These two files contain links to some of the listed readings. The dvi links may not work in all dvi viewers, and the pdf links are still not working correctly in some cases.

Link to materials from last year's version of the course.

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

exam with answers

(107k pdf) (45k dvi)

data (matlab format):

pmsvdata.mat

directory of m files:

hiddenMC

Answer to question 2

(94k pdf) ((11k dvi)

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Bayesian VAR exercise due Tuesday 11/28(pdf) (dvi)

data:

rmpy.txt

estimation program:

rfvar2.m

forecasting program:

fcast.m

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11/9 lecture notes (pdf) (zipped dvi)

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Mid-Term Exam, with answers (pdf)

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Answers to Mid-Term Review Problems (pdf) (dvi)
Mid-Term Review Problems (pdf) (dvi)

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10/26 Notes (pdf) {dvi}

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10/25 Notes (pdf) (zipped dvi)

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517 exercise, due 11/7(pdf) (dvi) Lecture notes for 517 10/17 and 10/19 (pdf) (zipped dvi)

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10/10 notes, "VAR properties from the Jordan Decomposition (pdf) (dvi)

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Exercise due 10/12 (pdf) (dvi) 10/5 notes, "Jeffreys Priors and Bayesian Regresssion Mechanics" (pdf) (zipped dvi)

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9/28 notes, "Choosing Priors" (pdf) (dvi)

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9/26 notes, "Methodology Wars" (pdf) (dvi)

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Exercise due 9/28/00 (pdf) (dvi)

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9/19 lecture(pdf) (zipped dvi)

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September 14 lecture(pdf)(zipped dvi)

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Map showing location of Novelty, Ohio

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Note on pdf, ps and dvi files:  pdf files with mathematics using large brackets, sum signs, etc. often do not print properly on HP printers, even though they show up fine on the screen.  You may find drawing in or mentally supplying the missing lower halves of parentheses, etc. tolerable.  If not, you can print the postscript or dvi files, which do not have this particular problem.  The postscript files require a postscript printer or use of an interpreter, like gsview.  The dvi files require a TeX dvi viewer, like the YAP viewer that comes with the freeware miktex TeX compiler or the viewer you get with Scientific Word.  To see graphics in the dvi files you need the corresponding .eps files.  So when posted here, dvi files that need graphics will be in a single zip file with the graphics.