Econ-240A Econometrics Section Website

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) - 2009.09.13
Notes on Infimum (Section 3) - 2008.09.19
Notes on Completeness - 2008.10.19

problem sets

past final exams

for fun:

in memoriam: