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

CDF for total points

Takehome Exam

The exam is now complete. Time due extended to 1:15PM Sunday 1/21.

R data file with the matrices for problem 1

text file with the matrices, for cutting and pasting into Matlab or other programs

Notes on Structural VAR's

Exercise on VAR's due Thursday, 12/7

Exercise itself

R programs

matlab programs

Notes on the Minnesota prior

Schwarz criterion notes

Midterm exam with answers

Midterm exam grade cdf

MCMC notes

These notes are sketchy. The last topic, rejection sampling, we did not cover.

ARMA fit exercise

Directory with all the exercise-related files

Exercise description

Exercise Answers

Data, in .csv or .Rdata format

Code: Matlab or R

Notes on ARMA models, Kalman filter

Lecture notes: Conditional expectations, stochastic processes, MA processes

Exercise on Decision Theory, Bayesian vs. frequentist inference

Due at start of class Thursday, 9/21

Answers to exercise

Tamas Papp's R code: 1.R 2.R

Decision theory lecture