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LSE | EC 220
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#### 22 sample documents related to EC 220

• LSE EC 220
EC220 Briefing for Students, Lent Term 2012 2011/2012 Welcome back to EC220 Introduction to Econometrics. You probably noticed that the theory lectures last term, and the associated problem sets, started slowly and gradually gathered momentum. The idea wa

• LSE EC 220
EC220 Briefing for Students, Michaelmas Term 2011 2011/2012 Welcome to EC220 Introduction to Econometrics. The purpose of this briefing is to provide you with some basic general information about the course and to answer some common questions. It is follo

• LSE EC 220
EC220 2011/2012 Errata in the text Unfortunately, the typesetters for the current edition of the text did a terrible job. Partly this was attributable to the use of a new software platform that is not designed for books with maths. Partly, a general lack

• LSE EC 220
Summer 2010 examination EC220 Introduction to Econometrics 2009/2010 syllabus only. Not for resit candidates. Instructions to candidates Time allowed: 3 hours + 15 minutes reading time This paper contains NINE questions. Answer any FOUR questions. All que

• LSE EC 220
Chapter 1 Simple regression analysis Overview This chapter introduces the least squares criterion of goodness of fit and demonstrates, first through examples and then in the general case, how it may be used to develop expressions for the coefficients that

• LSE EC 220
Chapter 2 Properties of the regression coefficients and hypothesis testing Overview Chapter 1 introduced least squares regression analysis, a mathematical technique for fitting a relationship given suitable data on the variables involved. It is a fundamen

• LSE EC 220
Chapter 3 Multiple regression analysis Overview This chapter introduces regression models with more than one explanatory variable. Specific topics are treated with reference to a model with just two explanatory variables, but most of the concepts and resu

• LSE EC 220
Chapter 4 Transformations of variables Overview This chapter shows how least squares regression analysis can be extended to fit nonlinear models. Sometimes an apparently nonlinear model can be linearized by taking logarithms. Y 1 X 2 and Y 1 e 2 X are exa

• LSE EC 220
Chapter 5 Dummy variables Overview This chapter explains the definition and use of a dummy variable, a device for allowing qualitative characteristics to be introduced into the regression specification. Although the intercept dummy may appear artificial a

• LSE EC 220
Chapter 6 Specification of regression variables Overview This chapter treats a variety of topics relating to the specification of the variables in a regression model. First there are the consequences for the regression coefficients, their standard errors,

• LSE EC 220
Chapter 7 Heteroscedasticity Overview This chapter begins with a general discussion of homoscedasticity and heteroscedasticity: the meanings of the terms, the reasons why the distribution of a disturbance term may be subject to heteroscedasticity, and the

• LSE EC 220
Chapter 8 Stochastic regressors and measurement errors Overview Until this point it has been assumed that the only random element in a regression model is the disturbance term. This chapter extends the analysis to the case where the variables themselves h

• LSE EC 220
Chapter 9 Simultaneous equations estimation Overview Until this point the analysis has been confined to the fitting of a single regression equation on its own. In practice, most economic relationships interact with others in a system of simultaneous equat

• LSE EC 220
Chapter 11 Models using time series data Overview This chapter introduces the application of regression analysis to time series data, beginning with static models and then proceeding to dynamic models with lagged variables used as explanatory variables. I

• LSE EC 220
Chapter 12 Properties of regression models with time series data Overview This chapter begins with a statement of the regression model assumptions for regressions using time series data, paying particular attention to the assumption that the disturbance t

• LSE EC 220
Chapter 14 Introduction to panel data Overview Increasingly, researchers are now using panel data where possible in preference to cross-sectional data. One major reason is that dynamics may be explored with panel data in a way that is seldom possible with

• LSE EC 220
PROPERTIES OF THE NONLINEAR LEAST SQUARES REGRESSION COEFFICIENTS This is an additional section for Chapter 4. It is part of the syllabus for 20112012, but there will not be an examination question in 2012 directly relating to this topic. In general, when

• LSE EC 220
WHERE DOES THE DISTURBANCE TERM END AND OMITTED VARIABLE BIAS BEGIN? This is an additional section for Chapter 8. It is a clarificaiton of esxisting material and hence part of the examinable syllabus. Omitted variable bias is caused by the omission of an

• LSE EC 220
EC220 Problem Sets 1 and 2, Michaelmas Term 2011 2011/2012 Note: The problem sets for weeks 3 10 and week 1 of the Lent term will be distributed in the first class. Note: A written answer to Problem Set 1 is due for the first class For the class in the we

• LSE EC 220
EC220 Problem Sets 3 9, Michaelmas Term 2011 2011/2012 Note: Problem Sets 1 and 2 were distributed with the initial hand-out. For the class in the week beginning October 31 PROBLEM SET 3 Note: For Items 1 and 2 you will use Stata and an EAEF data set deri

• LSE EC 220
EC220 Problem Sets, Lent Term, 2012 2011/2012 For the class in the week beginning January 16 PROBLEM SET 10 (0) Write down the name and office hour of your class teacher. (1)* Exercise 7.3 in the text Fit an earnings function using your EAEF data set, tak

• LSE EC 220
EC220 Syllabus 2011/2012 This syllabus is intended to provide an explicit list of all the mathematical formulae and proofs that you are expected to know for the examination at the end of the year. You are warned that a knowledge of the formulae and proofs