Tom's bringing four new lectures into repo, June 27

Author: thomassargent30

lectures/_static/quant-econ.bib

@@ -4,112 +4,144 @@
 ###
 
 
+@article{Orcutt_Winokur_69,
+  issn      = {00129682, 14680262},
+  url       = {http://www.jstor.org/stable/1909199},
+  abstract  = {Monte Carlo techniques are used to study the first order autoregressive time series model with unknown level, slope, and error variance. The effect of lagged variables on inference, estimation, and prediction is described, using results from the classical normal linear regression model as a standard. In particular, use of the t and x^2 distributions as approximate sampling distributions is verified for inference concerning the level and residual error variance. Bias in the least squares estimate of the slope is measured, and two bias corrections are evaluated. Least squares chained prediction is studied, and attempts to measure the success of prediction and to improve on the least squares technique are discussed.},
+  author    = {Guy H. Orcutt and Herbert S. Winokur},
+  journal   = {Econometrica},
+  number    = {1},
+  pages     = {1--14},
+  publisher = {[Wiley, Econometric Society]},
+  title     = {First Order Autoregression: Inference, Estimation, and Prediction},
+  urldate   = {2022-06-25},
+  volume    = {37},
+  year      = {1969}
+}
+
+@article{hurwicz1950least,
+  title   = {Least squares bias in time series},
+  author  = {Hurwicz, Leonid},
+  journal = {Statistical inference in dynamic economic models},
+  volume  = {10},
+  pages   = {365--383},
+  year    = {1950}
+}
+
+@article{wecker1979predicting,
+  title     = {Predicting the turning points of a time series},
+  author    = {Wecker, William E},
+  journal   = {Journal of business},
+  pages     = {35--50},
+  year      = {1979},
+  publisher = {JSTOR}
+}
 
 @book{Chadhuri_Mukerjee_88,
-  title = {Randomized Response: Theory and Technique},
-  author = {A Chadhuri and R Mukerjee},
-  year = {1988},
+  title     = {Randomized Response: Theory and Technique},
+  author    = {A Chadhuri and R Mukerjee},
+  year      = {1988},
   publisher = {Marcel Dekker},
-  address = {New York}
+  address   = {New York}
 }
 
 @article{warner1965randomized,
-  title={Randomized response: A survey technique for eliminating evasive answer bias},
-  author={Warner, Stanley L},
-  journal={Journal of the American Statistical Association},
-  volume={60},
-  number={309},
-  pages={63--69},
-  year={1965},
-  publisher={Taylor \& Francis}
+  title     = {Randomized response: A survey technique for eliminating evasive answer bias},
+  author    = {Warner, Stanley L},
+  journal   = {Journal of the American Statistical Association},
+  volume    = {60},
+  number    = {309},
+  pages     = {63--69},
+  year      = {1965},
+  publisher = {Taylor \& Francis}
 }
 
 
 @article{ljungqvist1993unified,
-  title={A unified approach to measures of privacy in randomized response models: A utilitarian perspective},
-  author={Ljungqvist, Lars},
-  journal={Journal of the American Statistical Association},
-  volume={88},
-  number={421},
-  pages={97--103},
-  year={1993},
-  publisher={Taylor \& Francis}
+  title     = {A unified approach to measures of privacy in randomized response models: A utilitarian perspective},
+  author    = {Ljungqvist, Lars},
+  journal   = {Journal of the American Statistical Association},
+  volume    = {88},
+  number    = {421},
+  pages     = {97--103},
+  year      = {1993},
+  publisher = {Taylor \& Francis}
 }
 
 @article{lanke1976degree,
-  title={On the degree of protection in randomized interviews},
-  author={Lanke, Jan},
-  journal={International Statistical Review/Revue Internationale de Statistique},
-  pages={197--203},
-  year={1976},
-  publisher={JSTOR}
+  title     = {On the degree of protection in randomized interviews},
+  author    = {Lanke, Jan},
+  journal   = {International Statistical Review/Revue Internationale de Statistique},
+  pages     = {197--203},
+  year      = {1976},
+  publisher = {JSTOR}
 }
 
 
 @article{leysieffer1976respondent,
-  title={Respondent jeopardy and optimal designs in randomized response models},
-  author={Leysieffer, Frederick W and Warner, Stanley L},
-  journal={Journal of the American Statistical Association},
-  volume={71},
-  number={355},
-  pages={649--656},
-  year={1976},
-  publisher={Taylor \& Francis}
+  title     = {Respondent jeopardy and optimal designs in randomized response models},
+  author    = {Leysieffer, Frederick W and Warner, Stanley L},
+  journal   = {Journal of the American Statistical Association},
+  volume    = {71},
+  number    = {355},
+  pages     = {649--656},
+  year      = {1976},
+  publisher = {Taylor \& Francis}
 }
 
