The University of New South Wales
School of Economics
ECON3208/ECON3291(ARTS)
ECONOMETRIC METHODS
MID-TERM EXAM
Semester 2, 2013
Part A. Multiple choice questions [7 marks]
Use the accompanying answer sheet to mark your answers. Answers recorded only on t
Chapter 17: Limited Dependent Variable models and Sample
Selection Correction
Monday, 22 April 2013
1:01 PM
- Conventional LPM models or LDV models typically tend to have nontrivial corner solutions. For example,
for most families, the charitable contribu
Name of Candidate: _
Student ID: _
Signature: _
THE UNIVERSITY OF NEW SOUTH WALES
School of Economics
SEMESTER 1/2014
ECON 3208
Final Examination
1.
Time allowed - 3 hours
2.
Reading time - 10 minutes
3.
Total available marks 60
4.
All Questions are not o
Properties
Weak IV
General IV Model
Testing Exogeneity
Summary
Example
ECON3208: Week 6/8
INSTRUMENTAL VARIABLE ESTIMATION AND
TWO STAGE LEAST SQUARES
Associate Professor Chris Carter
School of Economics
UNSW
Associate Professor Chris Carter
Week6-8
Prope
Business School
School of Economics
ECON3208 / ECON4208 / ECON5408
Applied Econometric Methods
Course Outline
Semester 1, 2015
Part A: Course-Specific Information
Students are also expected to have read and be familiar with Part B
Supplement to All Underg
Question 1: (20 marks)
(a) Comment on the expected signs and the actual signs of the coefficients for the Linear Probability Model (LPM) to predict the probability of having non-retirement-fund
interest-bearing assets.
[3 marks]
The coefficient of log tot
THE UNIVERSITY OF NEW SOUTH WALES
SCHOOL OF ECONOMICS
ECON 2207/ECON 3291 (ARTS)
ECONOMETRIC METHODS
FINAL EXAMINATION
NOVEMBER 2006
1. TIME ALLOWED 2 Hours.
2. TOTAL NUMBER OF QUESTIONS 6.
3. ANSWER ANY 4 QUESTIONS.
4. ALL QUESTIONS ARE OF EQUAL VALUE.
5
ECON 3208
Econometric Methods
Tutorial Questions - Week 2
(tutorials to be held in week 3)
Question 1
This question is based on Example 13.2 in Wooldridge. The data is located in the file
CPS78.85.RAW and the variables are defined in the file CPS78.85.DES
X
Z
X
Z
X
Z
Suggests that causal effect isnt the same as correlation between two variables e.g. police example
X
Z
Errors-in-variable bias is just getting the wrong values for the coefficient of an x-variable.
X
Z
Educ isnt the only thing that effects wag
ECON 3208
Econometric Methods
Tutorial Assignment -Tutorial Week 3
The following questions follow from the question in Tutorial 2 based on the
data in file JTRAIN2.DTA (variables are described in file JTRAIN2.DES.)
a) Re-estimate the model described in Qu
ECON 3208
Applied Econometric Methods
Tutorial Questions - Week 9
(tutorials to be held in Week 10)
Answer the following problems in Wooldridge
Chapter 10 Problem 2
Chapter 10 Problem 6
Chapter 10 Computer Exercise 1
Chapter 10 Computer Exercise 4
1
ECON 3208
Applied Econometric Methods
Tutorial Assignment - Week 12
Solutions
Chapter 10 Computer Exercise 5
(i) The coefficient on the time trend in the regression of log(uclms) on a linear time trend and
11 monthly dummy variables is about .0139 (se .00
ECON3208/ECON4208/ECON5408
Tutorial 6
Dr. Rachida Ouysse
1. Based on problem C11 Wooldridge page 627-628
Use the data in CPS91.dta for tis exercise. These data are for married women, where
we also have information on each husbands income and demographics.
