Economics 517

Fall 2013

Taught by: Chris Sims | Preceptor: Benjamin Connault |

The course meets 9-10:30AM Tuesday and Thursday in Fisher B-06.

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)