Economics 4261
Introduction to Econometrics
Fall 2014
ECON 4261: Suggested Answers to Problem Set 2
Exercise 1: An illustration of Frisch-Waugh-Lovell Theorem.
You do not need to use a computer for this exercise. There are only three
observations, n = 3,
Economics 4261
Introduction to Econometrics
Fall 2015
ECON 4261: Suggested Answers to Problem Set 1
Exercise 1: Combining Linearity and Strict Exogeneity1 .
Show that assumptions A.1 Linearity and A.2 Strict Exogeneity imply:
E(yi |X) = xT , (i = 1, . .
Economics 4261
Introduction to Econometrics
Fall 2014
ECON 4261: Suggested Answers to Problem Set 1
Exercise 1: From conditional to unconditional expectations1 .
Show that assumptions A.2 Strict Exogeneity and A.4 Spherical Error (Homoskedastic and no se
Economics 4261
Introduction to Econometrics
Spring 2015
ECON 4261: Suggested Answers to Problem Set 1
Exercise 1: From conditional to unconditional expectations1 .
Show that assumptions A.2 Strict Exogeneity and A.4 Spherical Error (Homoskedastic and no
Economics 4261
Introduction to Econometrics
Spring 2015
Student Name:
Student ID:
Name of other group members (if any):
ECON 4261: Problem Set 1
Due date: Thursday February 26th , 2015.
Exercise 1: From conditional to unconditional expectations1 .
Show t
Economics 4261
Introduction to Econometrics
Fall 2015
Student Name:
Student ID:
Name of other group members (if any):
ECON 4261: Problem Set 1
Due date: Thursday October 1st , 2015.
Exercise 1: Combining Linearity and Strict Exogeneity1 .
Show that assum
Economics 4261
Introduction to Econometrics
Fall 2010
HOMEWORK 2 : SIMPLE LINEAR REGRESSION
Question 1
(a) How is X Y distributed? (b) Calculate P rpX Y 0. (c) Calculate P rpY 3.3 | X 3q
Consider two random variables X and Y , such that pX, Y q is distrib
Economics 4261
Introduction to Econometrics
Fall 2014
ECON 4261: Suggested Answers to Problem Set 2
Exercise 1: Computational illustration of FWL Theorem.
The le consumption.data1 contains data on real personal disposable income
and consumption expenditu
ECON 4261: Introduction to Econometrics Fall 2009
Problem Set 3 Due: Nov 17, 2009
Exercise 1 Given the following OLS estimates, Ct = constant + 0.92Yt + u t 1 Ct = constant + 0.84Ct1 + u t 2 Ct1 = constant + 0.78Yt + u t 3 Yt = constant + 0.55Ct1 + u t 4
Economics 4261
Introduction to Econometrics
Spring 2016
ECON 4261: Suggested Answers to Problem Set 2
Exercise 1: A geometric understanding of OLS.
You do not have access to a computer and you are asked to compute the
OLS estimates of the parameters of t
ECON 4261: Introduction to Econometrics Fall 2009
Problem Set 1 Answer Key
Exercise 1 Let A be an (m n) matrix, with m > n. Show that the matrix A A is symmetric, and that if A has full rank, A A is positive denite. Let A = Then AA = = a11 a12 . . . a1n a
Economics 4261
Introduction to Econometrics
Spring 2016
ECON 4261: Suggested Answers to Problem Set 1
Exercise 1: Combining Linearity and Strict Exogeneity1 .
Show that assumptions A.1 Linearity and A.2 Strict Exogeneity imply:
E(yi |X) = xTi , (i = 1, .
Economics 4261
Introduction to Econometrics
Summer 2015
ECON 4261: Suggested Answers to Problem Set 3
The do-file for exercise 1 and 4 is posted on the Moodle website for the course.
Exercise 1: Hypothesis Tests of a single restriction.
