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 14 were part of Part I and Problems sets 47 were part of Part II.
Course assignments.
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)
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.
