Econometrics I
Problem Set 5
Due: April 13, 2016
i.
Chapter 10 - C6.
Use the data in FERTIL3 for this exercise.
Regress on t and and save the residuals. This gives a detrended , say, .
reg gfr t tsq
predict rh, residuals
The regression of gfrt on a quadra

Indicatetheanswerchoicethatbestcompletesthestatementoranswersthequestion.
1.Thegeneralformofthetstatisticis_.
a.
b.
c.
d.
2.Supposethevariablex2hasbeenomittedfromthefollowingregressionequation,
istheestimatorobtainedwhen
isomittedfromtheequation.Thebiasin

Arce 1
Christian Arce
Professor Decker
Junior Seminar
December 15, 2016
Beyond Speechless
Freedom of expression and speech has been a volatile issue for many centuries. It appears
that when limitations are placed on what is allowed to be expressed and sai

Christian Arce
Organic Plan Paper
3/21/17
When deciding on a site, I considered exposure to sunlight, soil type, and pesticide
contamination, for this will affect all other gardening practices, so I selected the Imperial Valley,
in California to grow an i

Christian Arce
Assignment 11
3/21/17
1. There are 100 centimeters in a meter, so in 10 meters, there are 1,000 centimeters. If sediments are
deposited in a body of water at a rate of 2 centimeters every 1000 years, it would take 500 X 1000 years
which is

Econometrics
Midterm
March 9, 2016
1. (20 points) (a) What is heteroscedasticity? (b) Give an example of how it might arise. (c) Explain how to test the
following model for heteroscedasticity using Whites test:
= 1 + 2 2 + 3 3 +
(d) How would you correc

Problem Set 2 Answers
8.2 Var(u|inc,price,educ,female) = 2inc2, h(x) = inc2, where h(x) is the heteroskedasticity function defined in
equation (8.21). Therefore, h(x) = inc, and so the transformed equation is obtained by dividing the
original equation by

Problem Set 1 Answers
Chapter 3 Question C8
(i) The average of prpblck is .113 with standard deviation .182; the average of income is
47,053.78 with standard deviation 13,179.29. It is evident that prpblck is a proportion and that
income is measured in do

Midterm Review
1. Simple and multiple regressions
a. Assumptions required for estimates to be BLUE
b. Different functional forms
c. Interpretation of coefficients
d. R squared and adjusted R squared
2. Hypothesis testing:
a. t- tests (both one-sided and t

Econometrics I
Problem Set 4
Due: April 6, 2016
10 points total
1. (1 point) True or False: For time series data sets, the time at which each observation is made is
important. This is not the case for cross-sectional data.
True.
One primary characteristic

Econometrics
Final
Due: April 27, 2016
You must answer all questions. Show all your work.
Problem 1 (50 Points)
Using the following model, we predict real wage outcomes:
log(rw it ) = 0 + 1collegei + 2 femalei + 3 blacki + t + u it
Here, rwit is the real

Econometrics I
Problem Set 3
Due: March 30, 2016
1. (1 point) The model: G(z)=[exp(z)]/[1+exp(z)], where G is between zero and one for all real
numbers z, represents a:
a. Tobit model
b. Linear probability model
c. Probit model
d. Logit model
2. (1 point)

Instructor: Freddy Ro jas Cam a
Rutgers University
Econometrics: Exam 1 Solution
Instructor: Freddy Rojas Cama
220:322:B6
June 10th, Summer 2014
1. [5 pts].
(a) E (Y jZ = 2) = 5 + E X 3 + 2 = 7 which implies that E X 3 = 0 since the third moment is
equal