| 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)
|
Table of Contents
Assignments
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.