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 plugin to view the files in a browser. Updated: March 19, 2013 

Assignment 
Programs 
Data 
Solutions 
Homework 1 Due: Monday, January 14 
solutions Cholesky problem 

Due: Monday, January 21 
None needed  None needed 
See Hayashi solutions for chapter 2 
Due: Monday, January 28 
econ583Lab3MonteCarlo.r 
See Hayashi solutions for chapter 3 Comments on Monte Carlo 

Due: Monday, February 4 
grilic.xls 
See Hayashi solutions for chapter 3 Solutions not given by Hayashi Empirical Exercises (still working on solutions) 

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)


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 

Due: Monday, March 4

See Hayashi solutions for chapter 7 Chapter 7 analytic questions Wald, LM, and LR based on GMM and MLE 

Due: Monday, March 18.

Solutions  
Final exam Due: 
