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 r
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% critica
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 Pr
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(
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
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 App
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 Probl
ECO 341K
University of Texas
Introduction to Econometrics
Homework Assignment #1 (due February 4, 11:00 a.m.)
Written problems:
Wooldridge: Chapter 1, Problem 2
Chapter 2, Problem 4
Computer problems
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 pl
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
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
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 follow
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
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.
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 co
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 focu
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
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 o
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 Exa
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 +
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 decreas
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 t
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 re
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 pr
ECO341K Introduction to Econometrics
Chapter 4: The Multiple Regression Model Inference
Professor Sandra Black
Chapter 4: Inference
1 / 50
Inference I: Lecture 10
Lecture 10 Outline
The Multiple Regre
ECO341K Introduction to Econometrics
Chapter 3: The Multiple Regression Model Estimation
Professor Sandra Black
Multiple Regression Estimation
1/1
Multiple Linear Regression Analysis I: Lecture 6
Lect
ECO 341K
University of Texas
Introduction to Econometrics
Homework Assignment #3 Solutions
Written Problems:
1.
( y
(y
SSE
R =
=
SST
2
(b
=
=
0
i
- y) 2
i
- y) 2
+ b1 xi - ( b0 + b1 xi ) 2
(y
i
- y)
ECO 341K
University of Texas
Introduction to Econometrics
Homework Assignment #2 Solutions
Written problems:
1. a.
E ( y ) = E ( b0 + b1 x + u ) = b0 + b1E ( x ) + E ( u ) = b0 + b1E ( x )
b.
cov( x,
ECO 341K
University of Texas
Introduction to Econometrics
Homework Assignment #7 (due November 2, 11:00 am)
Written problems:
1.
The following model allows the return to education to depend upon the t
ECO 341K
University of Texas
Introduction to Econometrics
Homework Assignment #4 Solutions
1.
(i) Yes. Because of budget constraints, it makes sense that, the more siblings there are in a
family, the
ECO 341K
University of Texas
Introduction to Econometrics
Homework Assignment #8 (due November 21, 11:00am)
1.
The following model allows the return to education to depend upon the total amount
of bot
Cheat Sheet for 2nd Exam
Multiple linear regression (MLR):
Assumptions:
MLR.1: y =
0
+
1 x1
+
+
k xk
+ u (population model)
MLR.2: Random sample f(yi ; xi1 ; : : : ; xik )gni=1 from the population mod
ECO 341K
University of Texas
Introduction to Econometrics
Prof. Jason Abrevaya
Homework Assignment #2 Solutions
Wooldridge C2.4, parts (i) and (ii)
(Please note that Stata is case sensitive, so you mi
ECO 341K
University of
Texas
Introduction to Econometrics
Homework Assignment #4 (due October 3 11:00 am)
Written problems:
1.
The data in WAGE2.dta on working men was used to estimate the following e
ECO341K Introduction to Econometrics
Chapter 5: The MLR Model Asymptotic Inference
Professor Sandra Black
Chapter 5: Asymptotic Inference
1/1
Asymptotic Inference: Lecture 12
Lecture 12 - Outline
Mult