Brian Sunberg
with Joe Day
Econ 210
1/23/17
PROBLEM SET 2 : ECONOMETRICS A
Exercise 0.1. Stock and Watson, Exercises 4.2 and 5.2. Skip the parts about SER in 4.2c and
5.2e.
4.2 Suppose that a random sample of 200 20-year-old men is selected from a populat
Brian Sunberg
with Joe Day
Econ 210
1/23/17
PROBLEM SET 3 : ECONOMETRICS A
Exercise 0.1. Let X be a random column vector of size 2, X = (X1 , X2 )T with E(X1 ) =
1, E(X2 ) = 2, and
V ar(X) =
3 4
4 5
Also let
a b
A=
c d
1. Calculate E(AX)
2. Calculate Var(
Brian Sunberg
Joe Day
ECON 210
1/10/17
PROBLEM SET 1 : Statistics Review
Exercise 0.1. Stock and Watson, Exercises 3.2, 3.3, and 3.4
3.2.a) Let p =
amountof 1s
,
N
which is given in the problem description.
sumof alliiddraws0,1
N
By definition, Y =
Let c
Brian Sunberg
with Joe Day
and Sisi Liu
Econ 210
1/23/17
PROBLEM SET 4 : ECONOMETRICS A
Exercise 0.1. Suppose that random variables Y and X are truly related as (1) Y =
+ ln(X) + u with E(ln(X)u) = 0E. However, a clumsy econometrician fits the model
(2)
Brian Sunberg
!1
HW2
1. a) Cases: 365 cases (denoted by label obs) Variables: date (categorical by month, day of
month, and year (1978 for all cases), births (numerical by amount of births on x day), day of
year (categorical by day of year out of 365 days
ECON 210: Problem Set 5
More IV, Wald, LATE, and MLE
Due Feb 27th, 2017 at the beginning of class
You must write and submit your own solutions, but DO discuss your problem set with up to five
classmates. Write the names of each student you speak to at the
1.
AB
A,B
A B AB
A B
A
B B
A B
A B AB A AB ( A B ) B
2.
A B
P ( B A) P ( B ) P ( A)
P ( A
B ) P ( A) P ( B ) P ( AB )
P ( A B C ) P ( A) P ( B ) P (C ) P ( AB )
P( BC ) P(CA) P( ABC )
1 A
C , B C , P ( A) 0.7, P ( A C ) 0.4,
P ( AB ) 0.5 P
Generated by Foxit PDF Creator Foxit Software
http:/www.foxitsoftware.com For evaluation only.
1. A
(1) A = cfw_
(2) A = cfw_ 3
(3) A = cfw_ 2000 2500
(1) = cfw_( +,+), (+,), (,+), (,) A = cfw_(+,+), (,) .
(2) X
= cfw_ X = k | k = 0,1,2,LL A = cfw_
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