University of Hong Kong
Introductory Econometrics (ECON0701), Fall 2012
7 December 2012
Serial Correlation and Heteroskedasticity in Time Series
Regressions
Last time, we discussed the consequences of serial correlation for OLS estimates.
Like heteroske
University of Hong Kong
Introductory Econometrics (ECON0701), Fall 2012
30 November 2012
Further Issues in Using OLS with Time Series Data
Last time, we discussed the assumptions necessary for OLS parameter estimates to be
consistent in a time series con
University of Hong Kong
Introductory Econometrics (ECON0701), Fall 2012
27 November 2012
Further Issues in Using OLS with Time Series Data
Last time, we introduced some concepts applying to time series variables that are
needed for OLS parameter estimate
University of Hong Kong
Introductory Econometrics (ECON0701), Fall 2012
23 November 2012
Basic Regression Analysis with Time Series Data
Last time, we reviewed the basic assumptions necessary to use ordinary least squares
to estimate time series models.
University of Hong Kong
Introductory Econometrics (ECON0701), Fall 2012
20 November 2012
Basic Regression Analysis with Time Series Data
Last time we started talking about a new type of data to analyze, time series data, as
opposed to cross-sectional data
University of Hong Kong
Introductory Econometrics (ECON0701), Fall 2012
31 October 2012
Multiple Regression Analysis with Qualitative Information
Up until now, in our studies of the multiple linear regression model
y 0 1 x1 2 x2 . k xk u
all of the x va
University of Hong Kong
Introductory Econometrics (ECON0701), Fall 2012
16 October 2012
Administrative Matters
You are probably wondering about the scope of the midterm examination, which will
be held on Friday, November 2nd (2:30 pm to 4:30 pm, CYP P2 f
University of Hong Kong
Introductory Econometrics (ECON0701), Fall 2012
9 October 2012
Multiple Regression Analysis: Estimation
Last time, we examined the sampling variance of the OLS estimator in the multiple
regression case.
In general, an estimate of
(ECON612)EC612FE2007.pdf downloaded by cykyuen from http:/petergao.net/ustpastpaper/ at 2013-08-01 14:42:05. Academic use within HKUST only.
Final Exam
Economics 612A
Banking and International Finance
March 28, 2007
Multiple Choice (2 points each)
1. Bank
University of Hong Kong
Introductory Econometrics (ECON0701), Fall 2012
4 December 2012
Further Issues in Using OLS with Time Series Data
Last time we mentioned how to incorporate highly persistent time series variables into
a regression analysis.
Varia
University of Hong Kong
Introductory Econometrics (ECON0701), Fall 2012
13 November 2012
Multiple Regression Analysis with Qualitative Information
Last time, we discussed the Chow test, which is a specific type of F test.
The difference is only in the m
University of Hong Kong
Introductory Econometrics (ECON0701), Fall 2012
6 November 2012
Multiple Regression Analysis with Qualitative Information
Last time, we discussed the use of interaction terms in linear regression models.
The basic idea of an inte
University of Hong Kong
Introductory Econometrics (ECON0701), Fall 2012
19 October 2012
Multiple Regression Analysis: Inference
Last time we discussed testing hypotheses that involve more than one parameter.
The method is to define a third parameter tha
University of Hong Kong
Introductory Econometrics (ECON0701), Fall 2012
12 October 2012
Multiple Regression Analysis: Inference
Last time, we started to talk about inference and hypothesis testing in the context of a
multiple linear regression model.
Si
University of Hong Kong
Introductory Econometrics (ECON0701), Fall 2012
5 October 2012
Multiple Regression Analysis: Estimation
Last time, we started to discuss estimating and interpreting the parameters of the
multiple linear regression model.
Just lik
University of Hong Kong
Introductory Econometrics (ECON0701), Fall 2012
28 September 2012
The Simple Regression Model
Last time, we continued our discussion of the simple regression model.
Even though the simple regression model is a linear model, it ca
University of Hong Kong
Introductory Econometrics (ECON0701), Fall 2012
25 September 2012
The Simple Regression Model
Last time, we introduced the simple regression model.
The simple regression model takes the form
y 0 1 x u
Where 0 and 1 are chosen so th
University of Hong Kong
Introductory Econometrics (ECON0701), Fall 2012
21 September 2012
Fundamentals of Probability
Last time, we started to review some basic concepts of probability.
One important concept was the concept of expected value the expected
University of Hong Kong
Introductory Econometrics (ECON0701), Fall 2012
18 September 2012
Administrative Matters
The Web page for the course is available at http:/hkuportal.hku.hk/moodle/guest
You will find lecture notes on this page and also the weekly