Econ 365, Final Examination, A01 - Page 1 of 11
Suggested Solutions
UNIVERSITY OF VICTORIA
EXAMINATION DECEMBER 2008
ECONOMICS 365: ECONOMETRICS I, A01
Brief Suggested Solutions
Question One: (30 marks)
The following background information is to be used t
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DEPARTMENT OF ECONOMICS: UNIVERSITY OF VICTORIA
ECON 365: ECONOMETRICS I
WINTER SESSION 2014 TERM 1
LAB EXERCISE #5 ESTIMATING A CRM USING EVIEWS
Brief Suggested Solutions
Worked Exercises with TA:
1. Estimate equation (2) by least squares. Does the eff
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DEPARTMENT OF ECONOMICS: UNIVERSITY OF VICTORIA
ECON 365: ECONOMETRICS I
WINTER SESSION 2014 TERM 1
LAB EXERCISE #8 CONSISTENCY VS UNBIASEDNESS
Brief Suggested Solutions
The aim of this exercise is to practice working with the concepts of cons
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DEPARTMENT OF ECONOMICS
UNIVERSITY OF VICTORIA
ECON 365: ECONOMETRICS I
WINTER SESSION 2014 TERM 1
LAB EXERCISE #7 COMPARING SUMS OF SQUARES
Brief Suggested Solutions
In this lab well explore comparing sums of squared residuals for two models regarding
DEPARTMENT OF ECONOMICS
UNIVERSITY OF VICTORIA
ECONOMICS 365: ECONOMETRICS I
Practice Exercise #2: Expectations Operator Review
Suggested Solutions
1
1. Let = =1 , where 1 , , are random variables, each satisfying that ( ) =
, a scalar constant. Show that
DEPARTMENT OF ECONOMICS
UNIVERSITY OF VICTORIA
ECONOMICS 365: ECONOMETRICS I
Practice Exercise #4: Simple Linear Regression Model
Suggested Solutions
The aim of this exercise is to review some basic results associated with estimating the simple
linear reg
DEPARTMENT OF ECONOMICS
UNIVERSITY OF VICTORIA
ECONOMICS 365: ECONOMETRICS I
Practice Exercise #5: Multiple Linear Regression Model
The aim of this exercise is to review some basic results associated with estimating the
multiple linear regression (MLR) mo
DEPARTMENT OF ECONOMICS
UNIVERSITY OF VICTORIA
ECONOMICS 365: ECONOMETRICS I
Practice Exercise #5: Multiple Linear Regression Model
Brief Suggested Solutions
The aim of this exercise is to review some basic results associated with estimating the
multiple
DEPARTMENT OF ECONOMICS
UNIVERSITY OF VICTORIA
ECONOMICS 365: ECONOMETRICS I
Practice Exercise #6: More on Unbiasedness and Consistency
The aim of this exercise is to practice working with the notions of unbiasedness and
consistency, along with practicing
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DEPARTMENT OF ECONOMICS: UNIVERSITY OF VICTORIA
ECON 365: ECONOMETRICS I
WINTER SESSION 2014 TERM 1
LAB EXERCISE #3 WORKING WITH SOME OPERATORS ASSOCIATED WITH
THE SIMPLE REGRESSION MODEL
Brief Suggested Solutions
The aim of this exercise is t
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DEPARTMENT OF ECONOMICS: UNIVERSITY OF VICTORIA
ECON 365: ECONOMETRICS I
WINTER SESSION 2014 TERM 1
LAB EXERCISE #3 WORKING WITH SOME OPERATORS ASSOCIATED WITH
THE SIMPLE REGRESSION MODEL
Wednesday October 1 in DSB C126
The aim of this exercis
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DEPARTMENT OF ECONOMICS
UNIVERSITY OF VICTORIA
ECONOMICS 365: ECONOMETRICS I
Term Test, Winter Session First Term 2008
Brief Suggested Solutions
Beck, Levine and Loayza (2000, Journal of Financial Economics) examine data on
average growth rate
Some Suggested Solutions to term test 1 (Econ 365 F2010)
Question 1:
(19 marks)
Ram (2006, Journal of Development Economics) studies the state of the life span revolution
between 1980 and 2000. One of the models that he considers is given as:
ln(Eit/Ei0)
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DEPARTMENT OF ECONOMICS: UNIVERSITY OF VICTORIA
ECON 365: ECONOMETRICS I
WINTER SESSION 2014 TERM 1
LAB EXERCISE #2 MATRIX ALGEBRA WITH THE MEAN MODEL
Wednesday September 24 in DSB C126
The aim of this exercise is to work with some matrix alge
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DEPARTMENT OF ECONOMICS: UNIVERSITY OF VICTORIA
ECON 365: ECONOMETRICS I
WINTER SESSION 2014 TERM 1
LAB EXERCISE #1 MATRIX ALGEBRA PRACTICE
SUGGESTED SOLUTIONS
1.
Basic Notion: A matrix is a rectangular or square array of numbers arranged in r
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DEPARTMENT OF ECONOMICS: UNIVERSITY OF VICTORIA
ECON 365: ECONOMETRICS I
WINTER SESSION 2014 TERM 1
LAB EXERCISE #2 MATRIX ALGEBRA WITH THE MEAN MODEL
Brief Suggested Solutions
The aim of this exercise is to work with some matrix algebra assoc
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DEPARTMENT OF ECONOMICS: UNIVERSITY OF VICTORIA
ECON 365: ECONOMETRICS I
WINTER SESSION 2014 TERM 1
LAB EXERCISE #5 ESTIMATING A CRM USING EVIEWS
Wednesday October 15 in BEC Lab.
The second half of the 1990s and first part of this decade has seen substa
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DEPARTMENT OF ECONOMICS: UNIVERSITY OF VICTORIA
ECON 365: ECONOMETRICS I
WINTER SESSION 2014 TERM 1
LAB EXERCISE #1 MATRIX ALGEBRA PRACTICE
Wednesday September 10 in DSB C126
The aim of this lab exercise is to revise some basic matrix algebra
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DEPARTMENT OF ECONOMICS: UNIVERSITY OF VICTORIA
ECON 365: ECONOMETRICS I
WINTER SESSION 2014 TERM 1
LAB EXERCISE #6 FURTHER PRACTICE WITH ESTIMATING A MLR
MODEL
Brief Suggested Solutions
Wednesday October 22 in BEC Lab.
The data for this laboratory exer
DEPARTMENT OF ECONOMICS
UNIVERSITY OF VICTORIA
ECONOMICS 365: ECONOMETRICS I
Practice Exercise #6: More on Unbiasedness and Consistency
Brief Suggested Solutions
The aim of this exercise is to practice working with the notions of unbiasedness and
consiste