Panel Time Series
Nonstationary Panel Econometrics
and Common Factor Models
Lecture II: Heterogeneity and Cointegration in Panel Time Series
M ARKUS E BERHARDT
St Catherines College and CSAE
email: ma
Part 1
1.
Of the 65 cars on a car lot, 45 have air-conditioning, 30
have power windows, and 12 have both air-conditioning
and power windows. How many of the cars on the lot have
neither air-conditioni
Visual Argument Analysis
Sample 1
> fill the gaps in the text with the words and expressions from the list:
signals implies unevenly scattered consider rationally encounters a dissonance a downward
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Econometrics III (module 5, 20102011)
Assignment #2: answer key
Problem #1 Higher-order Delta-Method
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d
Let zn ! z = const and n(zn z) ! N (0; 2 ) : Let g be m + 1 times continuously
dierentiable a
Writing Class
FINAL ESSAY
Essay topics:
Formulate the topic / headline / issue yourself. Base your essay and the issue you explore on one of the following:
Krugmans article (a country is not a compan
Econometrics III (module 5, 20162017)
Stanislav Anatolyev
Assignment 1: answer key
Problem 1 Dig for Goldberger
1. (a) minE (Y
c
cX)2 yields the FOC 2E [(Y
=
X) ( X)] = 0; from where
E [XY ]
:
E [X 2
Solutions to Bruce Hansens Econometrics
Tirthankar Chakravarty
May 2, 2015
Contents
1 Introduction
3
2 Conditional Expectations and Projections
4
3 The Algebra of Least Squares
6
1
Revision History
Re
Modes of Convergence
Continuous Mapping Theorems
Denition 1 (convergence almost surely). The matrix-valued sequence
of random variables Zn is said to converge to a random matrix Z almost
as
surely (or
MICROECONOMICS 5
1ST TAKE-HOME ASSIGNMENT
Timos Athanasiou
[email protected]
Reply to all questions. Each questions carries equal weight. Return the
exam by Monday, June 5th at 5pm.
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Economics 201C Segment Practice Problems
Vincent Crawford
Spring 2009
University of California, San Diego
In some of the empirical-judgment parts of questions more than one answer is defensible.
1. In
A1. (i) See section 1.6, section 4.2.1 page 128, and Appendix 1.C.
(ii) [Appendix 1.D pp. 55-57 contains a common-values example closely related
to the private-values example described here.]
(a) Bidd
Panel Time Series
Nonstationary Panel Econometrics
and Common Factor Models
Lecture I: Overview and Introduction
M ARKUS E BERHARDT
St Catherines College and CSAE
email: [email protected]
Panel Time Series
Nonstationary Panel Econometrics
and Common Factor Models
Lecture III: Cross-Section Dependence in Panel Time Series
M ARKUS E BERHARDT
St Catherines College and CSAE
email: markus.e
Strategy-proof package assignment
by
Albin Erlanson
and
Karol Szwagrzak
Discussion Papers on Business and Economics
No. 5/2014
FURTHER INFORMATION
Department of Business and Economics
Faculty of Busin