Methods of Economic Investigations (Ec402)

Michaelmas 2017

Vassilis Hajivassiliou, LSE 2017

IMPORTANT NOTICE:

ACCESS TO THE MATERIAL ON THIS PAGE IS ALLOWED ONLY FROM:

THE MOODLE/EC402 PAGE AND BY OTHER AUTHORIZED USERS!

Administrative

• Office Hours

Course Materials

• Intro: Course Guide/Reading List

• Visualizer Notes

• 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: Limited Dependent Variable Models
• Appendix 3 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

  These will be uploaded on the webpage week by week

  • 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, part 1
  • Answers to Problem Set 7, part 2
  • Answers to Problem Set 8

• Past ec402 Exams (last 5 academic years)

  2016-2017
  ec402 WK0 LT Final Exam, January 2017	Answers to ec402 WK0 LT Final Exam, January 2017
  2015-2016
  ec402 Final Exam, June 2016	ec402 Final Exam, June 2016 --- Vassilis's part ONLY
  2014-2015
  ec402 Final Exam, June 2015	Answers to ec402 Final Exam, June 2015 --- Vassilis's part ONLY
  ec402 Mock Exam, April 2015	ec402 Mock Exam, April 2015 --- Only VH and DQ answers
  ec402 Midterm Exam, December 2014	Answers to ec402 Miderm Final Exam, December 2014
  2013-2014
  ec402 Final Exam, June 2014	Answers to ec402 Final Exam, June 2014 --- Vassilis's part ONLY
  2012-2013
  ec402 Final Exam, June 2013	Answers to ec402 Final Exam, June 2013
  ec402 Mock Exam, April 2013	Answers to ec402 Mock Exam, April 2013
  ec402 Midterm Exam, December 2012	Answers to ec402 Miderm Exam, December 2012

• Graphical and Monte-Carlo Illustrations

  • Misspecification in Linear Regression
  • LLN and CLT Experiments

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