Introduction to Econometrics, fall 2015

Syllabus

Link to the textbook for Unit I

Assignments…

Demos and resources…

Problem Set 1, due Monday, 9/7: Click here for the pdf.

Bayes’s rule: Writeup in pdf.

Poker hand probabilities: Writeup in pdf. Calculations in xlsx.

Problem Set 2, due Monday, 9/14: Exs. 2.28, 2.29, 2.39.

Birthday problem: Calculations in xlsx.

Problem Set 3, due Monday, 9/21: Click here for the pdf.

Binomial & normal distributions: Calculations and graphs in xlsx.

Problem Set 4, due Monday, 9/28: Click here for the pdf.

Dice experiment: Calculations and graphs in xlsx.

Problem Set 5, due Monday, 10/5: Click here for the pdf.

Overview of probability distributions: Writeup in pdf.

Exponential distribution experiment: Calculations and graphs in xlsx.

Problem Set 6, due Wednesday, 10/14: Click here for the pdf.

Confidence intervals 1: Writeup in pdf. Calculations in xlsx.

Supplemental questions for review: Click here for the pdf.

Confidence intervals 2: Writeup in pdf.

Test 1, Wednesday, 10/21

Problem Set 7, due Monday, 11/2: Exs. 4.17, 4.24-26, 6.5, 6.9.

PS7 confidence intervals and hypothesis tests: Calculations in xlsx.

Problem Set 8, due Wednesday, 11/11: Click here for the pdf.

Some basic Stata commands: Code in txt.

Problem Set 9, due Monday, 11/16: pdf, data.

Simple linear regressions in Excel: Calculations and graphs in xlsx.

Problem Set 10, due Monday, 11/23: Click here for the pdf.

Theory of simple linear regressions: Writeup in pdf.

Problem Set 11, due Monday, 11/30: Click here for the pdf.

Regressions in Matlab: Code in m.

Problem Set 12, due Monday, 12/7: pdf, data.

Supplemental questions for review: Click here for the pdf.

Test 2, Wednesday, 12/16