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 quarterly data or at least 10 years for
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 slides 5, 6 and
8 for your year.
a. Your year will be 2011 -
Null Hypothesis: SAV1 has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 1 (Automatic - based on SIC, maxlag=6)
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 market indices of a foreign country of
your own choice