README HW5¶

Important: If you struggle with any part of this assignments, raise an issue in the repo (see the section below on how to submit)

Tasks¶

Part 1¶

See notebook HW5-part-1.ipynb

Part 2¶

Write a python script (a text file with .py extension) which runs the simulation and prints on the screen the results for estimation biases and MSEs for a given set of values for: $α_{0}$ , $α_{1}$ , $σ^{2}$ , n_rep, and n_obs. That is, you should be able to execute

python MC_ar1.py 1 0.5 1.5 500 100

and obtain the same results as before (use the same seed as in Part 1). Here MC_ar1.py is the name of the python module you will create (chose a different name if you want).

Important: First create a file which does the above for values of $α_{0}$ , $α_{1}$ , etc, that are specified in the file itself, and test it with the values from Part 1. On Friday we will see how to turn those parameters into command-line arguments that can be chosen when the program is run in the terminal.

Part 3¶

Write down what difficulties, questions, or points of confusion (if any) you had about this assignments.

Submission¶

Submit as a folder with name HW5 in your repository at https://github.com/PhDEcon108. In addition to the the two notebooks, the folder should contain a README.md file describing the content of the repository. It should also have a section where you write your answer to Part 3.

README HW5

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