- Stat lab 462 JMHH: Basically M-F, 11 - 5, (but Wed and Thursday are slighly different schedule)
- Office hours: Monday at 3:00 (Huntsman 472). Or email me for an appointment.

- Display ft vs sales
- amazon data (from compscore)
- Population cohorts 1926 - 1979 (total .txt,.csv)
- DJIA (.txt, .csv)
- gold.jmp
- Homework 1: download Berndt data. (guidelines)
- Nerlov data (.jmp, .txt)
- learning model cars
- Berkshire Hathaway Inc (.JMP)
- info on hedge funds
- See the end of this page for other data sets of interest

- Sept 4th: Review of simple linear regression (guest lecturer: Dylan Small)

- Sept 9th: cont'd
- Sept 11th: Gold in detail and start looking at a careful look at residuals

- Sept 16th: Finish up residuals and a look at chapter 2 of Berndt (you should read chapter 2 and start on the first homework.)
- Sept 18th: Multiple regression (start reading chapter 3)

- Sept 23th: Production functions
- Sept 25th: More production functions (HW 1 due (guidelines for HW1)) (Berndt data)

- Sept 30st: Intro to Nerlove data and bootstraps
- Oct 2rd: Bootstraping, left-out variables, Weighted least squares

- Oct 7th: Ponzironi
- Oct 9th: More ponzironi(Notes updated Oct 9th: .ps, .pdf)

- Oct 14th: No class: fall break
- Oct 17th: Finishing 3 disasters and a Simulation to introduct risk. (HW 2 due)

- Oct 21th: Introduction to risk
- Oct 23th: The CAPM model from a statistical perspective (The CAPM model continued and Berkshire Hathaway Inc)

- Oct 28th: Time series 1
- Oct 30th: Time series 2 and the partial auto-correlation function

- Nov 4th: TS using JMP
- Nov 6th:Time series (unemployment and PDL) (HW 3 due)

- Nov 11th: Large data sets (Cross validation and trees)
- Nov 13th: Large data (more trees)

- Nov 18th: Large data 3
- Nov 20st: Large data 4: Bankruptcy based on credit card information HW 4 target turn in date

- Nov 25th: Research topic (if time permits): Subjective confidence intervals.
- Nov 27th: Thanksgiving!

- Dec 2th: (presentations)
- Darwin Choi and Sandeep Rana
- Daniel Bort and Fei Jin
- Brad Pennington and Wonwhee Kim
- Charles Gex and Sergey Skvortsov
- Hania Dawood and Yasser Abou-Ouf
- Paul Borochin

- Dec 4th: (presentations)
- Abc Chou and Akshay Mansukhani
- Molly Harper, Jason Brenner and Duane Robinson
- John Eanes and Brian Baldwin
- Rob Laragh and Dan Parker
- Avani Doshi and Leigha Salvo

- Dec 8th: homework 5 early turn in. (On big data.)
- No final!
- Drop dead date: Dec 15th, 5:00pm:

- KOPCKE data for homework 4: (raw data) Note strange file format. You WILL need to edit it! If you read it into a text editor you will see that there are TWO different columns of number. Here are some comments on the file.
- Magic forecasting rule to generate excess returns
- IBM (.txt)
- value weighted.cvs
- Monthly T-bills, VW, inflation 1925 - 1995 (.jmp,.txt) suggestion: DJIA for homework. :-)
- Homework evaluations (.txt). Notice that no homework is statistically significantly worse than any other. Too bad!
- mink data (txt,txt, xls) documentation
- International Airline (.jmp)
- Unemployment (.csv)
- Live births in Pennsylvania 1915 - 1997 csv
- Fish (.jmp)
- Hurricane (Splus)

Last modified: Wed Nov 2 17:18:35 EST 2005

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