703 Lecture 7 - Small Versus Large Sample Tests: What They...

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Res Ec 703: Econometrics Order of Topics And Readings For Lecture 7 (September 28, 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 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). Today’s Material GHJ 453-456
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Unformatted text preview: Small Versus Large Sample Tests: What They Are / When To Use Which One Assignment 3 GHJ: (1) . page 439, problem 13.2, all parts; Due Date: . also , use the condition number/condition index October 5, 2010 approach to assess collinearity; (2) page 443, problem 13.11 BM 48-50 Multicollinearity: Background and Pictorial Representation Next Class Chapter 13 Relevant reading material for collinearity (multicollinearity) GHJ BM An 11-Page Handout Dealing With Collinearity...
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This note was uploaded on 12/08/2011 for the course ECON 703 taught by Professor Bernardmorzuch during the Fall '10 term at UMass (Amherst).

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