Economics 241A
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Economics 241A: Econometrics
Spring Semester, 2004
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Professor
Guido Imbens
Office: 657 Evans Hall
Office Hours: Th 2-3:30
E-mail:
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Syllabus
New lecture location: 210 Wheeler (posted 01/27/04)
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Problem Sets and Solutions
Problem Set 1, Part 1, due January 28
Data Set (ascii) for Problem Set 1
Solution Set 1, Part 1 (PDF) and
accompanying program files (ascii) -
loglik.m,
loglik_fder.m,
loglik_sder.m,
prob1_04jan19.dia,
prob1_04jan19.m
Problem Set 1, Part 2, due February 4
Solution Set 1, Part 2 (PDF)
and accompanying program files (ascii) -
fder.m
loglik2.m
sder.m
prob2_04jan27.m
Problem Set 1, Part 3, due February 11
Solution Set 1, Part 3
and accompanying program files (ascii) -
fder.m,
sder.m,
prob3_04feb2.dia,
prob3_04feb2.m
Problem Set 1, Part 4, due February 18
nls2.mat
Solution Set 1, Part 4
Problem Set 2, Part 1, due March 3
probit.dat
Sample of last year's midterm
and
solutions.
Lecture Notes
Lecture 1. Maximum Likelihood Estimation I
Lecture 2. Maximum Likelihood Estimation II
Lecture 3. Maximum Likelihood Estimation III
Lecture 4. Maximum Likelihood Estimation IV
Lecture 5. Maximum Likelihood Estimation V
Lecture 6. Generalized Method of Moments Estimation I
Lecture 7. Generalized Method of Moments Estimation II
Lecture 8. Generalized Method of Moments Estimation III
Lecture 9. Generalized Method of Moments Estimation IV
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