比利时鲁汶大学Prof. Geert Dhaene的讲议,和F. Hayashi (2000), Econometrics搭配研读.
0 Preliminaries on matrix algebra and probability
1 Finite-sample properties of OLS
2 Large-sampletheory
3 Single-equation GMM
4 Serial correlation
5 Unitroots
6 Cointegration
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