Midterm Exam
Professor Ellis
Economics 382
Econometrics
Winter 2014
Please answer all of the following questions. To facilitate the receipt of partial credit,
please write legibly and show your work.
1. Mathematical Statistics (10 points)
a) X is a random

Final Exam Economics 382
Professor Ellis
Introduction to Econometrics
Autumn 2014
1. Dummy Variables (Qualitative Independent Variables) (20 points)
a) Consider the following relationship between the amount of money spent by a state on
welfare programs, Y

Midterm Exam
Professor Ellis
Economics 382
Econometrics
Winter 2014
Please answer all of the following questions. To facilitate the receipt of partial credit,
please write legibly and show your work.
1. Mathematical Statistics (10 points)
2
a) X is a rand

Midterm Exam
Professor Ellis
Economics 382
Econometrics
Spring 2014
Please answer all of the following questions. To facilitate the receipt of partial credit,
please write legibly and show your work.
1. Mathematical Statistics (20 points)
a) Let Y be a ra

Economics 382
A Possible Final Project
The following information was true in 1999; for the purposes of this project, you may
assume it is still true today.
The city of Seattle owns three municipal golf courses: Jackson, Jefferson, and West
Seattle. They a

TA Lecture 4
Topics Today
Part I Illustration of Consistency
Part II Chapter 6
Specification:
Choosing Independent Variables
17-1
Part I: Consistency of an Estimator
Consistency (Intuitive Meaning):
is a consistent estimator of if is close to with high
p

TA Lecture 1
Ming He
Office Hour: Th 12:30-2:30, Savery 319G.
Email: [email protected]
Topics Today:
(1) Go through Sections 2, 3 of Chapter 17;
(2) Exercises 2 and 3 of Chapter 1 to introduce Eviews.
17-1
TA Lecture 1
Chapter 17
Definitions
Statistical infe

Lecture 6
Todays Topic:
The SAT Interactive Regression Learning
Exercise
Nov, 13, 2014
1 / 51
Background
The nal project is coming up, I have never turned on Eviews
yet.
2 / 51
Background
The nal project is coming up, I have never turned on Eviews
yet.
Th

TA Lecture 2
Topics Today:
Chapter 3
Learning to Use Regression Analysis
17-1
Steps in Applied Regression Analysis
The first step is choosing the dependent variable this step is determined by the
purpose of the research.
After choosing the dependent var

Description of Golf Data
The EViews workfile is arranged by golf course, and then by month, so that, for example,
the 25th observation in the dataset is for the third golf course and the first month of the
year (January). Description of the available data

Final Exam Economics 382
Professor Ellis
Econometrics
Winter 2014
Please answer all of the following questions. To facilitate the receipt of partial credit,
please write legibly and show your work.
1. Consequences for Least Squares Estimation (10 points)

Final Exam Economics 382
Professor Ellis
Econometric Methods
Spring 2014
Please answer all of the following questions. To facilitate the receipt of partial credit,
please write legibly and show your work.
1. Dummy Variables (20 points)
To study the effect

ECON 382
Introduction to Econometrics
5 Credits
Dr. Gregory M. Ellis, [email protected]
Office Hours: TuTh 7:15-8:15 AM in Savery 325, and primarily by appointment.
Economics 382 is a course in economic statistics and econometrics. Econometrics is di

ols ordinary least square
ls y c x
y is things in the left hand equation
c x right hand side of equation
y = 0+ 1x + e
x: Independent variable (Covariates) (Regressors)
y: dependent variable
beta0: coefficient of c
beta1: coefficient of x
f test test join

Midterm Exam
Professor Ellis
Economics 382
Econometrics
Autumn 2016
Please answer all 5 of the following questions. To facilitate the receipt of partial credit,
please write legibly and show your work.
1. Mathematical Statistics (30 points)
2
a) X is a ra

Lecture 7
Todays Topic:
Heteroskedasticity and Another Interactive
Regression Learning Exercise
Nov, 20, 2014
1 / 39
Blocks of Topics for Heteroskedasticity
What is Heteroskedasticity?
2 / 39
Blocks of Topics for Heteroskedasticity
What is Heteroskedastic

1. Briefly describe the consequences of ignoring the following phenomena when using
least squares as an estimation technique for a multiple regression model:
a) Heteroskedasticity in the error term
i) Parameter estimates still unbiased
ii) However, OLS is

1. Briefly describe the consequences of ignoring the following phenomena when using
least squares as an estimation technique for a multiple regression model:
a) Heteroskedasticity in the error term
5. For the years 1960-1988, the demand for cigarettes in

Lecture 5
Multiple Hypothesis Testing
(F and Wald Statistics)
Feb, 4, 2015
1 / 12
Recap of the t-statistic
Given the random sample cfw_Xi n and the hypotheses
i=1
H0 : 0 = H vs. H1 : 0 = H .
Recall that
t=
X n H
=
2 /n
n(X n H )
.
Decompose it to better

Lecture 8
Todays Topic:
Heteroskedasticity
Mar, 4, 2015
1 / 14
Topics for Heteroskedasticity
What is Heteroskedasticity?
What is the motivation for Heteroskedasticity? (Why do we have
to care about it?)
What goes wrong for OLS estimator in the presence of

Lecture 7
Todays Topic:
The SAT Interactive Regression Learning
Exercise
Feb, 25, 2015
1 / 16
Background
The nal project is coming up, I have never turned on Eviews
yet. R, Stata, etc.
The Main Question: How do we do regression analysis for a
real data se

LECTURE 1: THE BALANCE OF PAYMENTS
INTRODUCTION
THE BOP
DEFINITION, FUNCTIONS AND USES
USES AND PURPOSE
BOP ACCOUNTING PRINCIPLES
MAIN COMPONENTS/STRUCTURE OF THE BALANCE OF PAYMENTS
BALANCE OF PAYMENTS DEFICIT AND SURPLUS
PRACTICAL EXAMPLE USING TANZANIA

Economics 382
Problem Set #3
Please answer question 7 from Chapter 3.
Please answer questions 2 and 11 from Chapter 4.
Please answer questions 13 and 14 from Chapter 5.

Economics 382
Problem Set #4
Please answer questions 6 and 7 from Chapter 7.
Please answer question 8 from Chapter 10.
Please answer question 5 from Chapter 12.
Also, go through the interactive exercises from Chapter 8 (pp.276-303) and
Chapter 11 (pp. 399