pdf} 94 | \includepdf[pages=2-,pagecommand={},clip,trim=0mm 22mm 0mm 24mm]{Final_Review_Problems_2.pdf} 95 | \includepdf[pages=1, pagecommand={\fakesectionb{Review Problems 3}\label{reviewproblems3}},linktodoc=true,clip,trim=0mm 22mm 0mm 24mm]{Final_Review_Problems_3.pdf} 96 | \includepdf[pages=2-,pagecommand={},clip,trim=0mm 22mm 0mm 24mm]{Final_Review_Problems_3.pdf} 97 | \includepdf[pages=1, pagecommand={\fakesectionb{Review Problems 4}\label{reviewproblems4}},linktodoc=true,clip,trim=0mm 22mm 0mm 24mm]{Final_Review_Problems_4.pdf} 98 | \includepdf[pages=2-,pagecommand={},clip,trim=0mm 22mm 0mm 24mm]{Final_Review_Problems_4.pdf} 99 | 100 | 101 | \end{document} -------------------------------------------------------------------------------- /RawLectures/Lecture_Note_10.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/paulgp/GaryChamberlainLectureNotes/6655b790e8db234c398f37ca65ec895342eb2a57/RawLectures/Lecture_Note_10.pdf -------------------------------------------------------------------------------- /RawLectures/Lecture_Note_11.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/paulgp/GaryChamberlainLectureNotes/6655b790e8db234c398f37ca65ec895342eb2a57/RawLectures/Lecture_Note_11.pdf -------------------------------------------------------------------------------- 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