Methods of Economic Investigations (Ec402)

Michaelmas 2011

Vassilis Hajivassiliou, LSE 2011

Administrative

• Office Hours
• Scheduling of Lectures
• Sign-up to Course Emailing List

Course Materials

• Intro

  • Reading List

• Handouts

  • Chapter 1: Statistics Overview
  • Chapter 2: The Linear Regression Model
  • Chapter 3: Hypothesis Testing
  • Appendix 1 to Chapter 2: Asymptotics
  • Appendix 2 to Chapter 2: A Synthesis of the Classic 5 Assumptions
  • Chapter 4: IV Estimation
  • Chapter 5.1: Independence, Mean-Independence, and Uncorrelatedness [OPTIONAL]
  • Chapter 5.2: Some Clarifications on Relations between A4 and A3 Assumptions
  • Chapter 5.3: Some Clarifications on Hypotheses Testing in Linear Regression
  • Chapter 5.4: A Synthetic Summary of the Asymptotics of Ordinary Least Squares

• Problem Sets

  • Problem Set 1
  • Problem Set 2
  • Problem Set 3
  • Problem Set 4
  • Problem Set 5
  • Problem Set 6
  • Problem Set 7
  • Problem Set 8

• Answers to Problem Sets

  • Answers to Problem Set 1
  • Answers to Problem Set 2
  • Answers to Problem Set 3
  • Answers to Problem Set 4
  • Answers to Problem Set 5
  • Answers to Problem Set 6
  • Answers to Problem Set 7
  • Answers to Problem Set 8

• Past ec402 Exams

  2011-2012
  ec402/fm437 Midterm Exam, November 2011	Answers to ec402/fm437 Miderm Final Exam, November 2011
  2010-2011
  ec402 Final Exam, June 2011	Answers to ec402 Final Exam, June 2011
  fm437 Mock Exam -- Vassilis's Section, April 2011	Answers to fm437 Mock Exam -- Vassilis's Section, April 2011
  ec402/fm437 Midterm Exam, November 2010	Answers to ec402/fm437 Miderm Final Exam, April 2010
  2009-2010
  ec402 Final Exam, June 2010	Answers to ec402 Final Exam, June 2010
  fm437 Mock Exam -- Vassilis's Section, April 2010	Answers to fm437 Mock Exam -- Vassilis's Section, April 2010
  ec402/fm437 Midterm Exam, November 2009	Answers to ec402/fm437 Miderm Final Exam, April 2009
  2008-2009
  ec402 Final Exam, June 2009	Answers to ec402 Final Exam, June 2009
  ec402/fm437 Mock Final Exam, April 2009	Answers to ec402/fm437 Mock Final Exam, April 2009
  ec402/fm437 Midterm Exam, December 2008	Answers to ec402/fm437 Miderm Final Exam, December 2008
  2007-2008
  ec402 Final Exam 2008	Answers to ec402 Final Exam 2008
  fm437 Final Exam 2008	For answers to ec402 part, see link above
  ec402 Mock Final Exam, April 2008	Answers to ec402 Mock Final Exam, April 2008
  fm437 Mock Final Exam, April 2008 (Vassilis's questions)	Answers to fm437 Mock Final Exam, April 2008 (Vassilis's questions)
  ec402/fm437 Midterm Exam, December 2007	Answers to ec402/fm437 Midterm Exam, December 2007
  2006-2007
  ec402 Final Exam 2007	Answers to ec402 Final Exam 2007
  ec402 Mock Final Exam, April 2007	Answers to ec402 Mock Final Exam, April 2007
  ac437 Mock Final Exam, April 2007	Answers to ac437 Mock Final Exam, April 2007
  ec402/ac437 Midterm Exam, November 2006	Answers to ec402/ac437 Midterm Exam, November 2006
  2005-2006
  ec402 Final Exam 2006	Answers to ec402 Final Exam 2006
  ec402 Mock Final Exam, April 2006	Answers to ec402 Mock Final Exam, April 2006
  ac437 Mock Final Exam, April 2006	Answers to ac437 Mock Final Exam, April 2006
  ac437/ec402 Midterm Exam, November 2005	Answers to ac437/ec402 Midterm Exam, November 2005
  2004-2005
  Final Exam, June 2005	Answers to Final Exam, June 2005
  Mock Exam, April 2005	Answers to Mock Exam, April 2005
  Midterm Exam, December 2004	Answers to Midterm Exam, December 2004
  2003-2004
  Final Exam 2003-2004	Answers to Final Exam 2003-2004
  Mock Exam, April 2004	Answers to Mock Exam, April 2004
  Midterm Exam, Michaelmas 2003-2004	Answers to Midterm Exam, Michaelmas 2003-2004
  2002-2003
  Final Exam, 2002-2003	Answers to Final Exam, 2002-2003
  Mock Exam, April 2003	Answers to Mock Exam, April 2003
  Midterm Exam, Michaelmas 2002-2003	Answers to Midterm Exam, Michaelmas 2002-2003
  2001-2002
  Final Exam 2002	Answers to Final Exam 2002
  Mock Exam, April 2002	Answers to Mock Exam, April 2002
  Midterm Exam, Michaelmas 2001-2002	Answers to Midterm Exam, Michaelmas 2001-2002
  2000-2001
  Final Exam 2001	Answers to Final Exam 2001
  Mock Exam, April 2001	Answers to Mock Exam, April 2001
  Midterm Exam, Michaelmas 2000-2001	Answers to Midterm Exam, Michaelmas 2000-2001
  1999-2000
  Final Exam 2000	Answers to Final Exam 2000
  1997-1998
  Midterm Exam, Michaelmas 1997-1998
  1996-1997
  Final Exam 1997	Answers to Final Exam 1997
  Midterm Exam, Michaelmas 1996-1997	Answers to Midterm Exam, Michaelmas 1996-1997

• Graphical and Monte-Carlo Illustrations

  • Misspecification in Linear Regression
  • LLN and CLT Experiments

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