Course Material for Spring 2003

Syllabus

(pdf) Syllabus

Lecture Notes

(pdf) Lecture Notes 1 - Correlated Regressors and Instrumental Variables
(pdf) Lecture Notes 2 - Instrumental Variables in Practice
(pdf) Lecture Notes 3 - Simultaneous-Equation Model (SEM)
(pdf) Lecture Notes 4 - Multivariate Seemingly Unrelated Regression (SUR) Model
(pdf) Lecture Notes 5 - Estimation of Regression with Endogenous Regressors
(pdf) Lecture Notes 6 - System Estimation and Three-Stage Least Squares
(pdf) Lecture Notes 7 - Maximum Likelihood Estimation I
(pdf) Lecture Notes 8 - Maximum Likelihood Estimation II
(pdf) Lecture Notes 9 - Maximum Likelihood Estimation III
(pdf) Lecture Notes 10 - Generalized Method of Moments
(pdf) Lecture Notes 11 - Testing in GMM and ML Estimation
(pdf) Lecture Notes 12 - Qualitative Response Models I
(pdf) Lecture Notes 13 - Qualitative Response Models II

Problem Sets

(pdf) Problem Set 1
     (pdf) Suggested Answers
(pdf) Problem Set 2
     (pdf) Suggested Answers
          (pdf) Section Notes
(pdf) Problem Set 3
     (pdf) PS3 Codes and Results
     (mat) ps3q2.mat
     (xls) ps3q2.xls
     (pdf) Suggested Answers
(pdf) Problem Set 4
     (pdf) Matlab Code
     (pdf) Multivariate Delta Method
     (xls) ps4q3.xls
     (pdf) Suggested Answers
(pdf) Problem Set 5
     (pdf) Code
     (xls) ps5q4.xls
     (pdf) Suggested Answrs
(pdf) Problem Set 6
     (pdf) Matlab Code
     (pdf) Suggested Answers
(pdf) Review Questions for Final Exam
     (pdf) Final Suggested Answers

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