Economics 583: Econometric Theory I |
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Homework AssignmentsWinter 2013 Note: The homework/lab assignments are in Adobe Acrobat format. You need the Acrobat reader plug-in to view the files in a browser. Updated: March 19, 2013 |
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Assignment |
Programs |
Data |
Solutions |
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Homework 1 Due: Monday, January 14 |
solutions Cholesky problem |
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Due: Monday, January 21 |
None needed | None needed |
See Hayashi solutions for chapter 2 |
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Due: Monday, January 28 |
econ583Lab3MonteCarlo.r |
See Hayashi solutions for chapter 3 Comments on Monte Carlo |
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Due: Monday, February 4 |
grilic.xls |
See Hayashi solutions for chapter 3 Solutions not given by Hayashi Empirical Exercises (still working on solutions) |
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Due: Monday, February 11 |
dm.xls yen.xls pound.xls |
See Hayashi solutions for chapter 3 See Hayashi solutions for chapter 6 Empirical Exercises (still working on solutions)
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Due: Wed, February 20 |
pricing.xls |
See Hayashi solutions for chapter 7 Chapter 7 review questions  Question not in Hayasyi
(GMM for gamma distribution)Empirical Exercises
R code |
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Due: Monday, March 4
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See Hayashi solutions for chapter 7 Chapter 7 analytic questions Wald, LM,
and LR based on GMM and MLE |
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Due: Monday, March 18.
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Solutions | ||
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Final exam Due: |
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