ECO 519 (First Half). Semester: Spring 2008.
Course Slides (I will make changes to these as the course progresses)
Powell (1984) (Original Paper)
Empirical Process Andrews Handout
Basics for Empirical Processes (caution: BIG file, may take a while to load)
Projection Theorem for U-Statistics (from Ahn and Powell (1993))
U-Processes, Maximal Inequalities and Maximum Rank Correlation Estimator (a compendium from Bob Sherman’s papers in the list of readings)
Pairwise-difference Estimation handout (based on Honore and Powell (2001))
Quantile-regression handout (brief, adds little to Powell’s CLAD handout)