UNIVERSITY OF EDINBURGH
COLLEGE OF HUMANITIES AND SOCIAL SCIENCES
DEGREE OF M.A. WITH HONOURS IN ECONOMICS
ESSENTIALS OF ECONOMETRICS
Thursday 10th May 2012  9.30am  11.30am
Chairman of Examiners  Professor Mike Elsby
External Examiner  Professor Pe
UNIVERSITY OF EDINBURGH
COLLEGE OF HUMANITIES AND SOCIAL SCIENCES

DECEMBER MCQ TEST
ESSENTIALS OF ECONOMETRICS
Monday, December 14, 2015, 14.30  16.00
ANSWERS AND FEEDBACK
Dear students,
Please find in this document the answers and some feedback to th
UNIVERSITY OF EDINBURGH
COLLEGE OF HUMANITIES AND SOCIAL SCIENCES
DEGREE OF M.A. WITH HONOURS IN ECONOMICS
ESSENTIALS OF ECONOMETRICS
Wednesday 1st May, 2.30pm4.30pm
Chairman of Examiners  Professor Mike Elsby
External Examiner  Professor Peter Sincl
UNIVERSITY OF EDINBURGH
COLLEGE OF HUMANITIES AND SOCIAL SCIENCES

MIDTERM MCQ TEST
ESSENTIALS OF ECONOMETRICS
Tuesday, October 27, 2015, 17:3019:00
ANSWERS AND FEEDBACK
Dear students
Please find in this document the answers and some feedback to the e
UNIVERSITY OF EDINBURGH
COLLEGE OF HUMANITIES AND SOCIAL SCIENCES
DEGREE OF M.A. WITH HONOURS IN ECONOMICS
ESSENTIALS OF ECONOMETRICS
Wednesday 6th May 2015, 9.30am11.30am
Chairman of Examiners  Professor Ed Hopkins
External Examiner  Professor Peter
UNIVERSITY OF EDINBURGH
COLLEGE OF HUMANITIES AND SOCIAL SCIENCES
DEGREE OF M.A. WITH HONOURS IN ECONOMICS
ESSENTIALS OF ECONOMETRICS
Monday 19th August 2013  2.30pm  4.30pm
Chairman of Examiners  Professor Mike Elsby
External Examiner  Professor Pe
UNIVERSITY OF EDINBURGH
COLLEGE OF HUMANITIES AND SOCIAL SCIENCES
DEGREE OF M.A. WITH HONOURS IN ECONOMICS
ESSENTIALS OF ECONOMETRICS
Thursday 5th May 2011, 9.30am11.30am
Chairman of Examiners  Professor Martin Fransman
External Examiner  Professor H
UNIVERSITY OF EDINBURGH
ESSENTIALS OF ECONOMETRICS
SAMPLE MIDTERM MCQ TEST
INSTRUCTIONS:
1. Use an HB pencil.
2. Write your matriculation number and name on the multiple choice answer sheet.
3. This test consists of 20 multiple choice questions. You have
Topics in Economic Analysis 1 (TEA1)
Answer FOUR questions, TWO from each section.
Section A
Answer TWO questions from Section A.
1. Liam has savings of 13,200. He also owns a car worth 6,400, and it is only the
monetary
value of the car that Liam cares a
EC327: Financial Econometrics, Spring 2013
Wooldridge, Introductory Econometrics (5th ed, 2012)
Chapter 18:
Advanced time series topics
Infinite distributed lag models
Consider a pair of timeseries [yt, zt]. An infinite
distributed lag model (IDL) relatin
EC327: Financial Econometrics, Spring 2013
Limited dependent variables and sample
selection
We consider models of limited dependent variables in which the economic agents response
is limited in some way. The dependent variable, rather than being continuou
EC327: Financial Econometrics, Spring 2013
Wooldridge, Introductory Econometrics (5th ed, 2012)
Chapter 14:
Advanced panel data methods
Fixed effects estimators
We discussed the first difference (FD) model
as one solution to the problem of unobserved
hete
EC327: Financial Econometrics, Spring 2013
Wooldridge, Introductory Econometrics (5th ed, 2012)
Chapter 13:
Pooling cross sections over time
In EC228, we have discussed regressions estimated from the two basic types of economic
datasets: cross sections an
Wooldridge, Introductory Econometrics, 4th
ed.
