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Quantitative Methods Comprehensive Examination (1 week after finals)

General Study Group Information

Winter 2006

Time:  Tuesdays, 3:30-5:30

Location:  Dodd 78 (Backup room:  Bunche 2249)

Details:  At the beginning of this quarter, we will be meeting weekly until we complete all of the questions from Professor Hahn's part.  (Comps from 2005S, 2004F, 2004S, 2003S, 2003F)  Afterwards, depending on how much progress we make in Katerina's class, we will be meeting either weekly or bi-weekly to complete the relevant questions.  If there is extra time, we will work through Professor Imbens' comp questions in hopes that they will be similar to what Hahn might test us on.  Next quarter we will finish up the remainder of Katerina's questions and gradually work through what few questions there are of Buchinsky's.

In order to ensure easy accessibility, we ask that, in addition to presenting your questions in the study group, you also prepare a pdf handout of your solutions which I will post on this site.  It will be good practice to start typing up solutions in that 1) it will help increase your familiarity with a program such as Scientific Workplace and 2) it pressures you into organizing your thoughts a little more.  I have provided a list of the more commonly used commands in Scientific Workplace available here.  In addition, Hisa suggested that we all use a common header for our pdfs.  I have included a template .tex file that works for Scientific Word/Workplace.  It should also work for any other tex editor you might have.

(tex) Template for Scientific Word/Workplace

The assignments are listed below.  Each section is assigned to two people to help promote collaboration.  The presenters may decide how to allocate the responsibilities of presenting and typing up the solutions.  It is hoped that everyone in attendance will have attempted all the relevant questions.

Schedule

Winter 2006

Meeting 1:  Tuesday, January 17th
2005 Spring, Part I (Masa, Claudia)
2003 Fall, Part I (Hisa)

Meeting 2:  Tuesday, January 24th
2004 Spring, Part I (Hao, Jinyoung)

Meeting 3:  Tuesday, January 31st
2003 Spring, Part I (Jinyoung, Hisa)

Meeting 4:  Tuesday, February 7th
2004 Fall, Part I (Claudia, Hao)
203B Midterm 2001 (Masa, Mike P)

Meeting 5:  Tuesday, February 14th
203B Midterm 2000 (Hao, Sophia)
203B Midterm 1999 (Jinyoung, Mike P)

Meeting 6:  Tuesday, February 28th
2001 Fall, Part II (Hao, Mike P) - GLS, CLR
2000 Fall, Part II (Hisa, Sophia) - GCR, True/False

Meeting 7:  Tuesday, March 7th
2004 Fall, Part II (Hao, Masa) - True/False, Estimating a Migration Model
2003 Spring, Part II (Mike P, Gissele) - Feasible GLS, Wald/LR/LM Test for Linear Hypotheses

Meeting 8:  Tuesday, March 14th
203B Final 2005 (Mike P, Sophia)
203B Final 2003 (Masa, Claudia)

Meeting 9:  Monday, March 20th
203B Final 2001 (Jinyoung, Hisa)
203B Final 2000 (Hao, Gissele)

Spring 2006
 

Past Comp solutions

Year Hahn
(Part I)
Kyriazidou
(Part II)
Buchinsky
(Part III)
2005S Masa
Claudia
Claudia
Hisa
N/A
2004F Claudia
Hao
Hao
Masa
N/A
2004S Jinyoung
Hao
Jinyoung
Sophia
N/A
2003S Jinyoung
Hisa
Mike P
Gissele
Unassigned
2003F Hisa Claudia
Jinyoung
Unassigned
2001S N/A Gissele
Masa
N/A
2001F N/A Hao
Mike P
N/A
2000F N/A Hisa
Sophia
N/A
2000S N/A Claudia
Gissele
N/A
1999F N/A Hao
Hisa
N/A
1999S N/A Jinyoung
Masa
N/A

 

Categories for Katerina's questions
1999S, Part II, Question 1:  Likelihood Ratio Test
1999S, Part II, Question 2:  True/False Questions
1999S, Part II, Question 3:  Estimation
1999F, Part II, Question 1:  Restricted Least Squares
1999F, Part II, Question 2:  True/False Questions
1999F, Part II, Question 3:  Time Series
2000S, Part II, Question 1:  Instrumental Variables
2000S, Part II, Question 2:  Asymptotic Confidence Intervals
2000F, Part II, Question 1:  Generalized Classical Regression (GCR) Model
2000F, Part II, Question 2:  True/False Questions
2001F, Part II, Question 1:  GLS
2001F, Part II, Question 2:  CLR 
2001S, Part II, Question 1:  GLS, OLS, and Other Estimators
2001S, Part II, Question 2:  MLE for Regression Variance 
2003F, Part II, Question 1:  Wald Test
2003F, Part II, Question 2:  Estimation 
2003S, Part II, Question 1:  Feasible GLS
2003S, Part II, Question 2:  Wald, LR, LM Tests for Linear Hypotheses
2004F, Part II, Question 1:  True/False Questions
2004F, Part II, Question 2:  Estimating a Migration Model 
2004S, Part II, Question 1:  MLE and FGLS for GCR Model
2004S, Part II, Question 2:  Censored Regression Model 
2005S, Part II, Question 1:  Wald Test
2005S, Part II, Question 2:  Logit Model

Files

(htm) List of recently taught courses and respective professors.

Links

Past Comps

Economics 203A
     Chunming Yuan's page
     My page

Economics 203B
     Juergen Meinecke's page
     My page (Includes material from 2005W)

Economics 203C
     TA page
     My page (Includes material from 2003S)








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