Course Homepage

Course Documents

• Syllabus
• Problems
• Slides
• Notes
• Github Repo for Econ 722 Contains all the LaTeX source used to generate the lecture slides and notes.

Apps

I’ve written two RShiny apps to visualize some of the material on the asymptotics of AIC versus BIC:

• Probability of Selecting M1
• MSE of Post-Selection Estimators

Computing Resources:

I’ve posted some relevant information here.