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14.383 (Hausman) - Econometrics II

Problem Set Solutions

(pdf) (tex) Proposed solutions to problem set 1
(pdf) (tex) Proposed solutions to problem set 2

Various Notes

(pdf) (tex) Notes on FIML and LIML (Last update: 10/12/06)
(pdf) Jinyong Hahn on Properties of 2SLS

Recitation Notes

Week 2
(pdf) Book chapter on simultaneous equations
(pdf) Book chapter on Kronecker products
(pdf) Handout on finite sample distribution of IV
(pdf) Handout on multivariate normal distribution
(pdf) Handout on matrix identities

Week 3
(pdf) Handout on simultaneous equations
(pdf) Past final exam questions
(pdf) Final exam cheat sheet
(pdf) More past final exam questions

Week 5
(pdf) Handout on 3SLS
(pdf) Jinyong Hahn on k-class estimators
(pdf) Handout on SUR
(pdf) Book chapter on simultaneous equations

Week 7
(pdf) Book chapter on nonlinear simultaneous equations

Notes From Previous Years
From Greg Fischer's website.

(pdf) Math Review and Simultaneous Equation Basics (Alexis Leon)
(pdf) OLS on Structural and Reduced Form; Identification (Alexis Leon)
(pdf) Limited and Full Information; Testing (Alexis Leon)
(pdf) SUR and 3SLS (Alexis Leon)
(pdf) FIML (Alexis Leon)
(pdf) FIML Part 2 (Alexis Leon)
(pdf) Testing; GMM; NLIV (Alexis Leon)
(pdf) Finite Sample 2SLS (Alexis Leon)
(pdf) GMM Handout (Whitney Newey)
(pdf) Review (Alexis Leon)

Lecture Notes

Week 1		9/6/06	9/8/06
Week 2	9/11/06	9/13/06	9/15/06
Week 3	9/18/06	9/20/06	9/22/06
Week 4	9/25/06	9/27/06	9/29/06
Week 5	10/2/06	10/4/06	10/6/06
Week 6	10/9/06	10/11/06	10/13/06
Week 7	10/16/06	10/18/06	10/20/06
Week 8	10/23/06