Class Notes
Class Notes
In this page you can find class notes I took during the lectures at Bocconi University.
These notes include what has been covered by the professor during the lecture and some additional comments on the subject based on the textbook used in that class.
All possible mistakes are mine.
Comments & corrections are welcome!
Statistics
Professors: Sandra Fortini / Omar El-Dakkak
Textbook: Bierens H.J. (2004), Introduction to the mathematical and statistical foundations of econometrics. Cambridge University Press.
Class Notes: Class1, Class2, Class3, Class4, Class5, Class6, Class7, Class8, Class9, Class10, Class11, Class12, Global...
Typos&Corrections: Check the "Global" document. (updated 30.12.2006)
Famous Figures: Bernoulli, Borel, Cauchy, Chebyshev, Euler, Dirac, Gauss, Jensen, Kolmogorov, Lebesgue, Lévy, Lyapounov,Riemann, Schwartz, Slutsky, Taylor ... (Source: Wikipedia)
Important Theorems: CLT (Simulation), LLN, IMT. (Source: Wikipedia)
Advanced Asset Pricing 1
Professor: Paolo Colla
Textbook: Lengwiler, Y. (2004): Microfoundations of Financial Economics, Princeton University Press.
Class Notes: Class1, Class2, Class3, Class4, Class5, Class6, Class7, Class8, Class9, Class10, Class11, Class12, Global...
Typos&Corrections: Check the "Global" document. (updated 28.12.2006)
Famous Figures: Arrow, Debreu, Grossman, Lucas, Markowitz, Pareto, Stein, Stiglitz (Source: Wikipedia)
Econometrics 1
Professors: Luca Sala / Paolo Bianchi
Textbook: Hayashi, F. (2000): Econometrics , Princeton University Press. (website)Practice Notes: Class1, Class2, Class3, Class4, Class5...
Typos&Corrections: NaN
Famous Figures: Bartlett, Box, Chow, Cox, Cramér, Hansen, Hesse, Jacobi, Rao, White (Source: Wikipedia)