ECN 425 [Form A]
KEY for the FIRST MIDTERM EXAM
DR. AHN
Q1.
for 1): d ; for 2): c ; for 3): d ; for 4): c ; for 5): d for 6): c ; for 7): b ; for 8): d ; for 9): d ; for 10): b
(1) (2) 0.755 0.71 0.045, if x 0 f x ( x) . 0.245 0.24 0.005, if x 1 f (1,1)
ECON 425
Key for ASSIGNMENT 1
S. C. Ahn
1.
E ( y ) y y yf ( y ) 1 .1 2 .2 3 .3 4 .4 0.1 0.4 0.9 1.6 3 var( y ) y ( y y ) 2 f ( y ) (1 3) 2 0.1 (2 3) 2 .2 (3 3)2 .3 (4 3) 2 .4
0.4 0.2 0.4 1
2.
f x ( x 2) 1/ 8 1/ 24 1/12 6 / 24 1/ 4;
f y ( y 1) 1/ 8 1/ 4 1
ECON 425
ASSIGNMENT 1 DUE September 8 (Thursday)
S. C. Ahn
Show your effort. No credit will be given if no appropriate explanation follows. (10 pts.) Let Y be a random variable distributed as shown in the accompanying table. y f(y) 1 .1 2 .2 3 .3 4 .4
1.
Econ/EEP 181: International Trade Assignment # 2 Solutions
Luosha Du, Shanthi Nataraj, and Robert Santillano University of California, Berkeley Due: October 1, 2008
1. Specic Factors and Trade. Finland is capital abundant relative to potential trading par
Homework #2: Answers Text questions: 1. The home country in Figure 3.3 responds to the trading opportunities shown by line 2 by increasing production of clothing for export (from E to A) and actually reducing the quantity of clothing consumed. Show why:
a
Chapter 7
Problem 1 and an extra
Problem 1
In autarky, the decomposition of food and clothing aggregates reveals they are each produced in ten varieties. Each variety requires 200 units of setup cost. Also, each unit of food variety requires 1 unit of re
ECN 425
EXERCISE 4
DR. AHN
1. (15 pts.; 3 pts on each.) Choose the one alternative that best completes the statement or answers the question. (1) Consider a panel regression of unemployment rates for the G7 countries (United States, Canada, France, German
ECON 425 Q1.
EXERCISE 1
Dr. AHN
A random variable X has the following pdf: x f(x) 0 b 1 2b 2 3b 3 4b 4 5b
1) What is the value of b? Why? 2) Find the Pr(X 3). 3) Find E(x). Q2. The joint probability distribution of X and Y is given by the following table:
ECON 425 Fall, 2011
ASSIGNMENT 4 DUE November 29 (Tuesday)
S.C. AHN
Credits will be given only if you do report all of the relevant estimation outcomes. Copy regression result tables into your word processor, print out them, and report them. You may make
ECN 425 ECONOMETRICS
EXERCISE 3
DR. AHN FALL 2011
Q1. (32 pts.; 4 pts. on each.) Choose the best answer for each of the following questions. Mark on your choices.
Answers
1)
for 1): for 5):
; for 2): ; for 6):
; for 3): ; for 7):
; for 4): ; for 8):
Omitt
ECON 425
ASSIGNMENT 3 DUE OCTOBER 20 (Thursday)
S.C. AHN
Credits will be given only if you do report all of the relevant estimation outcomes. Print out Eviews estimation and forecasting outcomes. The necessary data file (wage2.wf1) can be downloaded from
ECON 425
ASSIGNMENT 2 DUE September 20 (Tuesday) (Show your effort; otherwise, no credit will be given)
Dr. AHN
1. (10 pts.) Let X stand for the rate of return on a security (say, Intel) and Y the rate of return on another security (say, Motorola). Let x
First MidTerm Exam: (October 4, 2011, in class) (1) Coverage: All materials in lecture notes. Chapters 1 5 (for both 2nd and 3rd). Except: Chapter 3.4 3.5 (for both 2nd and 3rd).
(2) Materials you need for the exam: Calculator. The tables of N(0,1), 2, t
Tutorial I Primeros Pasos en Eviews
jueves, 20 de mayo de 2010 08:56 a.m.
