ECO 341K
University of Texas
Introduction to Econometrics
Prof. Haiqing Xu
Homework Assignment #6 Solutions
Written problems:
1. Wooldridge Problem 4.6
(i) With df = n 2 = 86, we obtain the 5% critical value from Table G.2 with df =
90. Because each test
ECO 341K
University of Texas
Introduction to Econometrics
Homework Assignment #2 Solutions
Written problems:
1. a.
E y E 0 1 x u 0 1E x E u 0 1E x
b.
cov( x, y ) cov( x, 0 1 x u ) cov( x, 0 ) 1 var( x) cov( x, u ) 1 var( x)
1
cov( x, y)
var x
n
c. 1
x
ECO 341K
University of Texas
Introduction to Econometrics
Prof. Haiqing Xu
Homework Assignment #2 (due February 11th, the end of class)
Not to be turned in:
At this point, it would be a good idea to review the material in Appendix B.4 (if you
havent alrea
ECO 341K
University of Texas
Introduction to Econometrics
Homework Assignment #2 (due February 11, 11:00 a.m.)
Not to be turned in:
At this point, it would be a good idea to review the material in Appendix B.4 (if you
havent already).
Written problems:
1.
ECO 341K (34365)
University of Texas
Introduction to Econometrics
Prof. Haiqing Xu
Homework Assignment #7 (due April 1st, the end of class)
Written problems:
1.
Wooldridge Problem 7.2
2.
Wooldridge Problem 7.8
Computer problems (show any relevant Stata ou
ECO 341K
University of Texas
Introduction to Econometrics
Prof. Haiqing Xu
Homework Assignment #7 Solutions
1. (Wooldridge 7.2)
(i) If cigs = 10 then log(bwght ) = .0044(10) = .044, which means about a 4.4% lower birth
weight.
(ii) A white child is estima
ECO 341K
University of Texas
Introduction to Econometrics
Prof. Haiqing Xu
Homework Assignment #10 Solutions
Wooldridge 10.2
We follow the hint and write
gGDPt-1 = 0 + 0intt-1 + 1intt-2 + ut-1,
and plug this into the right-hand-side of the intt equation:
ECO 341K
University of Texas
Introduction to Econometrics
Prof. Haiqing Xu
Homework Assignment #3 Solutions
Written Problems:
1.
(y
(y
SSE
R =
=
SST
2
(
=
=
0
i
y) 2
i
y) 2
+ 1 xi ( 0 + 1 xi ) 2
(y
i
y) 2
12 ( xi x ) 2
2
( y y)
[ ( x x )( y y )]
(x
ECO 341K
University of Texas
Introduction to Econometrics
Prof. Haiqing Xu
Homework Assignment #10 (due April 22, the end of the class)
Written problems:
1.
Wooldridge Problem 10.2
2.
Wooldridge Problem 10.6
Computer problems (show any relevant Stata outp
ECO 341K
University of Texas
Introduction to Econometrics
Prof. Haiqing Xu
Homework Assignment #2 Solutions
Written problems:
1. a.
E ( y ) = E ( 0 + 1 x + u ) = 0 + 1E ( x ) + E (u ) = 0 + 1E ( x )
b.
cov( x, y ) = cov( x, 0 + 1 x + u ) = cov( x, 0 ) + 1
ECO 341K
University of Texas
Introduction to Econometrics
Prof. Haiqing Xu
Homework Assignment #8 (due April 15th, the end of class)
Written problems:
1.
Wooldridge Problem 6.4; also answer the following:
(iv)
2.
Wooldridge Problem 6.8; also answer the fo
ECO 341K
University of Texas
Introduction to Econometrics
Prof. Haiqing Xu
Homework Assignment #9 Solutions
1. (Wooldridge 8.4)
(i) These coefficients have the anticipated signs. If a student takes courses where grades are, on
average, higher as reflected
ECO 341K
University of Texas
Introduction to Econometrics
Prof. Haiqing Xu
Homework Assignment #11 (due April 29, the end of class)
Written problems:
1.
For the AR(1) model discussed in class, we focused on the case with a positive slope
parameter 1. This
ECO 341K
University of Texas
Introduction to Econometrics
Prof. Haiqing Xu
Homework Assignment #5 (due March 4th, the end of class)
Written problems:
1.
Wooldridge Problem 4.2
2.
