Econometrics I, part I
Economics 517
Fall 2002
Taught by: Chris Sims Preceptor:  Aureo Paula
Contact information
Contact information

New information is in red

Course Syllabus and Reading List

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

Link to last year's course materials

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

CDF of total point scores
Answer for problem 1 on the final exam
Answers for midterm
CDF of midterm grades
Lecture 10: Estimation and testing
Exercise due Wednesday, 10/23
Answers to exercise
Exercise due Wednesday, 10/16 in precept
Lecture 9: Inference in the SNLM
Exercise due Wednesday, 10/9 in precept
Data files for exercise. (If you're using matlab, it's all in bkcor.mat.)
Answers to problem set 3
Lecture 7: Principal Components, the Multivariate Normal, Convergence in Distribution, CLT
Lecture 6: Gamma, Beta, Normal
Exercise due in precept Wednesday 10/2
Answers to problem set
Answer to First Exercise
Exercise due Tuesday 9/24
Lecture 1: Probability from decision theory