Manifesto Weldon W. Whitener, standing for Chairman of the Cambridge University Investment Club Importance of the club As a student-run organization, the Cambridge University Investment Club (CUIC) has the unique charm of allowing its members to practice
Essays and Plagiarism Dr M.Bray LSE December 2009
We are of course aware that you can download essays from the web. You can buy essays. You can copy all or part of an essay from another student. All these things are breaches of the LSE Regulations on asse
Dr M.Bray LSE November 2009
Class Quiz 5 For classes Monday November 16 Friday November 20. Class Quiz deadline: 12 noon the day before your class. Hint: Consumer Theory Example 10: Income Tax and Budget Constraints on the EC201 website goes through a sim
Question 2
EC201 2009, LSE
Margaret Bray
Class 4
D gradient p1B gradient p1A
A
x2
For classes Monday November 9 Friday November 13. Class Quiz deadline: noon the day before your class.
Measuring the Effects of Price Changes
E
Consumer surplus, compensatin
Econometrics (ECMT 463-200) Summer II, 2007 Homework I (due 07/12/2007) Part I Choose the best answer of the four. 1. Which model below implies a constant elasticity between x and y? a. y = 0 + 1x + u b. y = 0 + 1ln(x) + u c. ln(y) = 0 + 1ln(x) + u d. ln(
Myths of Murder and Multiple Regression By Ted Goertzel Rutgers University, Camden NJ 08102 Published in The Skeptical Inquirer, Volume 26, No 1, January/February 2002, pp. 19-23. If you would like a longer, more technical version of this paper, in Word f
Lecture 21 Doing Applied Econometrics Throughout this course I have attempted to give you a good grounding in the theoretical and applied aspects of econometrics at what amounts to an advanced beginner level. Though we have touched on some theoretical top
Econometrics (ECMT 463-200) Summer II, 2007 Solution of Homework I Part I c c Part II 1. (1) E(X)=1 (2) E(X2)=0*0.25+1*0.5+4*0.25=1.5 (3) var(X)=0.25*(0-1)2+0.5*(1-1) 2+0.25*(2-1) 2=0.5 (4) E(3X+2)=3E(X)+2=5 Var(3X+2)=9var(X)=4.5 2. (1) n=10 Y_bar=10.2 st
Applied Econometrics Exam 2006 2 hours Answer 2 questions
Question 1
Consider the model:
' yit = x it + it
where the index i refers to the industry and t to time, with:
it = i + it
where is an industry specific error term and cov(,x)=0 for all i,t. a) Ex
1. For a and x both p 1 vectors, show by example that
a x x
= a.
x Ax x
2. For A a p p matrix and x a p 1 vector, show by example that
= A+A .
3. Prove that the split sample estimator used to illustrate the Gauss-Markov theorem is unbiased. 4. Calculate t
Introduction to Applied Econometrics National Graduate Institute for Policy Studies Associate Professor Wade Pfau Winter 2006 Final Examination March 24, 2006 10:30 AM 12:00 PM Instructions: You will have 90 minutes to complete this exam. Your answers sho
Problem set 2 1. Consider coin tossing with a single possibly biased coin. The density function for the random variable y = 1(heads) is f Y ( y, p0 ) p0 (1 p0 )1y , y cfw_0, 1
y
=
= 0, y cfw_0, 1 / Suppose that we have a sample of size n. We know from abo
Problem Set 3
Problem 1 Suppose that Y = X + e where e s N (0T 1 ; ) and 6= 2 IT . (1) Show that the OLS estimator is unbiased. (2) Can we still use the t-statistics by simply assuming homoscedasticity? Why or why not? (3) Derive the GLS estimator when is
Introduction to Applied Econometrics National Graduate Institute for Policy Studies Associate Professor Wade Pfau Winter 2006 Final Examination SUGGESTED SOLUTIONS March 24, 2006 10:30 AM 12:00 PM Instructions: You will have 90 minutes to complete this ex
Problem Set 1
Problem 1 There are four conventional ways to describe classical linear regression equations, and one of them is given as below. yt = 1 + x2t 2 + x3t 3 + et , et iid(0, 2 ) What are the other three representations?
Problem 2 What is the mean
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