Econ-240A Econometrics Section Website

econ-240a econometrics section website - first half, fall 2008

instructor:	Michael Jansson [Email \| Webpage]
gsi:	Owen Ozier \| Webpage]
official website:	http://www.econ.berkeley.edu/~mjansson/Courses/ECON240A_FALL08/ECON240A.html
SECOND HALF WEBSITE:	Richard Crump's Teaching Page: http://www.ocf.berkeley.edu/~crump/teaching
gsi fixed office hour:	Every Thursday, 2:30-3:30pm, Evans 608-3
gsi variable office hour:	Wednesday, Oct 8, 3:30-5:00pm, Evans 508-5 Wednesday, Oct 15, 4:00-5:00pm, Evans 508-5 Thursday, Oct 16, 2:00-4:00pm (not 2:30-3:30), Evans 608-3
sections:	Fridays: either 12-2PM 61 Evans, or 2-4PM, 203 Wheeler
review q&a session:	Saturday Oct 18, 11AM-1PM, Tolman 2304
"midterm"	Monday Oct 20th, 10AM-11:30AM (80min), 247 Cory Hall

section schedule

Section 0 - Fri Aug 29	Introductions; Administration; Chen '08 and the Monty Hall Problem.
Section 1 - Fri Sep 05	Sets; Sigma-algebras; Counting; CDFs and PDFs. (CB 1.1-1.6)
Section 2 - Fri Sep 12	Transformations of Discrete and Continuous R.V.'s; Leibniz's Rule; Expectation; Variance; Simulation (CB 1.6-2.4)
Section 3 - Fri Sep 19	Continuous Uniform; Expectation; Variance; Chebyshev's Inequality; MGF; Poission; Mixed (CB 2.1-3.6)
Section 4 - Fri Sep 26	Conditional Variance; Iterated Expectations; Multivariate Transformation; Borel Paradox (CB 4.1-4.6)
Section 5 - Fri Oct 03	Conditional Variance, Method of Moments, MSE and Best predictors (CB 4.4, 7.2-7.3)
Section 6 - Fri Oct 10	Sufficient Statistics, Completeness (CB 6.2, 7.3)
Section 7 - Fri Oct 17	Hypothesis Testing, Selected review points (CB 6.2, 7.3, 8.3)

supplementary material

Notes on Infimum (Section 3) - 2008.09.19
Notes on Completeness - 2008.10.19

problem sets

PS1 due Tuesday, Sep 16, and PS1 Solutions
PS2 due Tuesday, Sep 23, and PS2 Solutions
PS3 due Tuesday, Sep 30, and PS3 Solutions
PS4 due Friday, Oct 10, and PS4 Solutions
PS5 due Friday, Oct 17, and PS5 Solutions

past final exams

for fun:

in memoriam: