14.381: Statistical Methods for Economists, Fall 2004

The primary objective of this course is to provide an introduction to mathematical statistics necessary for the subsequent study of econometrics and economic theory. No prior preparation in probability and statistics is required, but familiarity with linear algebra and multivariate calculus is assumed.

 

Announcements

  • Final Examination: Monday December 13.

 

Instructor: Michael Jansson

Office: E52-262F 

Email: mjansson@mit.edu

Office Hours: Tuesday, 10:30---12:00.

 

Teaching Assistant:  José Tessada

Office: E52-204 

Email: tessada@mit.edu

Office Hours: Thursday, 4:00---6:00pm, room E52-232

Course Syllabus for Fall 2004

Midterm Solutions (pdf)

Problem Sets
Problem Set 0 (pdf)
Problem Set 1 (pdf)
Problem Set 2 (pdf)
Problem Set 3 (pdf)

Problem Set 4 (pdf)

Problem Set 5 (pdf)

Problem Set 6 (pdf)

Problem Set 7 (pdf) (hint)

Problem Set 8 (pdf)

Problem Set 9 (pdf)

Problem Set 10 (pdf)

 

Problem Set Solutions

Problem Set 0 (pdf)

Problem Set 1 (pdf)

Problem Set 2 (pdf)

Problem Set 3 (pdf)

Problem Set 4 (pdf)

Problem Set 5 (pdf)

Problem Set 6 (pdf) (question 2 part c)

Problem Set 7 (pdf)

Problem Set 8 (pdf)

Problem Set 9 (pdf)

Problem Set 10 (pdf)

 

Section Notes

(comments are welcome)

Handout 1 (pdf)

Handout 2 (pdf)

Handout 3 (pdf)

Handout 4 (pdf)

Handout 5 (pdf)

Handout 6 (pdf)

Handout 7 (pdf)

Handout 8 (pdf)

Handout 9 (pdf)

Handout 10 (pdf)

 

Handout on Estimation (pdf) pages 6 and 7 were covered in recitation (11/05)

Practice Exercises Midterm (pdf)

Handout on Matrix Algebra (pdf)

Written by Guido Kuersteiner.

Nathan Barczi (from 14.102) pointed out that "there's a mistake in the proof that eigenvectors associated with distinct eigenvalues are linearly independent (p. 11).  The proof works for symmetric matrices, but not for general ones (plus there are counterexamples for nonsymmetric matrices)." So, if you are interested in finding a more general explanation, please read his handout for 14.102.

 

Past Exams

Waiver Exam   Fall 2004  NEW!!

Midterm           Fall 1999
Midterm           Fall 2001
Final Exam       Fall 1999
Final Exam       Fall 2000

Final Exam       Fall 2003

Waiver Exam   Fall 2003

Comments

Last updated: 12/10/2004.