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Eric
Zivot
Economics 581
Econometric Theory II
Homework and Computer Labs
Winter 2001 
Last updated: March
1, 2001
Note: The homework/lab assignments are in Adobe Acrobat format. You need
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Assignment 
Programs 
Data 
Solutions 









 Matlab code for simple Monte Carlo: simple.m
 Matlab code for ols Monte Carlo: lsmonte.m,
monte.m
 Matlab code for ols Monte Carlo with a lagged dependent variable: lagMonte.m






















