703 Lecture 26

# 703 Lecture 26 - If you spot something curious can you tell...

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Res Ec 703: Econometrics Order Of Topics And Readings For Lecture 26, December 9, 2010 Source Pages Topic Issues Relating To The Final Exam When is it? Tuesday, December 14, 2010, 10:30 a.m., Stockbridge 114 With what There is overlap with Exam 2. material Material begins with Zellner estimation. does it begin? The start is BM page 99. BM one page Topics For The Final Exam Optional Assignment 9 Assignment Page 469, problem 14.10, parts (a), (b) F test only, (c), and (d) 9 Page 626, problem 19.1 (Do 2SLS) Page 628, problem 19.8 (Do 3SLS) In the estimation for problem 19.8, there is a result that may catch your eye.
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Unformatted text preview: If you spot something curious, can you tell me why this happens? Material From Last Class That Was Not Covered BM 139-middle 140 Summary of issues BM middle 140-141 Indirect Least Squares (ILS) BM 142-143 Two-Stage Least Squares (2SLS) New Material SAS 1 st of two condensed The SYSLIN Procedure: SAS 2SLS set-up for an identified structure. unnumbered pages distributed today BM 144-146 Estimation technique: Three Stage Least Squares (3SLS) SAS 2 nd of two condensed The SYSLIN Procedure: SAS 3SLS set-up for an identified structure. unnumbered pages distributed today BM 147 3SLS: Dealing with Autocorrelation...
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