About these notes#
These notes synthesize a linear algebra approach to econometrics for undergraduates. Students are exposed to theory that is commonly taught at a graduate level.
These notes draw heavily from texts by Green [Greene, 2018] and Wooldridge [Wooldridge, 2010].
In these notes we explore the following models/methods:
Ordinary Least Squares
Endogeneity and Instrumental Variables Regression
Panel Data
Maximum Likelihood
Probit and Logit
Tobit, Truncated Regression, and the Heckman Model
Conditional and Multinomial Logit
Count Data Models
Bootstrapping