New information is in red.
Course Syllabus and Reading List
The course meets 1-2:30PM Tuesday and Thursday
in Fisher B-06.
Link to year-before-last's course materials
Exercises, links to additional notes,
announcements about the course, etc. will appear here.
- Grade CDF
- Final Exam Answers
- Consistency of OLS, convergence modes
- Time Series Regression, Schwarz criterion
- Exchange rate data (text file labeled with dates and variable description) (Data as R ts object)
- Hypothesis tests and model criticism
- Asymptotics Notes
- Asymptotics Exercise, due Wednesday 12/8
- Answers to (unexpectedly) hard parts of Asymptotics Exercise
- Applied Model Checking Exercise, due Tuesday 11/23.
- Directory with data, R code, article.
- Exercise on model checking, due Tuesday 11/9.
- Midterm exam with answers
- Frequently Occurring Errors on the Midterm, plus grade CDF
- Lecture notes: Confidence, credibility, tests
- These notes cover all the slides used in the last three lectures, with some minor
additions, but do not yet include most of the material for which there were no slides.
Exercise on confidence and credible sets, due October 20 at precept
- Exercise due October 12
- Answers to October 12 exercise, analytic parts
- Notes on the Standard Normal Linear Model
- Notes on Principal components, regression
- Exercise, partially due 10/5
- Problem 1 and parts (a) and (b) of problem 2 due 10/5. The remainder of problem 2 due 10/12.
The problem set includes notes on the beta distribution and on implementing conjugate priors
with dummy observations. The latter correct an important error in the 9/28 lecture.
- Data Files
- Matt's answer sheet for problem set due October 5
- 9/23 lecture, plus some of 9/28
- Additional problem for exercise due 9/28
- Slides from 9/21 lecture
- Exercise on conditional and marginal probabilities.
Due Tuesday, 9/28
- Answers to exercise
- Slides from 9/16 lecture
- Slides from 9/9 and 9/14 lectures
- These slides overlap heavily with the notes below. They include the list of things
you can prove as a self-test or exercise, which are not included in the notes. They do not (yet)
include notes for the last part of the 9/14 lecture.
Exercise on decision and market probabilities.
Due Tuesday, September 21
- Notes on probability and expectation