The University of New South Wales
School of Economics
ECON3208/ECON3291(ARTS)
ECONOMETRIC METHODS
MIDTERM 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
The University of New South Wales
School of Economics
ECON3208/ECON3291(ARTS)
ECONOMETRIC METHODS
MIDTERM EXAM
Semester 2, 2013
1. TOTAL TIME ALLOWED: 50 minutes.
2. TOTAL MARKS FOR THIS EXAM: 15.
3. ATTEMPT ALL QUESTIONS ON THE EXAM PAPER.
4. THE MIDTE
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
Does More Intensive Treatment
of Acute Myocardial Infarction
in the Elderly Reduce Mortality?
Analysis Using
Instrumental Variables
Mark McClellan, MD, PhD; Barbara J. McNeil, MD, PhD;
Joseph P. Newhouse, PhD
Objective.\p=m\Todetermine the effect of more
Topic 1: Always think of potential problems of endogeneity.
Is education endogenous? Can you test for exogeneity?
(HAUSMAN and LR test). If you have endogeneity, what is
wrong with OLS inference? what can you do about it?

Do you have a proxy? Do you hav
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 nonretirementfund
interestbearing assets.
[3 marks]
The coefficient of log tot
Introduction
The objective of this paper is to determine whether there is any reliable evidence that a
womans schooling has a negative effect on her fertility. To conduct this investigation, we have
relied on real world data collected from Botswanas 1988
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
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
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
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
ECON 3208
Applied Econometric Methods
Tutorial Assignment  Week 12
(tutorials to be held in Week 13)
Answer the following problems in Wooldridge
Chapter 10 Computer Exercise 5
Chapter 12 Problem 1
Chapter 12 Problem 5
Chapter 12 Computer Exercise 9 (omit
ECON 3208
Applied Econometric Methods
Tutorial 7
Instrumental Variables and 2SLS
A wage function and endogeneity.
Testing for an endogenous regressor.
A test for overidentifying restrictions.
Instrumenting an endogenous regressor in time series models
ECON 3208
Applied Econometric Methods
Tutorial Questions  Week 8
(tutorials to be held in Week 9)
Answer the following problems in Wooldridge
Chapter 16 Computer Exercise 1
Chapter 16 Problem 1
Chapter 16 Problem 4
1
ECON 3208
Applied Econometric Methods
Tutorial Questions  Week 6
(tutorials to be held in week 7)
Answer the following problems in Wooldridge
Chapter 15 Computer Exercise 2
Part (i) was done in the Tutorial Questions for Week 5.
Chapter 15 Problem 4
Chap
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
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 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) Reestimate th
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
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
ECON3208
Extra notes for Lecture 4 Material
Dr. Rachida Ouysse
These notes are useful to understand where the formulae and results for the partial effects in
the truncated and censored model come from.
As you know in all these models we have seen and you
ECON3208
Applied Econometric Methods
Lecturer: Minxian Yang
AEM02
School of Economics, UNSW
1
Instrumental Variable Estimation (Ch15)
Lecture plan
AEM02
Importance of MLR4 (ZCM) or MLR4
OLS bias and inconsistency when MLR4(4) fails
Endogenous and exoge
ECON3208
Applied Econometric Methods
Lecturer: Minxian Yang
AEM06
School of Economics, UNSW
1
Limited Dependent Variable Models (Ch17)
Introduction
Scenarios where linear models can be flawed
We have been studying exclusively the linear model = + ,
su
UNSW Business School
School of Economics
ECON3208 / ECON4208 / ECON5408
Applied Econometric Methods
Course Outline
Semester 2, 2017
CourseSpecific Information
The Business School expects that you are familiar with the contents of this
course outline. You
UNSW Business School
School of Economics
Applied Econometric Methods
ECON3208/4208/5408
Tutorial Program
Sample Answers
Session 2, 2017
1
Week 2 Tutorial Exercises
Question Set
Q1. It is best that you already carried out the computation yourself.
(a) Esti