Course Information & Announcements

Project Presentations

Course Outline

Schedule

Arrangements for the Midterm Test

Arrangements for the Final Exam

Class Overheads

I. Introduction : Overheads 1 - 16

II. Maximum Likelihood

Maximum Likelihood Estimation : Overheads 1 - 20

Computational Aspects of MLE : Overheads 1 - 13

Asymptotic Distribution Theory : Overheads 1 - 17

Asymptotic Properties of MLE's : Overheads 1 - 19

Hypothesis Testing in the MLE Context : Overheads 1 - 37

III. Applications

Modelling Count Data: Overheads 1 - 18 || 18a - 35

Systems of Equations: 1 - 19 || 20 - 34

IV. Bayesian Econometrics

Bayesian Estimation: 1 - 12 || 12 - 27

Monte Carlo Markov Chain: 1 - 13

Handouts

General Approaches to Inference

Two Problems Using the Characteristic Function

Monte Carlo & Bootstrap Simulation

Notes on the Negative Binomial Distribution

Bayesian Consumption Function Results

Bayes Estimator Under an Absolute Error Loss Function

Lab. Classes

Lab. Class 1 (13 January) || Solution

Lab. Class 2 (20 January) - includes solution

Lab. Class 3 (27 January) || Solution

Lab. Class 4 (3 February) || Solution

Lab. Class 5 (10 February) || Solution (Workfile) || Program File || Power Plot

Lab. Class 6 (24 February) || Solution

Lab. Class 7 (3 March) || Solution

Lab. Class 8 (10 March) || Solution

Lab. Class 9 (17 March) || Solution

Lab. Class 10 (24 March) || Solution

Lab. Class 11 (7 April)

Hot Potatoes

Quiz 1

Quiz 2

Quiz 3

Quiz 4

Supplementary Problems

Supplementary Exercises I || Solution

Supplementary Exercises II || Solution

Supplementary Exercises III || Solution

Supplementary Exercises IV || Solution

Extra Bayes Exercises || Solution

Projects

Arrangements for Projects

Project Presentations

Assignments

Assignment 1 || Solution

Assignment 2 || Solution || EViews Workfile

Assignment 3 || Solution || EViews Workfile || EViews Program

Assignment 4 || Solution

Mid-Terms & Exams

2010 Final Exam || Solution

2010 Mid-Term Test || Solution

2009 Final Exam || Solution

2009 Mid-Term Test || Solution

2008 Final Exam || Solution

2008 Mid-Term Test || Solution

2007 Final Exam || Solution

2007 Mid-Term Test || Solution

Computing & Data Links

EViews Econometrics Package

The R Project for Statistical Computing

The BUGS Project

Greene's Text (Includes data tables.)

CANSIM Multidimensional Gateway

UVic Library - Data Acquisition Service

B.C. Stats

Bayes Links

International Society for Bayesian Analysis

The Bayesian Songbook

Arnold Zellner's Homepage

Dale Poirier's Homepage

Tony Lancaster's Homepage

Gary Koop's Homepage

Table of Conjugate Priors