Chapter 10: Basic regression analysis with
time series data
We now turn to the analysis of time series
data. One of the key assumptions underlying
our analysis of crosssectional data will prove
to be untenab
EC327: Financial Econometrics, Spring 2013
Wooldridge, Introductory Econometrics (5th ed, 2012)
Chapter 11:
OLS with time series data
Stationary and weakly dependent time series
The notion of a stationary process is an important one when we consider econo
Wooldridge, Introductory Econometrics, 4th
ed.
Chapter 15: Instrumental variables and two
stage least squares
Many economic models involve endogeneity:
that is, a theoretical relationship does not fit
into the framework of yonX regression, in
which we c
Tutorial Problem Set 9
Chapter 29
Money, Banking and the Federal Reserve System
Problems: 4, 5, 7, 8, 12, 15, 16
4. Indicate whether each of the following is part of M1, M2, or neither:
a. $95 on your campus meal card
95 on campus meal card is similar to
Tutorials Problem Set 6
Chapter 27
Aggregate Demand and Aggregate Supply
Problems: 3, 5, 12, 13
Extra problems: 7, 9, 11, 14
3. Suppose that in Wageland all workers sign annual wage contracts each year on January 1. No matter what
happens to prices of fin
Tutorial Problem Set 4
Chapter 25
Savings, Investments Spending, and the Financial System
Problems: 2, 4, 6, 8
Extra problem: 11
(Further problems: 7, 10)
2. Given the following information about the open economy of Regalia, what is the level of
investmen
Tutorial Problem Set 10
Chapter 30
Monetary policy
Problems: 2, 5, 6, 9, 10, 11, 12
2. How will the following events affect the demand for money? In each case, specify whether there is
a shift of the demand curve or a movement along the demand curve and i
Tutorial Problem Set 7
Chapter 28
Fiscal Policy (Part I)
Problems: 1, 2, 4, 5, 7, 10, 11, 12, 13
1. The accompanying diagram shows the current macroeconomic situation for the economy of
Albernia. You have been hired as an economic consultant to help the e
Tutorial Problem Set 5
Chapter 26
Income and Expenditure
Problems: 2, 5 , 10, 13
Extra problems: 8, 11
2. Assuming that the aggregate price level is constant, the interest rate is fixed, and
there are no taxes and no foreign trade, what will be the change
Economics 1B
Macroeconomics
Information about the tutorials
Attendance will be monitored for each tutorial by scanning your GUIDcard.
You have to visit the tutorial you have been assigned to.
The presentation slides will not be handed out.
This is a stud
Tutorial Problem Set 8
Chapter 28
Fiscal Policy (Part II)
Problems: 7, 10, 11, 12, 13
7. Most macroeconomists believe it is a good thing that taxes act as automatic stabilizers and lower the
size of the multiplier. However, a smaller multiplier means that
Tutorial Problem Set 2
Chapter 22
GDP and the CPI: Tracking the Macroeconomy
Problems: 1, 2, 4, 7
Extra problems: 6, 11
1. Below is a simplified circularflow diagram for the economy of Micronia. (Note that
there is no investment spending in Micronia.)
a.
Tutorial Problem Set 3
Chapter 23
Unemployment and Inflation
Problems: 3, 5, 11 and 12
Extra problems: 2 and 7
3. In each of the following situations, what type of unemployment is Melanie facing?
a. After completing a complex programming project, Melanie
ECONOMICS 1 SEMESTER 1 WEEK 4
Math Lecture Note 4
Notation: Consider a function of one independent variable y = f ( x).
first derivative:
dy
dx
second derivative:
third derivative:
= f 0 ( x)
d2 y
dx2
d3 y
dx3
=
=
d f 0 (x)
dx
d f 00 (x)
dx
= f 00 ( x)
ECONOMICS 1 SEMESTER 1 WEEK 5
Math Lecture Note 5
In this lecture note we consider functions with two or more independent variables. If
there is an unspecified number, n, of independent variables that influence a dependent variable, z, we can write the fu
MONASH UNIVERSITY LIBRARY
ll Ill  H
0040973201
Monash University
Semester 1 Examination 2001
Faculty of Business and Economics
EXAM CODE: ECWIIGIIECWIIMS
TITLE OF PAPER: INTRODUCTORY MICROECONOMICS
EXAM DURATION: 180 minutes writing time
READING TIME 10