Exams and Assignments for Econ 551

Current Assignments

Notes on programming in GAUSS:

Note 1(postscript ) (pdf )

Note 2(postscript ) (pdf )

A GAUSS procedure that may be helpful:(loc.g)

Problem Set 2 (html ) (postscript )

Problem Set 3 (html ) (postscript )

Problem Set 4 (html ) (postscript) (pdf)

Problem Set 5 (html ) (postscript) (pdf)

Hints to Question 4: README file GAUSS programs

Answers to Problem Sets and Exams for Econ 551 (Spring 99)

Answers to Problem set 1 (html )

(Sample GAUSS program for Q2) (Plot of beta_0) (Plot of beta_1) (Plot of beta_2)

(Sample GAUSS program for Q3)

Answers to Problem set 2 (html ) (postscript )

Answers to Problem set 3 (html ) (postscript )

Answers to Problem set 4 (html ) (postscript )

Sample GAUSS programs:

(nlreg.gpr) (mle.gpr) (eval_nls.g) (eval_fgls.g) (eval_fiml.g) (hesschk.g)

Problem Sets and Exams for Econ 551 (Spring 1998)

Problem set 0 (html ) (postscript ) (pdf )

(plot of data1.asc) (plot of data2.asc)

Problem set 1(html ) (postscript ) (pdf )

Midterm Exam(html ) (postscript ) (PDF )

Answers to Problem Sets and Exams for Econ 551 (Spring 1998)

Answers to Problem set 0 (html ) (postscript ) (pdf )

Answers to Problem set 1 (html ) (postscript ) (pdf )

Answers to 1998 Midterm Exam(html ) (postscript ) (PDF )

Problem Sets and Exams for Econ 551 (Spring 1997)

1997 Problem set 1(html ) (postscript )

Problem set 2(html ) (postscript )

Extra credit problem on invariant densities(html ) (postscript )

Problem set 3(html ) (postscript )

1997 Midterm Exam(html ) (postscript )

Problem set 4(html ) (postscript )

Final Exam(html ) (postscript )

Programs and Hints for Econ 551 Midterm Exam (Spring 1997)

Hints to Questions 1 and 4 of Midterm Exam (html ) (postscript )

mnlest.gpr for computing maximum likelihood estimates

max.g for computing maximum likelihood estimates (called by mnlest.gpr).

eval.g log-likelihood and derivatives of binomial logit model (called by max.g).

EVALMNL.G log-likelihood and derivatives of general multinomial logit model

EVALMNL1.G for multinomial logit model with alternative-specific coefficients

drvchk.g for checking derivatives of the log-likelihood function.

loc.g for returning the position of an ASCII name in a list of names.

reg.g for OLS parameter estimates and related statistics.

Answers to Problem Sets and Exams for Econ 551 (Spring 1997)

Answers to problem set 1(html ) (postscript )

Answers to problem set 2(html ) (postscript )

Answers to problem set 3(html ) (postscript )

Answers to problem set 4 (html ) (postscript )

Answers to 1997 Midterm Exam(html ) (postscript )

betaplot.gpr plots beta prior and posterior densities

gibbs.gpr simulates draws from a bivariate normal density

dirichlet.gpr simulates draws from a Dirichlet posterior density

setparm.g procedure to initialize parameters for dirichlet.gpr

tnlest.gpr shell program to estimate trinomial logit model in midterm exam

data1.est output of shell program tnlest.gpr answering question 4-B of midterm exam

surgibbs.gpr program for Gibbs sampling for the SUR Model

get_dat.g procedure to retrieve (y,x) data for use by surgibbs.gpr

set_hp.g procedure to set prior hyperparameters in surgibbs.gpr

Send questions/comments to: jrust@econ.yale.edu

Exams and Assignments for Econ 551

Problem Sets for Econ 551 (Spring 01)

Final Exam for Econ 551 (Spring 01)

Solutions to Final Exam for Econ 551 (Spring 01)

First Midterm Exam for Econ 551 (Spring 99)

Answers to First Midterm Exam for Econ 551 (Spring 99)

Problem Sets for Econ 551 (Spring 99)