IDEA second year econometrics, 2005-2006
For studying for the exam, here are some old problem sets and exams
3rd problem set:
- work through the examples in the chapters on nonparametrics,
simulation based estimation, and parallel computing.
- you don't have to turn anything in, but make sure you
understand the programs
- estimate the simple Nerlove model using the kernel regression
estimator.
- standardize and normalize the regressors before fitting the
kernel
- find the optimal window width using leave-one-out CV
- plot the kernel fit and the OLS fit as a function of output,
with the other regressors at the sample means.
You don't have to worry about the RBC project, but I will possibly
update the notes for it later.
2 papers to read: first second
The RBC project:
readme information for RPC project
latest version of notes, for RBC
project
First problem set
Second problem set
notes
bootable
CD
Updated (09-Dec-2005) "Econometrics" directory for the CD: Econometrics.tgz
To use this, copy it to your Desktop, then get rid of the old directory
(watch out, maybe you have something important there) and create the
new one by doing:
1) open up a terminal
2) cd Desktop
3) rm -R -f Econometrics
4) tar xfz Econometrics.tgz
5) sudo chown -R knoppix.knoppix /home/knoppix
6) rm Econometrics.tgz