Revisado y modificado
Deybi Morales Len Nicaragua Universidad Centroamericana Insumos 1. Eviews. En este manual estaremos utilizando Eviews 7 2. El archivo DEMO.XLS, descargar dando
ECN 425
Homework 2 Solutions
Part I: Regression analysis
1. Wooldridge Chapter 4, problem 7: parts ii, iii, iv
ii. If we add and subtract 2 log(employ) from the righthandside and collect terms, we have
log(scrap) = 0 + 1 hrsemp + [2 log(sales) 2 log(emp
ECN 425
Homework 3
Due February 28, 2017 (before the beginning of class). No late problem sets will be
accepted. Include both a writeup with answers & results and the do file. You can save the
do file as a pdf and append it to your homework or you can co
ECN 425
Homework 1
Due January 26, 2017 (before the beginning of class). No late problem sets will be
accepted. Include both a writeup with answers & results and the do file.
Part I: Statistical Principles
1. (12 points) Wooldridge Appendix B, problem 2:
4. REGRESSION WITH MULTIPLE REGRESSORS
(CH. 6, 7, and 18)
Recommended exercise questions from the textbook:
Chapter 6: All except (6.10) and (6.11.f).
Chapter 7: All except (7.8) c and (7.11).
What do we learn?
Multiple regression.
Omitted Variable bias.
3. LINEAR REGRESSION WITH ONE REGRESSOR
(CH. 4  5)
The exercise questions in the textbook that you are not responsible for:
Chapter 4:
(4.4), (4.8), (4.10), (4.13), (4.14).
Chapter 5:
(5.6), (5.9), (5.11), (5.12), (5.15).
1  One Regressor
[1] Motivation
ECN 425
ECONOMETRICS
EXERCISE 2
DR. AHN
FALL 2014
Q1.
(30 pts.; 3 pts. on each.) Choose the one alternative that best completes the statement or
answers the question. Write your answers below. The ones marked on questions will not count.
Answers
1)
; for
ECON 425
Q1.
EXERCISE 1
Dr. AHN
A random variable X has the following pdf:
x
f(x)
0
b
1
2b
2
3b
3
4b
4
5b
1) What is the value of b? Why?
2) Find the Pr(X 3).
3) Find E(x).
Q2.
The joint probability distribution of X and Y is given by the following table:
5. . Given the estimated equation:
i3_t = 1.73 + .606inf_t + .513def_t
(.43) (.082)
(.118)
n = 56, R^2 = .602, adjR^2 = .587
A. Over the sample period the correlation between inf and def can be found using the
coding corr inf def, which results in a corre
2.
a.
> use \Client\C$\JAM\ Stata\GPA3.dta, clear
> reg trmgpa spring sat hsperc female black white frstsem tothrs crsgpa season
trmgpa
Coef.
Std. Err.
t
P>t
[95% Conf. Interval]
spring
0.05801
0.048037
1.21
0.228
0.15232
0.036302
sat
0.001698
0.000
4.
a. Using OLS regression after importing FERTIL2
regress children educ age agesq, here children is the dependent variable
Gives
Variable
Coefficient
Std. Error
tstat
probability
children




educ
.0905755
.0059207
15.30
0
age
.3324486
.0165495
20
6.
A. The seatbelt law in California took effect in January of 1986 and the highway speed limit
increased to 65 mph in May of 1987.
B. February is the only month that has a lower number of total accidents compared to the
base month January, 4.3% less acci
1.
a)
> use \Client\C$\JAM\ Stata\KIELMC.dta, clear
log(price) = 0 + 0y81 + 1log(dist) + 1y81 * log(dist) + u
We expect 1 to be positive to indicate that homes farther from the incinerator are
valued higher. If 1 > 0, then the value of the home increases
2.
approve = 0 + 1white + other factors.
A. If the discrimination against minorities exist and the appropriate factors have been fixed,
the sign of B1 means that a person that is white has a greater chance of their loan
getting approved.
B. Insert reg app
3.
a. Estimated the model using the pooled OLS, result is :
math4it = S0 + 1y94t + S2y95 + S3y96 +S4y97t + 5y98t + 1 log(rexppit) + 2 log(rexppi,t1) +1
log(enrolit) + 2lunchit + ai + uit . The estimated math 4 is obtained by the previous model.
The estima
4. Possible Model:
Nhouse_it = _0 + _1*t + _2*Q_1 + _3*Q_2 + _4*Q_3 + _5*Inc_it + _6*Int_it + u_it
In this model Nhouse_it is the number of new housing starts in in a given quarter where i is the
quarter and t is the year. Inc_it is the real per capita in