比利时鲁汶大学Prof. Geert Dhaene的讲议,和F. Hayashi (2000), Econometrics搭配研读.

0 Preliminaries on matrix algebra and probability

1 Finite-sample properties of OLS

2 Large-sampletheory

3 Single-equation GMM

4 Serial correlation

5 Unitroots

6 Cointegration