Thursday May 28 is our last teaching day. We use it for general discussion, summing up, pointing to certain crucial parts of the curriculum, etc.; please also feel free to ask questions etc. I will also give a bit of information regarding the exam (Part I & Part II).
We also do the last half of Exercise 3, exam 2013, where you *in addition* to the points given to the students then also should *test limit results against finite-sample performance*.
Specifically, for the limit risk functions for narr, wide, smooth, compute these curves for say n = 100 and n = 500, via simulations (at theta0 = 3.333, as per the text). To simulate data from the model, use the inverse cdf method. Also, simulate the distribution of the smoothed model averaging estimator \hat\mu^*, at a few places in the parameter space, both for n = 100 and n = 500, and using the limit distribution result from Chapter 7.