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Linear Econometrics deals with the estimation of linear economic models. This is a quantitative class requiring strong foundations in multivariate calculus, matrix algebra, probability and statistics as pre-requisites. The course covers linear regression models with both finite-sample and large-sample inference. Topics include the univariate linear regression model, the multivariate linear regression model, regression functional form, conditional heteroskedasticity, weighted least squares, generalized least squares, instrumental variables, stationary and nonstationary time series models and linear panel regression models. Particular emphasis is placed on the notion of causality.