AUSTRALIAN NATIONAL UNIVERSITY
Mid-Semester Examination April 2006
ECONOMETRIC MODELLING (EMET2007/8013)
Study Period: 15 minutes
Time Allowed: Two hours
Permitted Material: Calculator: Non-programmable;
One A4 page with notes on both sides
Attempt all qu

EMET2007/4007/6007
Econometrics I: Econometric Methods
This course provides an introduction to econometric methods and their applications. The main
workhorse of applied econometrics is the linear regression model and the course will develop its
theory and

EMET 2007/6007
TUTORIAL 5 (Week starting 17 March, 2014)
1. Consider the data from question 1 of last weeks tutorial, y = cfw_3, 1, 0, 0, x = cfw_-1, 5,
8, 12.
a) Find the residuals, the SSR, s2 and the estimated standard error of the slope
estimate.
b) U

EMET 2007/6007
Tutorial 6 (Week starting 24 March 2014)
1. Discuss what is wrong with the following statement: In the context of using OLS to
estimate the parameters of the simple linear regression model given by
yi = 0 + 1 x1i + 2 x2i + ui
the assumption

EMET 2007/6007
TUTORIAL 4 (Week starting 10 March, 2014)
1. Consider the data y = cfw_3, 1, 0, 0, x = cfw_-1, 5, 8, 12. Plot the data (by hand). Use the
plot to guess the values of the intercept and slope in the model yi = 0 + 1 xi + ui.
Find (by hand), t

EMET2007/6007
TUTORIAL 3 (Week starting 3 March 2014)
Consider an example from lectures. A population takes on values 0, 1
and 2 with relative frequencies 0.25, 0.5 and 0.25 respectively. A sample of
size one from the population gives a random variable X

EMET 2007/6007 2014 Tut 6
Q2
a) Plot. No, does not look like a demand curve. Income is changing, moving the D curve out.
4.3
4.2
P_LOG
4.1
4.0
3.9
3.8
3.7
3.6
3.3
3.4
3.5
3.6
3.7
3.8
3.9
4.0
Q_LOG
b) R-squared = 0.98, almost all of the variation is explai

EMET2007/8013
TUTORIAL 2 (Week starting 24 February 2014)
1. Consider the housing data, and suppose that m price is the mean price of
houses in Boston, that m size is the mean house size (number of rooms), and
that m crime is mean crime rate. Using the sa

EMET2007 Tut 5 17/3/2014
3. a) There is a strong association. Both food and total have long tails to the right. Logs shrink
those in.
2,000
1,600
FOOD
1,200
800
400
0
0
500
1,000
1,500
2,000
2,500
3,000
7.6
8.0
TOTAL
7.6
7.2
LOG(FOOD)
6.8
6.4
6.0
5.6
5.2

EMET 2007/6007
TUTORIAL 1 (Week starting February 17, 2014)
The aim of this tutorial is to familiarise you with EViews (the computing software that
will be used for EMET 2007/6007). You can work through the tutorial in your own time,
or during this weeks

EMET2007/EMET6007 SEMESTER 1 2014
ASSIGNMENT 1: Due Thursday, 4 April 2014 at 4:00pm
Instructions: Hand in your work by putting it in the EMET2007 assignment box provided near
the Research School of Economics Office on the first floor of the Arndt Buildin

EMET2007 Econometrics I: Econometric Methods
Professor Rodney W. Strachan, ANU
stats, prob review
20th February 2013
Lecture 1 (stats, prob review)
EMET2007
20 th February 2013
1 / 58
Welcome to your rst course in econometrics!
This course will give you s

EMET 2007/6007
Tutorial 7 (Week starting 31 March 2014)
1. How is the chi-squared rv with one degree of freedom related to the standard
normal rv? Compare the 5% critical values from each. How is the t rv with 10
degrees of freedom related to the F distri

EMET 2007/6007
Tutorial 8 (Week starting 21 April 2014)
1.
Consider the log-log model of the demand for chicken from Tutorial 6,
log(qi) = 0 + 1 log(ii) + 2 log(pi) + 3 log(ppi) + 4 log(bi)+ ui
where qi is the amount of chicken consumed, pi is the price o

Lecture Notes #3: Mathematical Tools for
Econometrics (continued)
Introduction to Monte Carlo Experiments
3-1
Variances
Population variances are also expectations the
expected squared deviation about the mean.
A measure of the dispersion of the rv.
Var(

BUSN3006 Public Sector Accounting
Semester 1, 2017
Assignment: Individual Essay
Due Date: Wednesday 15 March 2017, 11pm (Week 4)
Submission of assignment:
Submit your assignment using the Turnitin system on the course Wattle site. You will be
required to

Econometrics I: Econometric Methods
Jurgen
Meinecke
Research School of Economics, Australian National University
20 April, 2017
Assignment 1
I
The results posted on Wattle are out of 10 not out of 100
I
For example, 9.5 means that you have 95% or 9.5 out

Econometrics I: Econometric Methods
Jurgen
Meinecke
Research School of Economics, Australian National University
4 May, 2017
Friendly Reminder: New Due Date!
Homework assignment 2 will be due
at 9am on Monday, 15 May (sharp!)
(This is 27 hours earlier tha

Econometrics I: Econometric Methods
Jurgen
Meinecke
Research School of Economics, Australian National University
11 May, 2017
Roadmap for next weeks
2 weeks for time series analysis
(roughly chapter 14)
Last class will finish up time series
and offer a re

Econometrics I: Econometric Methods
Jurgen
Meinecke
Research School of Economics, Australian National University
30 March, 2017
Assignment 1 Reminder
I
Assignment 1 is now history
I
No late assignments under any circumstances
I
We aim to return the assign

Econometrics I: Econometric Methods
Jurgen
Meinecke
Research School of Economics, Australian National University
18 May, 2017
Assignment 2 Reminder
I
Assignment 2 is now history
I
No late assignments under any circumstances
I
We aim to return the assignme

Econometrics I: Econometric Methods
Jurgen
Meinecke
Research School of Economics, Australian National University
25 May, 2017
Consultation times weeks 14 and 15
Exclusively at the following days/times/locations:
I
TBA
Note: no other consultation is offere

Econometrics I: Econometric Methods
Jurgen
Meinecke
Research School of Economics, Australian National University
2 March, 2017
Random Notes
Computer tutorials start this week!
(not recorded)
Starting next week:
Bring your textbooks along to the computer t

Econometrics I: Econometric Methods
Jurgen
Meinecke
Research School of Economics, Australian National University
23 March, 2017
Assignment 1 Reminder
I
Assignment 1 due on Tuesday of next week,
28 March at 12pm (noon)
I
Note: We do NOT offer any help on s

Econometrics I: Econometric Methods
Jurgen
Meinecke
Research School of Economics, Australian National University
9 March, 2017
FAQ
Can I get a Stata license for myself?
A: Yes, they cost as little as $55 per year for students.
(But its not required for th

Econometrics I: Econometric Methods
Jurgen
Meinecke
Research School of Economics, Australian National University
23 February, 2017
Welcome
Welcome to your first course in econometrics!
Q: Wait! What is econometrics?
Definition
Econometrics is the science

Econometrics I: Econometric Methods
Jurgen
Meinecke
Research School of Economics, Australian National University
16 March, 2017
Timeline for next 3 weeks
I
week 4 (this week!): start working on Assignment 1
I
week 5: continue working on Assignment 1
I
wee