Econometrics I, Part II
Assignment 1
Fall 2007
Todays Date: 10/30
Due Date: 11/6
In this exercise you are asked to estimate a structural two-state (employment and
unemployment) search model. Given the discussion we had in class, we know that it is
necessa
New York University
Applied Statistics and Econometrics I
Fall 2015
Problem Set 1
Cristian Fuenzalida
[email protected]
(I) The le Data.xls contains prices of 10 highly traded stocks. Write an R program to:
1. Load the data on memory, and create
/* dur_ex_2007_2.txt*/
/* maximum likelihood estimation of the duration distribution of the
right-censored, length-biased search data from the CPS */
/* assume that the population distribution of unemployment spells is Weibull
with pdf
pdf(t) = gamma/t *
Econometrics I
Midterm Examination
Fall 2006
Answer Sheet
Please answer all of the questions and show all of your work. If you think that a question is
ambiguous, clearly state how you interpret it before providing an answer. All question parts have
equal
Econometrics I
Midterm Examination
Fall 2005
Answer Key
Please answer all of the questions and show all of your work. If you think that a question is
ambiguous, clearly state how you interpret it before providing an answer. All question parts have
equal w
Econometrics I
Fall 2000
Assignment 9
Todays Date: November 29
Due Date: December 5
Please show all of your work and clearly indicate your nal response to each question. Attach
all GAUSS programs you use in completing the exercises.
1. Let X be distribute
Econometrics I
Fall 2000
Assignment 8
Todays Date: November 21
Due Date: November 28
Please show all of your work and clearly indicate your nal response to each
question.
1. R16.8
2. R16.9
3. You are to use the data set Ecn1_wag to answer this question. U
Econometrics I, Part II
Assignment 5
Fall 2007
Todays Date: Wednesday, 12/5
Answers will be discussed in class, 12/11. The assignment will not be graded.
Please answer each question and show all of your work. Clearly indicate your nal response
to each que
Econometrics I, Part II
Assignment 4
Fall 2007
Todays Date: Thursday, 11/29
Due Date: Friday, 12/7
Please answer each question and show all of your work. Clearly indicate your nal response
to each question.
In this exercise you are asked to estimate a neo
Econometrics I, Part II
Assignment 3
Fall 2007
Todays Date: Tuesday, 11/20
Due Date: Thursday, 11/29
Please answer each question and show all of your work. Since this is something of a
prototype of the nal examination, I suggest you work alone as much as
Econometrics I, Part II
Assignment 2
Fall 2007
Todays Date: Thursday, 11/8
Due Date: Friday, 11/16
Based on the search and Nash bargaining model developed in class, (which was used
as a basis for the estimation in Flinn (2006), you are to generate a simul
New York University
Applied Statistics and Econometrics I
Fall 2015
Problem Set 2
Cristian Fuenzalida
[email protected]
(I) Write an R routine that:
1. Calculates percentile values for any given pair of degrees of freedom in the numerator
and de