703 Lecture 10 - Res Ec 703 Econometrics Order of Topics...

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Res Ec 703: Econometrics Order of Topics And Readings For Lecture 10, October 7, 2010 Source Pages Topic Exam 1 This evening: Stockbridge 318, 7:00 p.m. Exam 1 1 Directions Assignment GHJ: (1) page 396 problem 11.4; 4 (2) page 399 problem 11.15, parts (a) and (f) only. Due October 14, 2010 Our next class is one week from today. Material Not Covered Last Class BM 50-51 Distinction: Exact restrictions that are true: The Case 1 RLS Estimator Exact restrictions that are untrue: The Case 2 RLS Estimator BM 51-52 Summary of the major features of the Case 1 RLS estimator BM 52-56 Deriving the estimator associated with restrictions that are exact and true. These pages are tedious because of the mathematics. New Material BM 57-58 Examples: Implementing exact restrictions in a constrained minimization framework; setting up the R matrix and the r vector. BM 58-59 Constrained minimization example using SAS. FHJ 80-85 The source of the BM notes on restricted least squares is a text by Fomby, Hill, and Johnson.
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