703 Lecture 4 - Res Ec 703: Econometrics Order o f T opics...

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Res Ec 703: Econometrics Order of Topics And Readings For Lecture 4 (September 16, 2010) Source BM BM BM BM BM BM Pagels) 29-30 30-31 31-33 33-35 35-36 unnumbered single page Topics Preliminaries for different testing situations using the Chow test (We will use Fisher's classic paper 'to treat the different testing situations). Situation 1: Overall significance of all slope coefficients in a regression model (This is not one of the situations presented in Fisher). Situation 2: Imposing restrictions on a subset of coefficients within the same model Situation 3: Pooling information from two different models Situation 4: Partial unstacking and partial stacking Partial Unstacking And Stacking Using SAS: . Designed to address the model set-up in Situation 4 of Fisher's paper; . Will assist you in doing Assignment No.2.
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Partial Unstacking And Stacking Using SAS COJisider Situation 4 on.BM pages 35-36. Let's write a SAS program to do partial unstacking and partial stacking. As an abbreviated
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703 Lecture 4 - Res Ec 703: Econometrics Order o f T opics...

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