Messages - Page 2
Added a note with answer suggestion. Discovered a couple of notational tweaks/errors .
The slide set for the lecture has been posted.
Also the Fulton fish market data used by HN in ch 12-15. We will use this data set in lecture 5, 6 and 7, so a good way to prepare is to familiarize yourselves with it (minimum: read the explanation in the book/website and plot the price and quantity variables)
Due to force majeure I've had to change the meeting time today: To 13-14.
But remember that you can always contact me for a meeting!
Ragnar
Slide set for tomorrow's Lecture 4, when time series begins, is out now.
Note that it is much easier to "keep track of" the literature now, since mainly only one chapter in HN for example!
Also the promissed solution note to last seminar 1 exercise.
R
Tentative program:
1. Answer questions from CC-1 and lectures
2. Review very briefly the interpretation of the "battery of" mis-sepfication tests for models of Cross-section data.
3. Review (from CC-1) alg-files and batch-files as a method of documenting your work.
4. Do Monte Carlo simulation (as a way of learning theoretical econometrics)
5. Start looking at "Models for Time-series Data".
The two contact students are:
- Marius Aleksander Lium: m.a.lium@econ.uio.no
Ida Marie Stiansen: ida.marie.stiansen@hotmail.com
We start with the "Delta-method", the most important remainder in the Lecture 2 slide-set.
There was a typo in the reading suggestion to Lecture 3 in the Lecture plan!
It has now been corrected to:
HN Ch. 9, 11.1-11.2, 11.4-11.5
The lecture is already tomorrow (Tuesday ) at 10:15.
Ragnar
Remember that we are in Auditorium 3 in ES this afternoon!
Slide set has been posted.
Ragnar
I have posted a very short Lecture Note 1 about, reparameterization (remember the end of the first lecture?), and the concept of stuctural interpreation of econometric model equations.
Have just posted it. Be so good as to work with the questions before going to the seminar, so that you can contribute to the seminar activity.
(As noted, and as an exception to the rule, there will be a solution note to Exercise C after the seminars, since this execise set is somewhat long.) .
Ragnar
at 16:15 (so there should be no problem waking up ....) down at Wilhelm Bjerknes house (mat.nat), Aud 2 they have be given us.
slide set hat been posted.
Ragnar
Thank's for turning up this morning. We almost got through it all, and exercise 14-17 will then be taken care of by you and Herman during the first seminar meeting. You will get some more exercises to dig into as well.
Thursday afternoon (not my wish!) is the start of the regular lectures. As I said, the focus is on MLE and LR in some well know, an maybe one not so well known, models.
Meanwhile, my regular office/meeting hours for the semester will be Monday 11-12. With the exception of Monday 28 August where I have to go away. But you can always ask for a meeting at other hours. Usually it is easy to set up ! I am in Room 1134 in ES
Ragnar