Special software is required to use some of the files in this section: .dta.
 Help support MIT OpenCourseWare by shopping at Amazon.com! MIT OpenCourseWare offers direct links to Amazon.com to purchase the books cited in this course. Click on the book titles and purchase the book from Amazon.com, and MIT OpenCourseWare will receive up to 10% of all purchases you make. Your support will enable MIT to continue offering open access to MIT courses. |
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.
Course assignments.
| 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)
Kessler, David, and Peter Temin. "Money and Prices in the Early Roman Empire." In The Monetary Systems of the Greeks and Romans. New York, NY: Oxford University Press, forthcoming February, 2008. ISBN: 9780199233359.
|