The file consumpt
ECON 4261: Introduction to Econometrics Fall 2009
Problem Set 2 Answer Key
Exercise 1 Suppose you model a variable Y depending on a non-stochastic variable X , according to the relation Yi = Xi + ui . The errors are iid with mean zero and variance 2 . Con
Economics 4261
Introduction to Econometrics
Student Name:
Student ID:
Recitation Leader:
Luis D
ez
Name of other group members (if any):
Spring 2015
Alex Garivaltis
Name of representative copy (if applicable):
ECON 4261: Problem Set 2
Due date: April 2, 2
Economics 4261
Introduction to Econometrics
Student Name:
Student ID:
Recitation Leader:
Luis D
ez
Name of other group members (if any):
Spring 2015
Alex Garivaltis
ECON 4261: Problem Set 3
Due date: April 23, 2015
Exercise 1: Hypothesis Tests of a singl
Economics 4261
Introduction to Econometrics
Fall 2014
ECON 4261: Suggested Answers to Problem Set 3
The do-le for exercise 1 and 4 is posted on the Moodle website for the course.
Exercise 1: Hypothesis Tests of a single restriction.
The le consumption.da
Econ 462
Econometrics
Spring, 2016
Assignment# 1/Quiz#1
Name_
1. Read the attached Syllabus carefully and write down any questions you may have. We
will discuss them when we meet in the class next (Jan 21st).
2. Read Appendix A and answer the following qu
Economics 4261
Introduction to Econometrics
Fall 2014
ECON 4261: Suggested Answers to Problem Set 2
Exercise 1: An illustration of Frisch-Waugh-Lovell Theorem.
You do not need to use a computer for this exercise. There are only three
observations, n = 3,
Economics 4261
Introduction to Econometrics
Spring 2016
Student Name:
Student ID:
Name of other group members (if any):
ECON 4261: Problem Set 2
Due date: March 3, 2016
Exercise 1: A geometric understanding of OLS.
You do not have access to a computer an
ECON 4261: Introduction to Econometrics
Fall 2009
Formulas for the Midterm
Regression with one explanatory variable
Model: Yi = 1 + 2 Xi + ui
Assumptions
E (ui ) = 0, for all i
V ar(ui ) = 2 , for all i
cov (ui , uj ) = 0 for all i, j
n
n
Normal equ
Economics 4261
Introduction to Econometrics
Fall 2014
ECON 4261: Quiz 3
October 14, 2014
A correct answer may require more than one check mark.
1. Under assumptions A1 Linearity and A3 No multicollinearity, the vector
of OLS residuals is = MX y and it is
Economics 4261
Introduction to Econometrics
Spring 2016
ECON 4261: Suggested Answers to Problem Set 3
Exercise 1: On Gauss-Markov Theorem.
Consider the following model without an intercept:
yi = xi + i , i = 1, . . . , N
and a random sample cfw_yi , xi N
ECON 4261: Introduction to Econometrics Fall 2009
Problem Set 2 Due: Oct 22, 2009
Exercise 1 Suppose you model a variable Y depending on a non-stochastic variable X , according to the relation Yi = Xi + ui . The disturbance terms are iid with mean zero an
Economics 4261
Introduction to Econometrics
Fall 2015
Student Name:
Student ID:
Name of other group members (if any):
ECON 4261: Problem Set 2
Due date: October 22, 2015
Exercise 1: An illustration of Frisch-Waugh-Lovell Theorem.
You do not need to use a
Economics 4261
Introduction to Econometrics
Fall 2014
RECITATION 1: INTRODUCTION TO STATA
Economists learn econometrics to analyze data. In this class, your TA will help you
through the data analysis process. In this rst recitation, we will learn about ST
Economics 4261
Introduction to Econometrics
Student Name:
Student ID:
Recitation Leader:
Luis D
ez
Name of other group members (if any):
Spring 2015
Alex Garivaltis
Due date: Thursday May 7th , 2015, in class.
ECON 4261: Problem Set 4
Exercise 1: Measure
* ECON:4261 Seventh recitation
* TA: Luis Diez
* THE FRISCH-WAUGH-LOVELL THEOREM, 03/03/2015
* The data comes from Griliches (1976). It is available at the Hayashi's website
* for his book "Econometrics".
clear all
set more off
/* tells the STATA inte
Economics 4261
Introduction to Econometrics
Spring 2016
Student Name:
Student ID:
Name of other group members (if any):
ECON 4261: Problem Set 4
Due date: April 28, 2016
Exercise 1: Instruments.1
Consider a simple model to estimate the effect of personal
Economics 4261
Introduction to Econometrics
Fall 2016
Student Name:
Student ID:
Name of other group members (if any):
ECON 4261: Problem Set 3
Due date: November 22, 2016
Exercise 1: On the Gauss-Markov Theorem.
Consider the following model without an in