Econometrics I, part I
Economics 517
Fall 2001
Taught by: Chris Sims Preceptor:  Hong Li
Contact information
Contact information

New information is in red

Course Syllabus and Reading List (pdf) (dvi);


The course meets 10:40AM-12noon Tuesday and Thursday in Fisher B-06. 

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

Questions 1 and 2 from the final exam, with answers
Midterm with answers
Plot of cdf of midterm grades
Exercises on estimation, testing.
This exercise need not be handed in, though if it is handed in Tuesday it will be graded before the midterm on Thursday. An answer sheet for it will be available Wednesday.
Answers to the first two problems.
Explanatory note on 2c
Lecture notes: Models, parameters, likelihood. Mechanics for the Standard Normal Llinear Model
Exercise due Tuesday, 10/16
Answer, mainly to part (d)
Problem set due Tuesday, 10/9
Explanatory note on question 4 (matrix decompositions)
Answer sheet for the problem set
Notes on quantiles, normal approximation, etc.
Answers to exercise due 9/25
Problems 3 and 4 only, since problems 1 and 2 seemed not to cause difficulty.
Notes on distributions, with an exercise
Exercise, at end of the notes, is due Tuesday, 10/2.
Notes on Conditional Expectation
Corrects the definition given in lecture. Gives some examples of computations.
Exercise due Tuesday, 9/25
Probability and expectations. A correction has been made to 4(c). (9/22, 10:50PM)
Notes for 9/18 lecture
Probability examples; Distribution Functions
Notes for 9/13 lecture
Probability and Expectation
Constructing yield profiles from puts and calls
Includes an exercise that need not be handed in. Corrects an error in the lecture.