Material for the final
May 2008 In principle, all class materials are part of the final. For the textbook, this means 1. Panel data models; Chapter 13 and 14 2. Endogeneity, instrumental variables, an
Midterm sample questions for Econ 642
April 2008 R. de Jong
1. Consider the following dataset: we have panel data on 500 children whose parents divorced at age 8. For every year between ages 9 and 18
Second take home exercise for Econ 642
April 2008 R. de Jong
1. Consider the following dataset: we have panel data on 500 children whose parents divorced at age 8. For every year between ages 9 and 1
Third take home exercise, Econ 642
de Jong, Spring 2008
Answer all questions below. Please hand in your solutions at the start of the class of Monday May 12. Motivate all your answers. At http:/web.e
Fourth take home exercise, Econ 642
De Jong, Spring 2008 Answer all questions below. Please hand in your solutions at the start of the class of Wednesday May 21.
Fifth take home exercise, Econ 642
de Jong, Spring 2008
Answer all questions below. Please hand in your solutions at the start of the class of Monday May 28. Motivate all your answers. At http:/www.e
CHAPTER 1
THE LINEAR REGRESSION MODEL:
AN OVERVIEW
Damodar Gujarati
Econometrics by Example
THE LINEAR REGRESSION MODEL (LPM)
The general form of the LPM model is:
Yi = B1 + B2X2i + B3X3i + + BkXki +
CHAPTER 2
FUNCTIONAL FORMS
OF REGRESSION MODELS
Damodar Gujarati
Econometrics by Example
LOG-LINEAR, DOUBLE LOG, OR
CONSTANT ELASTICITY MODELS
The Cobb-Douglas Production Function:
Qi B1 Li K i
B2
B3
CHAPTER 3
QUALITATIVE EXPLANATORY
VARIABLES REGRESSION MODELS
Damodar Gujarati
Econometrics by Example
QUALITATIVE VARIABLES
Qualitative variables are nominal scale variables which have no
particular
CHAPTER 5
REGRESSION DIAGNOSTIC II:
HETEROSCEDASTICITY
Damodar Gujarati
Econometrics by Example
HETEROSCEDASTICITY
One of the assumptions of the classical linear
regression (CLRM) is that the varianc
CHAPTER 4
REGRESSION DIAGNOSTIC I:
MULTICOLLINEARITY
Damodar Gujarati
Econometrics by Example
MULTICOLLINEARITY
One of the assumptions of the classical linear
regression (CLRM) is that there is no ex
CHAPTER 6
REGRESSION DIAGNOSTIC III:
AUTOCORRELATION
Damodar Gujarati
Econometrics by Example
AUTOCORRELATION
One of the assumptions of the classical linear
regression (CLRM) is that the covariance b
CHAPTER 7
REGRESSION DIAGNOSTIC IV:
MODEL SPECIFICATION ERRORS
Damodar Gujarati
Econometrics by Example
MODEL SPECIFICATION ERRORS
One of the assumptions of the classical linear regression
(CLRM) is
CHAPTER 13
STATIONARY AND NONSTATIONARY
TIME SERIES
Damodar Gujarati
Econometrics by Example
TIME SERIES
Most economic time series in level form are
nonstationary.
Such series often exhibit an upwar
CHAPTER 14
COINTEGRATION AND ERROR
CORRECTION MODELS
Damodar Gujarati
Econometrics by Example
COINTEGRATION
There is a unique case where a regression of a nonstationary series
on another nonstationar
CHAPTER 15
ASSET PRICE VOLATILITY:
THE ARCH AND GARCH MODELS
Damodar Gujarati
Econometrics by Example
VOLATILITY CLUSTERING
Volatility Clustering: Periods of turbulence in which
prices show wide swin
Economics 642: Applied Economic Models and Forecasting Professor Robert M. de Jong Office: 429 Arps Hall Email: [email protected] Office hours: Tuesday and Thursday, 1:00-3:00pm. Classes: Mondays and
Table 1 was accidentally missing from the first take home exercise that was handed out on Monday: Table 1: A sample of Observations on Poultry Feed Inputs and Meat Outputs Note: the input is x, the ou
Midterm of Wednesday April 23
Econ 642, Spring 2008, de Jong Your midterm will consist of a number of short answer questions.
Material from Wooldridge for study: 1. all classnotes, exercises, and tr
Econ 642, Monday March 24, class 1
Econ 642, Monday March 24, class 1
Robert de Jong1
1 Department
of Economics Ohio State University
Robert de Jong
Econ 642, Monday March 24, class 1
Econ 642, M
Econ 642, Monday March 24, class 1
Econ 642, Wednesday March 26, class 2
Robert de Jong1
1 Department
of Economics Ohio State University
Robert de Jong
Econ 642, Wednesday March 26, class 2
Econ
Econ 642, Monday March 31, class 3
Econ 642, Monday March 31, class 3
Robert de Jong1
1 Department
of Economics Ohio State University
Robert de Jong
Econ 642, Monday March 31, class 3
Econ 642, M
Econ 642, Wednesday April 2, class 4
Econ 642, Wednesday April 2, class 4
Robert de Jong1
1 Department
of Economics Ohio State University
Robert de Jong
Econ 642, Wednesday April 2, class 4
Econ
Econ 642, Monday April 7, class 5
Econ 642, Monday April 7, class 5
Robert de Jong1
1 Department
of Economics Ohio State University
Robert de Jong
Econ 642, Monday April 7, class 5
Econ 642, Mond
Econ 642, Wednesday April 9, class 6
Econ 642, Wednesday April 9, class 6
Robert de Jong1
1 Department
of Economics Ohio State University
Robert de Jong
Econ 642, Wednesday April 9, class 6
Econ
Econ 642, Monday April 14, class 7
Econ 642, Monday April 14, class 7
Robert de Jong1
1 Department
of Economics Ohio State University
Robert de Jong
Econ 642, Monday April 14, class 7
Econ 642, M
Econ 642, Wednesday April 16, class 8
Econ 642, Wednesday April 16, class 8
Robert de Jong1
1 Department
of Economics Ohio State University
Robert de Jong
Econ 642, Wednesday April 16, class 8
Ec
Econ 642, Monday April 21, class 9
Econ 642, Monday April 21, class 9
Robert de Jong1
1 Department
of Economics Ohio State University
Robert de Jong
Econ 642, Monday April 21, class 9
Econ 642, M
Econ 642, Wednesday April 30, class 10
Econ 642, Wednesday April 30, class 10
Robert de Jong1
1 Department
of Economics Ohio State University
Robert de Jong
Econ 642, Wednesday April 30, class 10