Lecture Notes
These notes cover several topics such as Univariate Time Series Analysis, The Distribution of a Sample Average, Least Squares, Instrumental Variable Method, Simulating the Finite S...
Lecture Notes
Instrumental Variable Method, Non-Spherical Errors, Vector Autoregression (VAR), Monetary Policy in VAR Systems, Microfoundations of Monetary Policy Models, Summary of Solution Met...
Lecture Notes
These notes cover several topics such as Interest Rate Calculations, More Details on Bond Conventions, Bond Portfolios, Basic Option Pricing, The Binomial Option Pricing Model, The...
Lecture Notes
These notes cover several topics such as Mean-Variance Frontier, Index Models, Risk Measures, CAPM, Utility-Based Portfolio Choice, CAPM Extensions
Investment for the Long Run, Te...
Lecture Notes
These notes cover several topics such as Review of Statistics, Least Squares and Maximum Likelihood Estimation, Index Models, Testing CAPM and Multifactor Models
Event Studies, Ti...