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Chinese University of Hong Kong, Fall 2019

ECON 5121B/C: Econometric Theory and Applications


Kevin Sheppard's notes]( ) (dated on Oct 4, 2018) for MSc in Financial Economics at Oxford University.

Lecture Notes

Both interactive versions (IPython notebook, executable on Binder) and static versions (display-only IPython notebook or PDF, with R code but no output) are provided.

  • Nov 6 Lecture Notes (interactive) (static IPNB) (static PDF)
    • Reading: Sheppard Ch 4.2, 4.4, 4.10.1-5; Ch 5.6, 5.8.5, 5.9
  • Dec 1 (video) Lecture Notes (interactive) (static IPNB) (static PDF)
    • The video lecture is equivalent to two face-to-face lectures
    • The video is uploaded to Blackboard, and it is accompanied by a sidenote to correct some points.
    • Reading: Sheppard Ch 4.1, 4.3, 4.7, 4.9, 4.12.3; Ch 5.1, 5.3, 5.4, 5.7.1-3, 5.8

IPython Notebook

The IPython notebook can also be executed locally if IPython, IRkernel and the required R packages are installed. nteract is cross-platform user-friendly open-source software to open IPython notebooks.

For most users, the Binder session should be ready within one minute for interaction. However, if you happen to be the first user to run the notebook online after a new Git commit, it may take time to prepare the first session (about 10 minutes, say). It you encounter such delay, be patient; leave the browser open and Binder running.

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