Wooldridge Problem 4.4; in addition to the questions in the book, answer the
ECO 341K
University of Texas
Introduction to Econometrics
Prof. Haiqing Xu
Homework Assignment #6 (due Tuesday, March 18th, end of the class)
Written problems:
1.
Wooldridge Problem 4.6
2.
Wooldridge Problem 4.8
3.
Wooldridge Problem 4.10
4.
Suppose that
ECO 341K
University of Texas
Introduction to Econometrics
Prof. Haiqing Xu
In-Class Exam #1 (Spring 2013)
NAME:
_
EID:
_
There are a total of 20 points on this exam. The exam is closed book. You may only refer
to the exam and the provided cheat sheet and
ECO 341K
University of Texas
Introduction to Econometrics
Prof. Haiqing Xu
Homework Assignment #4 (due February 25th, the end of class)
Written problems:
1.
Wooldridge Problem 3.2; in addition to the questions in the book, answer the
following:
(iv)
If yo
ECO 341K
University of Texas
Introduction to Econometrics
Prof. Haiqing Xu
In-Class Exam #1 Solutions (Spring 2013)
1.
An hour increase in amount worked per week is associated with an expected decrease in sleep of
8.97 minutes per week (or 0.149 hours per
ECO 341K
University of Texas
Introduction to Econometrics
Prof. Haiqing Xu
Homework Assignment #8 Solutions
6.4
(i) Holding all other factors fixed we have
log(wage) = 1educ + 2 educ pareduc = ( 1 + 2 pareduc)educ.
Dividing both sides by educ gives the r
ECO 341K
University of Texas
Introduction to Econometrics
Prof. Haiqing
Sample In-Class Exam #2
NAME:
_
1
ECO 341K
University of Texas
Introduction to Econometrics
Prof. Haiqing Xu
Sample In-Class Exam #2
The following multiple regression is based upon da
ECO 341K
University of Texas
Introduction to Econometrics
Prof. Haiqing Xu
Homework Assignment #3 (due February 18th, end of the class)
Written problems:
1.
Show that R-squared (for a simple linear regression) is equal to the square of the
correlation bet
ECO 341K
University of Texas
Introduction to Econometrics
Prof. Haiqing Xu
In-Class Exam #2
NAME: _ EID: _
There are a total of 40 points on this exam. The exam is closed book. You may only refer
to the exam and one page of A4 size cheat sheet. Do not spe
m PART 1 Regression Analysis with CrossSectional Data
usual OLS standard errors and test statistics, but, as we will see in the next chapter, this is
easily xed in large enough samples.
Section 7.6 provides a discussion of how binary variables are used to
Standard Deviation of Q
PART 1
Regression Analysis with Cross-Sectional Data
Sum of Squared Residuals Underspecifying the Mode]
Standard Error of a, (SSR) Upward Bias
Standard Error of the Total Sum of Squares (SST) Variance Ination
Regression (SER) True
ECO 341K
University of Texas
Solutions to Homework Assignment #1
Introduction to Econometrics
Prof. Haiqing Xu
Written problems:
1.2 (i) Here is one way to pose the question: If two firms, say A and B, are identical in all
respects excep
CHAPTER 10 Basic Regression Analysis with Time Series Data 375
LongRun Elasticity Seasonally Adjusted Stochastic Process
Long-Run Multiplier Serial Correlation Strictly Exogenous
LongRun Propensity (LRP) Short-Run Elasticity Time Series Process
Seasonal D
ECO 341K
University of Texas
Introduction to Econometrics
Homework Assignment #4 Solutions
3.2 (i) Yes. Because of budget constraints, it makes sense that, the more siblings there are in a
family, the less education any one child in the family has. To fin
ECO 341K
University of Texas
Introduction to Econometrics
Homework Assignment #2 Solutions
Written problems:
1. a.
E y E 0 1 x u 0 1E x E u 0 1E x
sh is
ar stu
ed d
v i y re
aC s
o
ou urc
rs e
eH w
e r as
o.
co
m
b.
cov( x, y ) cov( x, 0 1 x u ) cov( x,
ECO 341K
University of Texas
Introduction to Econometrics
Prof. Sukjin Han
Homework Assignment #3 Solutions
Written Problems:
1.
( y
( y
SSE
R =
=
SST
2
=
y)2
i
y)2
+ 1 xi ( 0 + 1 x i ) 2
0
(y
y) 2
sh is
ar stu
ed d
vi y re
aC s
o
ou urc
rs e
eH w
er