ECON 360
HW #3
[10 points]
Due: March 6, 2014
1. In the HW #2, you chose a foreign country and collected data on stock market index of that
country, either quarterly or monthly. (at least 20 yrs for q
Topic 4a
[Chapter 9]
Regression with Time Series
Data:
Stationary Variables
ECON 360
Prof. Bang Jeon
Principles of Econometrics, 4th
Edition
Chapter 9: Regression with Time Series Data:
Stationary Var
Topic 4B
[Chapter 9, Part B]
Regression with Time Series Data:
The ARDL Model
Using Stationary Variables
ECON 360
Dr. Bang Jeon
Principles of Econometrics, 4th
Edition
Chapter 9: Regression with Time
Topic 3
The Multiple Regression Model
Ch. 5
ECON 360
Prof. Bang Jeon
Principles of Econometrics, 4th
Edition
Chapter 5: The Multiple Regression Model
Page 1
5.1
Introduction
Principles of Econometrics
Topic 5B
[Chapter 12]
Regression with Time-Series Data:
Nonstationary Variables
Cointegration estimations
ECON 360
Dr. Bang Jeon
Principles of Econometrics, 4th
Edition
Chapter 12: Regression with Tim
Chapter 2
The Simple Linear Regression
Model:
Specification and Estimation
ECON 360
Prof. Bang Jeon
Principles of Econometrics, 4th
Edition
Chapter 2: The Simple Linear Regression Model
Page 1
2.1
An
Topic 7
[Chapter 15]
Panel Data Models
ECON 360
Bang Jeon
Principles of Econometrics, 4th
Edition
Chapter 15: Panel Data Models
Page 1
Panel data analysis
A panel of data consists of a group of cross-
Topic 6-1 (ExtraGraduate level).
Multivariate Relationship: Common Stochastic Trends
(Background)
Given 2 time series xt & yt ~ I(1), if there exists a constant a, such that
z t y t axt ~ I (0)
Then t
Topic 1
What is econometrics?
Chapter 1
An Introduction to Econometrics
ECON 360
Prof. Bang Jeon
Principles of Econometrics, 4th
Edition
Chapter 1: An Introduction to Econometrics
Page 1
1.2
What is
E
ECON 360
HW #3
Due: 5:00 pm, Monday, March 20, 2017
To be sent to: [email protected]
3 files: data, EViews workfile, and MS Word file for answers.
In the HW #1 and 2, you have collected data on stock
HW#4
ZeyuJiang
a. Pleaseshowwhichtimeseriesdataofnationalsavingratesorinvestmentrates
arestationary.
Country#1:
Null Hypothesis: SAV1 has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 1 (A
ECON 360
HW #1b
Due: January 23, 2014
1. [HW #1a: 5 pts, Due 1/16/2014, 4:00 pm] You are asked to reproduce your slides for
our class discussion of Topic 1, What is econometrics?, resembling the slide