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.

Problem set 1 Probability review  
Problem set 2

Uniqueness of mean square convergence

Relationships between modes of convergence

Problem set 3

Poisson distribution


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


Small sample inference beyond normality

A quick review of the course

Problem 5

Finite sample (PDF)

Buy at Amazon 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.