Economics 583: Econometric Theory I

Home
Syllabus
Homework
Announcements
R Hints

Discussion Board

Homework Assignments

Fall 2011

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: December 14, 2011

Assignment

Programs

Data

Solutions

Homework 1

Due: Wednesday, October 5

   

solutions Cholesky problem

solutions

Homework 2

Due: Wednesday, October 12

   

See Hayashi solutions for chapter 2

Chapter 2 review questions

Chapter 2 analytic questions

Q4: Delta method

Homework 3:

Analytic Exercises

Computer Exercises

Due: Wednesday, October 19

econ583Lab3MonteCarlo.r  

See Hayashi solutions for chapter 3

Chapter 3 review questions

Chapter 3 analytic questions

 

Homework 4

Due: Wednesday, October 26

  grilic.xls

See Hayashi solutions for chapter 3

Chapter 3 review questions

Chapter 3 analytic questions

solutions not given by Hayashi

Empirical Exercises (coming soon)

Homework 5

Due: Wednesday, November 2

   

See Hayashi solutions for chapter 3

Chapter 3 review questions

Chapter 3 analytic questions

See Hayashi solutions for chapter 6

Chapter 6 review questions

Chapter 6 analytic questions

 

Homework 6

Due Wednesday November 9

  dm.xls
yen.xls
pound.xls
See Hayashi solutions for chapter 7

Chapter 7 review questions

Empirical exercies (coming soon)

Questions not in Hayasyi

Homework 7

Due Wednesday November 16

 

  pricing.xls See Hayashi solutions for chapter 7

Chapter 7 analytic questions


Wald, LM, and LR based on GMM

Empirical Exercises (coming soon)

Homework 8

Due Wednesday November 23

 

    See Hayashi solutions for chapters 4

Chapter 4 review questions

Chapter 4 analytic questions


Wald, LM, and LR based on MLE

SUR (coming soon)

Homework 9

Due Monday December 5

 

  sum_hes.xls See Hayashi solutions for chapters 5

Chapter 5 review questions

Chapter 5 analytic questions

Final exam

Due:  Friday December 16 at 9 am