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 6datapset6qn6.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 5Finite 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. |