Econometrics I
Economics 517
Fall 2013
Taught by: Chris Sims Preceptor:  Benjamin Connault

New information is in red

Course Syllabus and Reading List

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)