econ583lab5fall2009

econ583lab5fall2009 - does a good job walking you through...

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Econ 583 HW 5 Eric Zivot Fall 2009 Due: Wednesday, November 4. 1 Reading 1. Hayashi, Chapters 3 and 6. 2. Hall, Chapter 2 and Chapter 3, section 5. 2 Derivations of Asymptotic Results 1. Hayashi, Chapter 3, Analytic Exercises, pages 233-250, #3, 7 and 9. Note, these questions are very matrix algebra intensive but informative. Hayashi
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Unformatted text preview: does a good job walking you through the steps. 3 GMM Estimation with Serial Correlation 1. Hayashi, Chapter 6, Questions for Review, page 399, #1; page 406, #3; page 412, #2 2. Hayashi, Chapter 6, Analytic Exercises, page 437-438, #9 1...
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This note was uploaded on 08/23/2010 for the course ECON 583 taught by Professor Zivot during the Fall '09 term at W. Alabama.

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