Econometrics Spring 2008 Name:
Homework #2 This assignment is due in class on or before April 3. This is an individual effort. Please do not consult with others. If you have any questions, please send me an e-mail. There are several variables in the
Midterm 2: Econometrics Name:
Answers to each question need to be clearly written to get full credit. An answer with important information missing such as the null and alternative hypothesis, p-value etc will not be given full credit. 1. Economagic.
Midterm 2 Review Part 1: Measure Goodness of Fit The adjusted R2 has been used to select between regression models because of the penalty applied to additional regressors, but the penalty is small. The AIC (Akaike Information Criterion) and the SIC (
Homework 1 Answers: Step 1: Assume r ~ ( , 2 ) Step 2: Use the stock prices to calculate the return rate for each of the stock. Calculate , 2 from the weighted average of the return rates. (See Excel for details)
0.081% 1.159%
Step 3: Standa
Midterm 1: Econometrics Name:
Answers to each question need to be clearly written to get full credit. An answer with missing information such as the null and alternative hypothesis, p-value etc will not be given full credit. In the recent finance li
Question 1: Use data "WAGE1.XLS" to estimate the equation: log(wage) = 0 + 1educ + 2exper + 3tenure
1.Report the results in usual form, i.e. replace with actual estimates and report the standard error in a bracket below . 2.What is the interpretat