University of Victoria
Department of Economics
ECON 546: Themes in Econometrics
Lab Exercises #7
(3 March, 2010)
In this lab. class we are going to get some practice in estimating a count data model,
University of Victoria
Department of Economics
ECON 546: Themes in Econometrics
Lab Exercises #3
(27 January, 2010)
(a)
The Box-Cox model allows for a flexible non-linear functional form by
transformi
Department of Economics
University of Victoria
ECON 546: Themes in Econometrics
Estimation of Simultaneous Equations Models in EViews
In this handout we discuss the estimation of structural simultaneo
University of Victoria
Department of Economics
ECON 546: Themes in Econometrics
Lab Exercises #5
(10 February, 2010)
In this Lab. class we will use Monte Carlo simulation to investigate the finite-sam
University of Victoria
Department of Economics
ECON 546: Themes in Econometrics
Lab Exercises #4
(3 February, 2010)
(a)
In the last Lab. class we estimated a Box-Cox model to explain expenditure on Re
University of Victoria
Department of Economics
ECON 546:
Themes in Econometrics
Lab. Exercise 1
(13 January, 2010)
The purpose of this lab. class is to provide an introduction to the use of Monte Carl
University of Victoria
Department of Economics
ECON 546: Themes in Econometrics
Lab Exercises #6
(24 February, 2010)
In this Lab. class we will use Monte Carlo simulation to investigate the finite-sam
ECON 546: Themes in Econometrics
Supplementary Problems, III
The following questions are designed to give you additional practice with the material that is
being covered in class. You should note that
ECON 546: Themes in Econometrics
Supplementary Problems, IV
The following questions are designed to give you additional practice with the material that is
being covered in class. You should note that
ECON 546: Themes in Econometrics
Supplementary Problems, II
The following questions are designed to give you additional practice with the material that is
being covered in class. You should note that
University of Victoria
Department of Economics
ECON 546:
Themes in Econometrics
Examples of Markov Chain Monte Carlo Analysis
Example 1
Let X and Y be a pair of random variables whose joint distributi
ECON 546: Themes in Econometrics
Supplementary Problems, I
The following questions are designed to give you additional practice with the material that is
being covered in class. You should note that m
University of Victoria
Department of Economics
ECON 546: Themes in Econometrics
Lab Exercises #8
(10 March, 2010)
In this lab. class we are going to get some more practice in estimating count data mod