Education / Lecture Notes
Lecture notes, reports, and takehomes from Econometrics & Mathematics at UvA — not polished, but real.
Master
M1 · 24–25 · 6 ECTS
σ-algebras, measures, integration, convergence theorems.
M1 · 24–25 · 6 ECTS
IV, panel data, GMM, discrete choice. Takehome on instrument validity in a wage regression.
M1 · 24–25 · 6 ECTS
ARIMA, GARCH, cointegration, VAR models.
Bachelor
B1 · 22–23 · 9 ECTS
Real numbers, limits, continuity, sequences of functions. Biweekly exercise solutions.
B2 · 23–24 · 6 ECTS
OLS, hypothesis testing, heteroskedasticity.
B2 · 23–24 · 6 ECTS
Eigenvalues, diagonalization, inner product spaces.
B3 · 24–25 · 6 ECTS
Metric spaces, compactness, Lebesgue integration. Takehome on uniform convergence and function spaces.
B3 · 24–25 · 9 ECTS
GMM, MLE, limited dependent variable models. 5 weekly quizzes.
B3 · 24–25 · 6 ECTS
Topic TBD.