Assignments

Special software is required to use some of the files in this section: .dta.


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Problem sets were assigned approximately every two weeks. Problem sets 1-4 were part of Part I and Problems sets 4-7 were part of Part II.


PROBLEM SETS TOPICS ADDITIONAL FILES
Problem set 1 Probability review
Problem set 2

Uniqueness of mean square convergence

Relationships between modes of convergence

Problem set 3

Poisson distribution

MLE

Problem set 4

Comparison of MLE and Method of Moments estimators

Asymptotic approximation

Likelihood ratio test

Problem set 5 (PDF)

Derive the OLS estimate for β

Interpreting regression coefficients

Projection and residual matrices

Partitioned regression

Cubic spline approximation

Monte Carlo

Approximation exercise

Problem set 6 (PDF)

Linearity and unbiasedness

Violating the sphericality assumption

Review of materials from 14.381 Part I and some key derivations

Reverse regression

Simulation and hypothesis testing

Simple regression testing and welcome to STATA

Problem 6

datapset6qn6.txt (TXT)

datapset6qn6.dta (DTA)

Hints for STATA users (PDF) (Courtesy of Raymond Guiteras. Used with permission.)

Problem set 7 (PDF)

Assessing consistency I

Assessing consistency II

Heteroscedasticity

Small sample inference beyond normality

A quick review of the course

Problem 5

Finite sample (PDF)

Amazon logo Kessler, David, and Peter Temin. "Money and Prices in the Early Roman Empire." In The Monetary Systems of the Greeks and Romans. New York, NY: Oxford University Press, forthcoming February, 2008. ISBN: 9780199233359.