Exercises, links to additional notes, announcements about the course, etc. will appear here.

Take-home exam, due Friday, 3/23 at 5PM, via email. Exam, data, and some possibly useful code are here.

Exercise due Friday, 3/16 (for grading before takehome)

R files that could be useful. Note that numHess.R can be very inaccurate, and sensitive to the numgrad.R internal delta parameter.

Notes on hidden Markov chains

Notes on the Schwarz criterion

Exercise due Wednesday, 2/29 )

The directory for the exercise has data, the original article, and R programs that carry out t-error MCMC and analytically evaluate Bayes factors for standard normal linearmodels with conjugate priors.

Notes on MCMC

Notes on MCMC model comparison

Exercise due Wednesday, 2/15

Real GDP data

Slides from which 2/6 lecture was drawn

Paper discussing some of the same issues, some at more length. Both the slides and the paper take up issues that go beyond what we will probably discuss in class, and you are not responsible for that material.