Covers the basics of linear regression, including OLS, heteroskedasticity, autocorrelation, instrumental variables, Maximum Likelihood Estimation, time series analysis, and practical advice.

Panel data: static model

Introduces the static model for panel data analysis and discusses its limitations.

EM Algorithm: Lite-bulbs Lifetime Estimation

Explains the EM algorithm for estimating lite-bulbs lifetime and discusses its application to heavy-bulbs.

Panel data: serial correlation

Explores the panel effect model with fixed and random effects, discussing estimation challenges and the impact of serial correlation.

Optimality and Asymptotics

Explores the optimality of the Least Squares Estimator and its large sample distribution.

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