Teaching - Econometrics

I have been teaching econometrics in the MA Economics program at NYU since 2007. In the Fall semester I teach Financial Econometrics, and in the Spring semester I teach Bayesian Econometrics. I am in the process of organizing my lectures into a text. I have included drafts of the first 5 chapters, and plan to update the site as I complete additional chapters. The lecture topics reflect my interest as well as topics that I believe are useful for students as they pursue their careers.

Lectures in Financial Econometrics

For the last several years I have been writing an econometrics textbook based on my lectures. The first 4 or 5 chapters are more or less complete. The other chapters are partially complete. Students may find it useful.

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Syllabus for Bayesian Econometrics

Here is my syllabus for an MA course in Bayesian Econometrics. I have been teaching this course since 2011.
Several of the topics in the syllabus are discussed in the draft of my textbook.

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