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 [Gre07] and Wooldridge [Woo10].

In these notes we explore the following models/methods:

  1. Ordinary Least Squares

  2. Endogeneity and Instrumental Variables Regression

  3. Panel Data

  4. Maximum Likelihood

    • Probit and Logit

    • Tobit, Truncated Regression, and the Heckman Model

    • Conditional and Multinomial Logit

    • Count Data Models

  5. Bootstrapping


William H Greene. Econometric analysis, 6th Edition. Pearson College Division, 2007.


Jeffrey M Wooldridge. Econometric analysis of cross section and panel data. MIT press, 2010.