econ-240a econometrics section website - first half, fall 2009

instructor: |
Michael Jansson [Email | Webpage] |

gsi: |
Owen Ozier | Webpage] |

official website: |
http://www.econ.berkeley.edu/~mjansson/Courses/ECON240A_FALL09/ECON240A.html |

gsi fixed office hour: |
Every Thursday, 4:00-6:00pm, Evans 608-1 |

midterms returned: |
Friday, Oct 16, 9:45-11:45am, Evans 608-12 Tuesday, Oct 27, 1:45-4:30pm, Evans 608-12 |

sections: |
Fridays: either 8AM-10AM in 203 Wheeler, or 10AM-12PM in 35 Evans |

review q&a session: |
Sunday Oct 11th, 3-5PM in 3 Evans |

"midterm" |
Wednesday Oct 14th, IN LECTURE |

section schedule

Section 0 - Fri Aug 28 |
Introductions; Administration;
Chen '08 and the Monty Hall Problem; Optional calculus (integration) review. |

Section 0 Notes | |

Section 1 - Fri Sep 04 |
Sets; Sigma-algebras; Counting;
CDFs, PDFs, PMFs; Leibniz' Rule. (CB 1.1-2.4) |

Section 1 Notes | |

Section 2 - Fri Sep 11 |
Transformations of Discrete and Continuous R.V.'s;
Expectation; Variance;
Simulation (CB 1.6-2.4) |

Section 3 - Fri Sep 18 |
Continuous Uniform; Expectation; Variance;
Chebyshev's Inequality; MGF; Poission; Mixed
(CB 2.1-3.6) |

Section 4 - Fri Sep 25 |
Conditional Variance; Iterated Expectations; Multivariate
Transformation; MSE and Best predictors (CB 4.1-4.6) |

Section 5 - Fri Oct 02 |
Method of Moments, MLE, Bias, Sufficiency, Completeness (CB 4.4, 6.2, 7.2-7.3) |

Section 5 Notes | |

Section 6 - Fri Oct 09 |
Cramer-Rao, Hypothesis Testing (CB 6.2, 7.3, 8.3) |

supplementary material

Notes on Integrals (Section 2) - 2009.09.13Notes on Infimum (Section 3) - 2008.09.19

Notes on Completeness - 2008.10.19

problem sets

past final exams

Fall 2006 Exam Fall 2007 Exam | Fall 2008 ExamFall 2006 Solutions Fall 2007 Solutions | Fall 2008 Solutions

for fun:

The Monty Hall Problem Strikes Back:Chen, M. Keith. "Rationalization and Cognitive Dissonance: Do Choices Affect or Reflect Preferences?" (2008)

Keith Chen / Monty Hall in the NY Times, April 8, 2008

Background on Monty Hall problem (1975), links to Three Prisoners problem (1959) and Bertrand's Box paradox (1889)

NY Times on interpreting statistics in medicine (cites Berkeley's Freedman):

Kolata, Gina K. "Searching for Clarity: A Primer on Medical Studies." September 29, 2008.

NY Times on publication bias (pop coverage of New England Journal of Medicine article):

Carey, Benedict. "Antidepressant Studies Unpublished." January 17, 2008.

Original article: Turner, Matthews, Linardatos, Tell, and Rosenthal.

"Selective Publication of Antidepressant Trials and Its Influence on Apparent Efficacy."

in memoriam:

Professor Erich LehmannProfessor David Freedman