Economics 520: Theory of Quantitative Methods (Fall 2009)

• Home
• Research
• Teaching
• CV
• Haiku

Makeup Lectures: Tues, 11/24 and Tues, 12/1, 9:30-10:45 am, McClelland 401KK.

Lectures: Tues, Thurs, 12:30-1:45 pm, McClelland 130
Office Hours: Thursdays, 2-4 pm, or by apppointment

Teaching Assistant: Dong-Hyuk Kim, donghyuk@email.arizona.edu
TA Office Hours: Mondays 4-5 PM, McClelland 134
Discussion Section: Fridays 4-5 PM, McClelland 134 (note change)

Midterm Exam: Thursday, October 8 (during regular class time)
Final Exam: Tuesday, Dec 15, 11 AM - 1 PM

Course Description
This course serves as an introduction to probability theory and statistical inference for graduate studies in economics and related fields. It is particularly intended to prepare students for graduate econometrics courses (522A and 522B) and for applications of probability theory in other parts of economics.

Handouts

• Syllabus: PDF (revised 8/18/09)
• Lecture Note 1: PDF
• R Handout 1: PDF
• Lecture Note 2: PDF (revised 08/30/09)
  • Graphical explanation of Monty Hall by John de Pillis
  • NYT Article on Monty Hall Problem
• Lecture Note 3: PDF
• Lecture Note 4: PDF
• Lecture Note 5: PDF
• R Handout 2: PDF
• Lecture Note 6: PDF
• Lecture Note 7: PDF (minor typo corrected on 10/01/09)
• Lecture Note 8: PDF
• Lecture Note 9: PDF (correction made on 10/14/09)
• Lecture Note 10: PDF
• Lecture Note 11: PDF
• Lecture Note 12: PDF
• Lecture Note 13: PDF
• Lecture Note 14: PDF
• Lecture Note 15: PDF

Assignments
Note: You may work in groups, but you must write your own solutions in your own words. For assignments requiring computer programming, include the code and make sure the code is adequately commented so that it can be understood by others. Report results of computer exercises cleanly -- do not just print out everything that appears on the screen. "CB" refers to exercises from Casella and Berger.

• HW1: CB 1.2, 1.4, 1.13, 1.14, 1.20. Due Thursday, Sept 3, at beginning of class. (Note: future homeworks will usually be due on Tuesdays.)
• HW2: PDF. Due Tuesday, Sept 15.
• HW3: PDF. Due Tuesday, Sept 22.
• HW4: PDF. Due Tuesday, Sept 29.
• HW5: CB 3.25, 4.1, 4.7, 4.13. Due Tuesday, October 6, at beginning of class.
• Midterm Review Questions: PDF.
• HW6: PDF. Due Tuesday, October 27.
• HW7: PDF. Due Thursday, November 12 (note date).
• HW8: PDF. Due Tuesday, November 24.

Other Resources

• The R Project
• You can run R from a USB drive
• Economics 519 Web Page
• Introduction to Statistical Thought, a statistics text by Michael Lavine available online.
• How to Write Proofs, by Larry Cusick.