Skip to main content

Advanced Econometrics

Material from the Trinity Term 2020 Advanced Econometrics Elective.

Reading List

The reading list contains a set of papers related to the course content.

GitHub Repository

The notebooks and data are shared through the course's GitHub repository.


The AFE group work asks you to use the method presented in the course on a subset of the M4 data.


Each of the lectures is presented in small blocks. You can find the presentation on the YouTube lecture list.

Lecture Slides and Notebooks