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Problem
Set Solutions
(pdf)
(tex)
Proposed solutions to problem set 1
(m)
m file for extra problem
Thanks Masa, Gissele, Ariel, and Alberto!
(pdf)
(tex)
Proposed solutions to problem set 2
(m)
m file for extra problem
(do)
do file for extra problem
(m) Brian's m file - includes an alternative way of solving part (c) for
the extra problem
Thanks Gissele, Brian, Janet, Masa, and Alan!
(pdf)
(tex)
Proposed solutions to extra problems from 2005 problem set 2
(pdf)
(tex)
Proposed solutions to problem set 3
(m)
m file
Thanks Janet, Gissele, and Kevin!
(pdf)
(tex)
Proposed solutions to problem set 4
(m)
m file for Hayashi's question. (Thanks, Masa!)
(m) OLS.m, to
be used in conjunction with hayashi_emp_ch1.m (Thanks, Masa!)
(doc) tables for question 1 (Thanks Alan!)
(zip) m files for question 1 (Thanks Janet/Amy!)
(pdf) Juergen's proof for consistency of asymptotic variance estimate
for question 3.
Thanks Gissele, Alan, Masa, Amy, and Janet!
(pdf)
(tex)
Proposed solutions to problem set 5 - Incomplete
solution for extra Q2
(doc) Ryan's solution for question 2, including STATA commands
Thanks Gissele and Ryan!
(pdf)
(tex)
Proposed solutions to problem set 6
Thanks Ryan and Gissele!
Exam and
Additional Problems Solutions
(pdf)
(tex)
Proposed solutions to Midterm 1999
(pdf)
(tex)
Proposed solutions to Midterm 2000 - Incomplete
solution for Q2.
(pdf)
(tex)
Proposed solutions to Midterm 2001 - (Thanks Hao!)
(pdf)
(tex)
Proposed solutions to Midterm 2003 - Incomplete solution for Q2 (Thanks Hao!)
(pdf)
(tex)
Proposed solutions to Midterm 2006
(pdf)
(tex)
Proposed solutions to Final 2006 (Coming soon!)
Proofs, Derivations, and Mini Notes
(pdf)
(tex)
Mean Squared Error
(pdf)
(tex) Derivation of Unconditional Variance Expression
(pdf)
(tex) Organizing the Model Assumptions
(pdf)
(tex) Matrix Definiteness
(pdf)
(tex) The F-Statistic
Links
Course
Material for Previous 203B Classes
Various MATLAB Tips
Z, T, Chi Square, F Critical Values Calculator (Thanks Janet!)
MIT Econometrics Handouts
(pdf)
Matrix Algebra - Good coverage of matrix definiteness and matrix calculus
(pdf) Asymptotics and Statistical Inference - A concise summary of most
of 203A
Notes from
Lecture
(pdf) Lecture Notes from 1/10/06
(pdf) Lecture Notes from 1/12/06
(pdf)
Discussion Notes from 1/13/06
(pdf)
Lecture Notes from 1/17/06
(pdf)
Lecture Notes from 1/19/06
(pdf)
Discussion Notes from 1/20/06
(pdf)
Lecture Notes from 1/24/06
(pdf)
Lecture Notes from 1/26/06
(pdf)
Discussion Notes from 1/27/06
(pdf)
Lecture Notes from 1/31/06
(pdf)
Lecture Notes from 2/2/06
(pdf)
Discussion Notes from 2/3/06
(pdf)
Lecture Notes from 2/7/06
(pdf)
Lecture Notes from 2/9/06
(pdf)
Discussion Notes from 2/10/06
(pdf)
Lecture Notes from 2/14/06
(pdf)
Lecture Notes from 2/21/06
(pdf)
Lecture Notes from 2/23/06
(pdf)
Discussion Notes from 2/24/06
(pdf)
Lecture Notes from 2/28/06
(pdf)
Lecture Notes from 3/2/06
(pdf)
Discussion Notes from 3/3/06
(pdf)
Lecture Notes from 3/7/06
(pdf)
Lecture Notes from 3/9/06
(pdf)
Discussion Notes from 3/10/06
(pdf)
Lecture Notes from 3/14/06
(pdf)
Study Group Notes from 3/14/06 - Great job, Masa!
(pdf)
Discussion Notes from 3/17/06
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