The midterm will be 5 questions.
First question of your midterm is derivation of Beta.
Second question is one of the concepts in the concept review file.
Third question is from end of chapter question
ECO 321Review of concepts Part2 :
State CLT and LLN. Explain in details.
Why
y
is BLUE as an estimator for E[y]?
Aside from one being a parameter estimate and one being the true population value,
Principle of Macroeconomics
Spring 2015
Professor Temisan D. Agbeyegbe
REVIEW GUIDE
Final Exam Eco 201: Tuesday May 19, 9:00 am11:00 am Hunter West
Q&A Sessions: See Tutoring Center, HW 15 Floor Econ
Assignment 5: Time Series Models
ECO 321
DUE: Thursday May 18 in class
Instructions: You need to write a Stata dofile to answer question 2. Your dofile must produce
a log file that contains your Sta
Assignment 1: Bivariate Regression
ECO 321
Solutions
1. Consider the standard bivariate regression:
Yi = 0 + 1 Xi + ui
a) What is the above function called?
Answer: A population regression function
b)
EC0321 (0
HMl /
Due date 18"1 and 19h (please put your answer on my table) I 0
1. Suppose that you observed the following sample with the values of random variables X and Y
given in the cells.
n

Sup
HM4 solutions
ECO321 Fall2016
a.
. gen lnsalary=log(salary)
. gen lnsales=log(sales)
. gen lnmktval=log(mktval)
regress lnsalary lnsales lnmktval
Source 
SS
df
MS
+Model  19.3365617
2 9.66828083
R
ECO321
fall 2016
The Current Population Survey (CPS) is the source of the ocial Government statistics on employment and
unemployment. The CPS has been conducted monthly for over 50 years. The survey i
AdmissionsDataProjectDetails
TheProblem
Statement of the Problem: Universities and colleges do not like to admit
studentswhodonotperformwell.Itisexpensiveandunpleasantforboththe
studentandtheschool.Si
Nonlinear Regression Models
ECO 321
Prof. Van Parys
October 23, 2017
ECO 321 (Prof. Van Parys)
Lecture #14
October 23, 2017
1 / 23
Logarithms
Three types of log models:
Loglevel:
log (Yi ) = 0 + 1 Xi
Binary Dependent Variables
ECO 321
Prof. Van Parys
November 2, 2017
ECO 321 (Prof. Van Parys)
Lecture #17
November 2, 2017
1 / 26
Return to Education and the Gender Gap
In Chapter 5, Stock & Watson sh
Linear Regression with Multiple Regressors
ECO 321
Prof. Van Parys
October 6, 2017
ECO 321 (Prof. Van Parys)
Lecture #10
October 6, 2017
1 / 23
Announcements
Assignment #2 is due this Thursday, Octobe
Stata Tutorial II
ECO 321
Prof. Van Parys
October 12, 2017
ECO 321 (Prof. Van Parys)
Lecture #12
October 12, 2017
1 / 17
Model Specification
Begin with a base model: Include variables of primary inter
Nonlinear Regression Models
ECO 321
Prof. Van Parys
October 25, 2017
ECO 321 (Prof. Van Parys)
Lecture #15
October 25, 2017
1 / 26
Test Score Example: LogLevel Model
We could use log (Y ) to indicate
Linear Regression with One Regressor
ECO 321
Prof. Van Parys
September 14, 2017
ECO 321 (Prof. Van Parys)
Lecture #5
September 14, 2017
1 / 39
Announcements
Assignment #1:
Due at the beginning of clas
Linear Regression with Multiple Regressors
ECO 321
Prof. Van Parys
September 25, 2017
ECO 321 (Prof. Van Parys)
Lecture #8
September 25, 2017
1 / 33
Announcements
Highly recommend solving practice pro
Linear Regression with Multiple Regressors
ECO 321
Prof. Van Parys
October 6, 2017
ECO 321 (Prof. Van Parys)
Lecture #10
October 6, 2017
1 / 32
Announcements
Assignment #2 is due this Thursday, Octobe
Introduction to Econometrics
ECO 321
Prof. Van Parys
August 28, 2017
ECO 321 (Prof. Van Parys)
Lecture #1
August 28, 2017
1 / 27
ECO 321: Introduction to Econometrics
Professor: Jessica Van Parys
Emai
Linear Regression with One Regressor
ECO 321
Prof. Van Parys
September 18, 2017
ECO 321 (Prof. Van Parys)
Lecture #6
September 18, 2017
1 / 32
Announcements
Assignment #1:
Due at the beginning of clas
Linear Regression with One Regressor
ECO 321
Prof. Van Parys
September 7, 2017
ECO 321 (Prof. Van Parys)
Lecture #3
September 7, 2017
1 / 29
Notecard Activity
Please include on your notecard:
Your nam
Time Series
ECO 321
Prof. Van Parys
November 27, 2017
ECO 321 (Prof. Van Parys)
Lecture #22
November 27, 2017
1 / 38
Can You Beat the Market? Part 1
You can get rich quickly by accurately predicting s
Time Series
ECO 321
Prof. Van Parys
November 20, 2017
ECO 321 (Prof. Van Parys)
Lecture #21
November 20, 2017
1 / 28
Announcements
Second midterm exam is not yet graded
It will be graded after we retu
Time Series
ECO 321
Prof. Van Parys
December 4, 2017
ECO 321 (Prof. Van Parys)
Lecture #24
December 4, 2017
1 / 29
Recall Problems Caused by Stochastic Trends
If a time series variable has a stochasti
ECO321
Intro to Econometrics
Problem Set 2
This problem set is based on the first three lectures, chapters 6 and 7. It must be turned in by
5:35P.M. on Wednesday, November 9th in class, (or via Blackb
Linear Regression with One Regressor
ECO 321
Prof. Van Parys
September 11, 2017
ECO 321 (Prof. Van Parys)
Lecture #4
September 11, 2017
1 / 33
Review Concepts
What is the R 2 of a regression model? Ho
Binary Dependent Variables
ECO 321
Prof. Van Parys
November 13, 2017
ECO 321 (Prof. Van Parys)
Lecture #20
November 13, 2017
1 / 29
Announcements
Today well finish practice problems over binary depend
NonLinear Regression Models
ECO 321
Prof. Van Parys
October 29, 2017
ECO 321 (Prof. Van Parys)
Lecture #16
October 29, 2017
1 / 62
Announcements
Assignment #3 is due at the beginning of class on Thur
Introduction to Econometrics
ECO 321
Prof. Van Parys
August 28, 2017
ECO 321 (Prof. Van Parys)
Lecture #1
August 28, 2017
1 / 30
ECO 321: Introduction to Econometrics
Professor: Jessica Van Parys
Emai
Binary Dependent Variables
ECO 321
Prof. Van Parys
November 8, 2017
ECO 321 (Prof. Van Parys)
Lecture #19
November 8, 2017
1 / 53
Announcements
Today well review binary dependent variables using Stata
Example of Pseudo OutofSample Forecasting
Did the predictive power of the term spread change during the 2000s?
We showed with the QLR statistic that there appeared to be a break in
1980:Q4
So lets e