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