Homework Assignment 1
Econ 382, Professor Platt, BYU Due in class, January 14th, 2009
1
Warmup
These question provide practice with problems similar to those worked in class. They are optional points earned in this section can oset points lost elsewhere (
Homework Assignment 1 Solutions
Econ 382, Professor Platt, BYU Do not distribute only for current students
1
Warmup
1. Alex and Bob are new college roommates. On arrival at their dorm, they discovered that both had brought cereal and ramen noodles from th
I
1
James B. McDonald
Brigham Young University
11/2011
I.
Introduction to Econometrics
Objective: Make this one of the most interesting and useful courses you take in your
undergraduate program.
Outline:
A. Models and Basic Concepts, B. Data, C. Econometr
Homework Assignment 2 Solutions
Econ 382, Professor Platt, BYU Do not distribute only for current students
1
Warmup
Optional questions. Points earned in this section can oset points lost elsewhere (though the maximum score for the assignment is still 100
Homework Assignment 2
Econ 382, Professor Platt, BYU Due in class, January 21st, 2009
1
Warmup
Optional questions. Points earned in this section can oset points lost elsewhere (though the maximum score for the assignment is still 100 points). Credit is on
IV B 1
James B. McDonald
Brigham Young University
10/11/2011
IV. Miscellaneous Topics
B.
Binary Variables (Dummy Variables)
Many variables, which we may want to include in an econometric model, may not be
quantitative (measurable), but rather are qualitat
STATA
A short list of commands and procedures
July 16, 2010
James B. McDonald
Department of Economics
Brigham Young University
Table of Contents
1. Entering data
2. Running commands
3. Basic mathematical and statistical operations
4. Basic regression
5. V
V1
James B. McDonald
Brigham Young University
11/16/11
V.
Violations of the Basic Assumptions in the Classical Normal Linear Regression Model
A. Introductory Comments, B. Nonnormality of errors, C. Nonzero mean of errors, D.
Generalized Regression Model,
1
Term Paper Evaluation
Name: _
Title:_
1. Organization
Title page, abstract, and organization
2. Introduction and review of literature
Review other related studies
Relationship of project to literature
3. Description of model/other work
Theoretical found
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St at i s t i cal Concept s
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ECONOMETRICS 388
Exam 1
(Sample Exam)
Point Distribution
I.
A.
B.
[email protected][email protected]
II.
A.
B.
C.
D.
E.
10
10
10
10
10
III.
A.
B.
25
[email protected]
TOTAL
145
(SHOW ALL OF YOUR WORK)
I.
BASIC CONCEPTS
A.
Define and discuss the following terms:
1.
Adjusted R2
2.
3.
Consistent e
Econometrics
Exam No. 2
Sample Exam
Point Distribution:
I. A. 10 @ 3
B. 5 @ 5
II.
III.
15
B.
C.
D.
E.
Total
A.
10
15
20
10
[email protected]
145
I. Basic Statistical Concepts
A.
Define and briefly explain the following terms:
1.
Maximum likelihood estimator
2.
Dummy v
ECONOMETRICS 388
FINAL EXAM
Sample Exam
Point Distribution:
I.
A.
B.
10 @ 3
[email protected]
II.
A. 15; B. 15; C. 15; D. 15; E. 10;
III.
A.
B.
C.
D.
10
10
10
[email protected]
70
70
50
_
190
I. BASIC CONCEPTS
A.
Carefully define the following terms:
1.
"Useful" Theorem
2.
Exogenous
STATA
A short list of commands and procedures
March 28, 2011
James B. McDonald
Department of Economics
Brigham Young University
1
Table of Contents
1. Entering data
2. Running commands
3. Basic mathematical and statistical operations
4. Basic regression
5
VI 1
James B. McDonald
Brigham Young University
12/23/2011
VI. SIMULTANEOUS EQUATION MODELS
INTRODUCTION
There are several problems encountered with simultaneous equations models that which are
not generally associated with single equation models. These i
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Economics 388
Homework #5
Hypothesis Testing in the Multivariate Model
The Cobb-Douglas production function is defined by the following equations
(1)
where $2t takes into account changes in output for reasons other than changes in L and
K; ,t denotes a ra
Economics 388
Problem Set #3
1.
Demonstrate that the following expressions for the slope estimator in the bivariate linear
regression model are equivalent:
a.
b.
c.
d.
2.
Demonstrate (or explain how you know) that the sample regression line passes through
Economics 388
Homework #2
1.
The random variable Z has the following the pdf (probability density function):
f(z) = 3z2/8
=0
(a)
(b)
(c)
(d)
2.
(for 0 # z # 2),
(for all other values of z).
Show that this is a legitimate probability density function for z
Economics 388
Problem Set #4
1.
For the general multivariate regression model, the least squares estimator is given by
Show that for the slope estimator in the simple (bivariate) regression case, this is equivalent to
2.
In the general multivariate regres
Economics 388
Problem Set #1
Review of Matrix Algebra
1.
Consider the following system of equations:
x1 + x2 + 3x3 = 2
2x1 + 2x2
=1
=0
x1 + 4x3
This can be written in the form Ax = b, where A is a coefficient matrix, x is a matrix of variables and b is
a