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703 Lecture 5 - Source of problem statement is GHJ page 441...

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Res Ec 703: Econometrics Order of Topics And Readings For Lecture 5 (September 21, 2010) Source Page(s) Topics BM 33-35 Situation 3: Pooling information from two different models BM 35-36 Situation 4: Partial unstacking and partial stacking BM unnumbered Partial Unstacking And Stacking Using SAS: single page . Designed to address the model set-up in Situation 4 of Fisher’s paper; . Will assist you in doing Assignment No. 2. Assignment 1 page
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Unformatted text preview: Source of problem statement is GHJ page 441. Data set is Number 2 Table 13.5 on page 443. For all parts above, write SAS programs that put the design (X) matrices in the appropriate block form. Do not use dummy variables or restricted least squares or PROC SYSLIN to do any of the tasks. Assignment Number 2 is due September 28, 2010. BM 36-37 Situation 5: Test for structural break BM 37-39 Situation 6: Insufficient degrees of freedom...
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