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Tap a category to expand it. Admissions, TMUA and A-Level notes focus on exams, applications and problem-solving; the econometrics, time-series, financial-econometrics and statistics notes are university and postgraduate level, written close to real lecture material.
A-Level & Admissions
✎ A-Level notes & exam guides 11 notes▶
- The hardest Further Maths topics
- A-Level Maths, OCR (H240)New
- A-Level Maths, Edexcel (9MA0)New
- A-Level Maths, AQA (7357)New
- Further Maths, OCR (H245)New
- Further Maths, Edexcel (9FM0)New
- Further Maths, AQA (7367)New
- A-Level Economics, OCR (H460)New
- A-Level Economics, Edexcel (9EC0)New
- A-Level Economics, AQA (7136)New
- A-Level & introductory statistics study notes
✦ Oxbridge admissions 3 notes▶
π TMUA preparation 7 resources►
University & Postgraduate
∫ Introduction to Econometrics, free course 18 lessons▶
- Course home: 25 lessons in six parts, which are publishedNew
- Econometrics by stage: course, marked questions, explainers, notesNew
- Lesson 2: random variables and distributions
- Lesson 3: expectation, variance, covariance and correlation
- Lesson 4: sampling distributions, the LLN and the CLT
- Lesson 5: standard deviation versus standard error
- Lesson 6: confidence intervals, what 95% means
- Lesson 7: hypothesis tests step by step
- Lesson 8: p-values, Type I and II errors, power
- Lesson 9: fitting the OLS line by hand
- Lesson 10: residuals, fit and R-squared
- Lesson 11: reading regression output
- Lesson 12: multiple regression and holding other things fixed
- Lesson 13: omitted variable bias: sign and size
- Lesson 14: dummies, logs, elasticities and interactions
- Lesson 21: what a time series is
- Lesson 22: reading a time-series graph
- Lesson 23: autocorrelation and the correlogram
- Lesson 24: stationarity, white noise and random walks
- Lesson 25: AR(1) models and forecasting
∑ Econometrics, foundations 10 notes▶
- What is OLS? Ordinary least squares
- The Gauss-Markov theorem & BLUENew
- Goodness of fit: R² and adjusted R²New
- Diagnostic testing & robust inference
- Instrumental variables & weak instruments
- Generalized method of moments (GMM)
- Identification-robust inference (advanced)
- How to read regression outputNew
- Logs & elasticities in regressionNew
- Correlation vs causationNew
∂ Time series 7 notes▶
σ Financial econometrics 4 notes▶
H Statistics & inference 4 notes▶
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Academic resources
& teaching materials
For university and postgraduate students, and anyone who wants to see the research and teaching behind the tuition.
Econometrics explained
A complete topic map: OLS, Gauss-Markov, heteroskedasticity, instrumental variables, GMM, time series and more, each explained concisely.
Teaching materials
Lecture notes, worked exercises, solutions and videos for students who want to see the teaching style before getting in touch.
Research & publications
Published econometrics research, CeMMAP working papers, and conference presentations, including joint work with Cambridge.