Link to 9 years ago course materials

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

Exercise due Thursday, 9/19

Notes on Probability

Notes on cdf's, conditional expectation, etc.

Exercise Due 9/26

Notes on characteristic functions, likelihood principle

Notes on laws of large numbers, quantiles, principal components

Exercise due Friday, 10/4

Data for this exercise

Exercise on convergence, posterior simulation. Due Friday noon, 10/11

R program that generates draws from SNLM posterior

Notes on posterior simulation

Notes on model comparison via posterior simulation

Midterm exam with answers

Exercise due Friday, 11/15

Directory with data and program

Details of Gibbs scheme for t errors

Mid-term grade cdf

Notes on panel data, GMM, IV

Exercise on GLS, LDV's, panel data

Notes on random effects as average of between and within regressions

Refurbished Notes

Final Exam, with answers

CDF of final exam scores

CDF of total weighted score (problem sets, midterm final)