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  1. MTH 676 : Econometric Theory
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Lecture Notes 1 : Introduction to Econometrics
Lecture Notes 2 : Simple Linear Regression Analysis
Lecture Notes 3 : Multiple Linear Regression Model
Lecture Notes 4 : Prediction in Linear Regression Models
Lecture Notes 5 : Generalized and Weighted Least Squares Estimation
Lecture Notes 6 : Regression Analysis Under Linear Restrictions
Lecture Notes 7 : Multicollinearity
Lecture Notes 8 : Heteroskedasticity
Lecture Notes 9 : Autocorrelation
Lecture Notes 10 : Dummy Variable Models
Lecture Notes 11 : Specification Error Analysis
Lecture Notes 12 : Tests for Structural Change and Stability
Lecture Notes 13 : Asymptotic Theory and Stochastic Regressors
Lecture Notes 14 : Stein-Rule Estimation
Lecture Notes 15 : Instrumental Variables Estimation
Lecture Notes 16 : Measurement Error Models
Lecture Notes 17 : Simultaneous Equations Models
Lecture Notes 18 : Seemingly Unrelated Regression Equations Models

MTH 676 : Econometric Theory

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