703 Lecture 6 - of the tasks Assignment Number 2 is due BM...

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Res Ec 703: Econometrics Order of Topics And Readings For Lecture 6 (September 23, 2010) Source Page(s) Topics Exam 1 Date for Exam 1: October 7, 2010: Thursday, 6:00 p.m. Material Not Covered Last Class 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 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
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Unformatted text preview: 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 Today’s Material BM bottom 39-41 Situation 7: Non-nested hypothesis test situation: testing between competing functional forms GHJ 344-346 Choice of Functional Form example; presented as a two-page handout with a SAS program and output (This will be distributed in class). For next class, please read carefully: GHJ 453-456 Small Versus Large Sample Tests: What They Are / When To Use Which One...
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