 
 @article{anderson1976estimation,
-  title={Estimation of a proportion through randomized response},
-  author={Anderson, Harald},
-  journal={International Statistical Review/Revue Internationale de Statistique},
-  pages={213--217},
-  year={1976},
-  publisher={JSTOR}
+  title     = {Estimation of a proportion through randomized response},
+  author    = {Anderson, Harald},
+  journal   = {International Statistical Review/Revue Internationale de Statistique},
+  pages     = {213--217},
+  year      = {1976},
+  publisher = {JSTOR}
 }
 
 @article{fligner1977comparison,
-  title={A comparison of two randomized response survey methods with consideration for the level of respondent protection},
-  author={Fligner, Michael A and Policello, George E and Singh, Jagbir},
-  journal={Communications in Statistics-Theory and Methods},
-  volume={6},
-  number={15},
-  pages={1511--1524},
-  year={1977},
-  publisher={Taylor \& Francis}
+  title     = {A comparison of two randomized response survey methods with consideration for the level of respondent protection},
+  author    = {Fligner, Michael A and Policello, George E and Singh, Jagbir},
+  journal   = {Communications in Statistics-Theory and Methods},
+  volume    = {6},
+  number    = {15},
+  pages     = {1511--1524},
+  year      = {1977},
+  publisher = {Taylor \& Francis}
 }
 
 @article{greenberg1977respondent,
-  title={Respondent hazards in the unrelated question randomized response model},
-  author={Greenberg, Bernard G and Kuebler, Roy R and Abernathy, James R and Horvitz, Daniel G},
-  journal={Journal of Statistical Planning and Inference},
-  volume={1},
-  number={1},
-  pages={53--60},
-  year={1977},
-  publisher={Elsevier}
+  title     = {Respondent hazards in the unrelated question randomized response model},
+  author    = {Greenberg, Bernard G and Kuebler, Roy R and Abernathy, James R and Horvitz, Daniel G},
+  journal   = {Journal of Statistical Planning and Inference},
+  volume    = {1},
+  number    = {1},
+  pages     = {53--60},
+  year      = {1977},
+  publisher = {Elsevier}
 }
 
 
 @article{greenberg1969unrelated,
-  title={The unrelated question randomized response model: Theoretical framework},
-  author={Greenberg, Bernard G and Abul-Ela, Abdel-Latif A and Simmons, Walt R and Horvitz, Daniel G},
-  journal={Journal of the American Statistical Association},
-  volume={64},
-  number={326},
-  pages={520--539},
-  year={1969},
-  publisher={Taylor \& Francis}
+  title     = {The unrelated question randomized response model: Theoretical framework},
+  author    = {Greenberg, Bernard G and Abul-Ela, Abdel-Latif A and Simmons, Walt R and Horvitz, Daniel G},
+  journal   = {Journal of the American Statistical Association},
+  volume    = {64},
+  number    = {326},
+  pages     = {520--539},
+  year      = {1969},
+  publisher = {Taylor \& Francis}
 }
 
 @article{lanke1975choice,
-  title={On the choice of the unrelated question in Simmons' version of randomized response},
-  author={Lanke, Jan},
-  journal={Journal of the American Statistical Association},
-  volume={70},
-  number={349},
-  pages={80--83},
-  year={1975},
-  publisher={Taylor \& Francis}
+  title     = {On the choice of the unrelated question in Simmons' version of randomized response},
+  author    = {Lanke, Jan},
+  journal   = {Journal of the American Statistical Association},
+  volume    = {70},
+  number    = {349},
+  pages     = {80--83},
+  year      = {1975},
+  publisher = {Taylor \& Francis}
 }
 
 

lectures/_toc.yml

@@ -10,29 +10,30 @@ parts:
   - file: qr_decomp
   - file: complex_and_trig
   - file: eig_circulant
+  - file: svd_intro
 
 - caption: Elementary Statistics
   numbered: true 
   chapters:
+  - file: prob_matrix
+  - file: time_series_with_matrices
   - file: lln_clt
   - file: prob_meaning
   - file: multi_hyper
   - file: multivariate_normal
   - file: heavy_tails
   - file: hoist_failure
-  - file: time_series_with_matrices
   - file: back_prop
   - file: rand_resp
   - file: util_rand_resp
-  - file: svd_intro
 
-
 - caption: Linear Programming
   numbered: true
   chapters:
   - file: lp_intro
   - file: opt_transport
   - file: von_neumann_model
+  
 - caption: Introduction to Dynamics
   numbered: true
   chapters:
@@ -68,6 +69,14 @@ parts:
   - file: egm_policy_iter
   - file: ifp
   - file: ifp_advanced
+
+- caption: Bayes Law
+  numbered: true
+  chapters:
+  - file:  bayes_nonconj
+  - file:  ar1_bayes
+  - file:  ar1_turningpts
+
 - caption: Information
   numbered: true
   chapters:
@@ -78,6 +87,7 @@ parts:
   - file: exchangeable
   - file: likelihood_bayes
   - file: navy_captain
+
 - caption: LQ Control
   numbered: true
   chapters: