Pamela Campa
Econ 615
Winter 2014
Topic 3. MODEL MISSPECIFICATION
Model misspecication broadly means that one or more of the assumptions made in Topic 1
about the data generating process are not correct. Violations of these assumptions will aect the
inter

Pamela Campa
Econ 615
Winter 2014
Topic 6. Maximum Likelihood
1
Maximum Likelihood Estimation
1.1
Likelihood Function and MLE
In the previous lectures we have explored one of the two most important classes of estimation
principles in statistical modeling,

Assignment# 4
Mahdi Ebrahimi Kahou
In this assignment I collaborated with Armin Saleh, Mohammad Farrokhi, Safoura Moeini
Question 1
1.a
The research questions is the following:
Does compulsory schooling attendance aect schooling earnings
The paper investi

Assignment 3
Due on Monday, March 31st
Problem 1.
Conduct a Monte-Carlo test to calculate the size of tests. Estimate the
regression:
Y = c + 1 x1 + 2 x2 + 3 x3 +
(1)
Calculate the rejection rate for 1 = 1 assuming homoskedasticity, heteroskedasticity, a

Econometrics assignment # 2
Mahdi Ebrahimi Kahou
Student ID:10062406
1
In this assignment I collaborated with Armin Saleh and Mohammad
Farrokhi.
Question I
The true model has the following form:
yj = 0 + 1 xi1 + 2 x2 + i .
i2
(1)
We know that by analogy:

Econometrics assignment # 1
Mahdi Ebrahimi Kahou
Student ID:10062406
In this assignment I collaborated with Shine Fine, Armin Saleh and Mohammad Farrokhi.
Question I
I.a
We know that X takes the following form:
1
4
X =
1
3
1
6
1
5
1
2
.
(1)
Therefore, X X