ECON 3208
Econometric Methods
Tutorial Questions - Week 3
(tutorials to be held in Week 4)
The following questions follow from the question in Tutorial 2 based on the data in file
JTRAIN2.DTA (variables are described in file JTRAIN2.DES.
a) Re-estimate th
ECON 3208
Econometric Methods
Tutorial Questions - Week 1
(Tutorials to be held in Week 2)
The purpose of the following problem is to review some of the essential material
covered in the Intro course.
In an attempt to better understand the determinants of
ECON 3208
Econometric Methods
Tutorial Questions - Week 1
Solutions
i.
(a) 1 to 4 all have signs as expected. 5 and 6 ? no theoretical or a priori expectation as
to the effect age has on cigarette demand. Together, 5 and 6 have signs that imply a
concave
ECON 3208
Applied Econometric Methods
Tutorial Assignment - Week 11
(tutorials to be held in Week 12)
Answer the following problems in Wooldridge
Chapter 11 Problem 6
Chapter 11 Problem 8
Chapter 18 Problem 6
Chapter 18 Problem 9
1
ECON3208/ECON4208/ECON5408
Tutorial 3
Semester 2, 2015
Dr. Rachida Ouysse
August 13, 2015
Problem 1
The following questions are based on the data in file jtrain2.dta (variables are described in file
jtrain2.des).
a) Using a LPM regress the probability of
Introduction
Instrumental Variable Estimation
IV with one X and one Z
Properties of IV estimator
Instrumental Variable Estimation:
PART I
Dr. Rachida Ouysse
School of Economics
UNSW
Week 8
Wooldridge Ch. 15
Dr. Rachida Ouysse
Instrumental Variable Estimat
APPLIED ECONOMETRIC METHOIDS
TUTORIAL SOLUTION
17.3 (i) We use the chain rule and equation (17.23). In particular, let x1 log(z1).
Then, by the chain rule,
E ( y | y > 0, x) E ( y | y > 0, x) x1
E ( y | y > 0, x) 1
=
=
,
z1
x1
z1
x1
z1
where we use the f
Title
stata.com
tobit postestimation Postestimation tools for tobit
Description
Remarks and examples
Syntax for predict
References
Menu for predict
Also see
Options for predict
Description
The following postestimation commands are available after tobit:
C
Maximum Likelihood Estimation
Binary dependent variable model
The Probit Model
Inference in Logit and Probit
Specification tests
ECON3208: Lecture 3
Maximum Likelihood Estimation
Limited Dependent Variable Models
Dr. Rachida Ouysse
School of Economics
UNS
ECON 3208
Applied Econometric Methods
Tutorial 11 Week 12
Tutorial Question 2, Question 11.6 (Wooldridge, page 405)
Let hy6t be the three month holding yield on a six month T-bill,
where the time index t is in quarters (3 months). That is buying
the six m
ECON 3208
Appled Econometric Methods
Tutorial Assignment - Week 11
Solutions
Question 11.6 (Wooldridge, page 402)
(i) The t statistic for H0: 1 = 1 is t = (1.104 1)/.039 2.67. Although we must rely on
asymptotic results, we might as well use df = 120 in T
ECON3208 Applied Econometrics
Tutorial 7 (Week 8)
Tutor: Felipe Pelaio
Email: felipe@unsw.edu.au
Question 1
Standard
Metropolitan
Statistical Area
Question 1 (i)
First, notice that education is probably correlated with ability level,
which is relevant to
ECON 3208
Applied Econometric Methods
Tutorial Questions - Week 7
(tutorials to be held in Week 8)
Answer the following problems in Wooldridge
Chapter 15 Computer Exercise 3
Chapter 15 Computer Exercise 5
Chapter 15 Problem 11
1
ECON 3208
Econometric Methods
Tutorial Questions - Week 1
The purpose of the following problem is to review some of the essential material covered
in the Intro course.
In an attempt to better understand the determinants of tobacco demand, consider the
fol