EF5070  Econometrics
Lecture 9
Instrumental Variables Regression
Daniel Preve
City University of Hong Kong
November 6, 2013
Lecture 9
Outline of Todays Lecture
Instrumental Variables Regression (cf. chapter 12 in SW)
The IV Estimator
Note: SW is the tex
EF5070  Econometrics
Lecture 2
Simple Linear Regression
Daniel Preve
City University of Hong Kong
September 21, 2013
Lecture 2
Outline of Todays Lecture
Simple Linear Regression (cf. chapters 45 in SW):
Least Squares Estimation
Least Squares Assumption
EF5070  Econometrics
Lecture 6
Nonlinear Regression
Daniel Preve
City University of Hong Kong
October 16, 2013
Lecture 6
Outline of Todays Lecture
Nonlinear Regression (cf. chapter 8 in SW):
Dummy Variables
Multicollinearity
Nonlinear Regression Funct
EF5070  Econometrics
Lecture 3
Simple Linear Regression
Daniel Preve
City University of Hong Kong
September 25, 2013
Lecture 3
Outline of Todays Lecture
Simple Linear Regression (cf. chapters 45 in SW):
Review
The GaussMarkov Theorem
Hypothesis Tests
EF5070  Econometrics
Lecture 5
Multiple Linear Regression
Daniel Preve
City University of Hong Kong
October 17, 2013
Lecture 5
Outline of Todays Lecture
Multiple Linear Regression (cf. chapters 67 in SW):
Review
Hypothesis Tests
Condence Intervals
He
EF5070  Econometrics
Appendix for Lecture 1
Daniel Preve
City University of Hong Kong
August 30, 2016
Appendix for Lecture 1

This Appendix is intended for advanced or ambitious students who
wish to gain a deeper understanding of some of the material
co
EF5070  Econometrics
Lecture 4
Multiple Linear Regression
Daniel Preve
City University of Hong Kong
September 20, 2016
Lecture 4
Outline of Todays Lecture
Multiple Linear Regression (cf. chapters 67 in SW):
Omitted Variable Bias
Multiple Linear Regress
EF5070  Econometrics
Appendix for Lectures 12
Daniel Preve
City University of Hong Kong
September 6, 2016
Appendix for Lectures 12

This Appendix is intended for advanced or ambitious students who
wish to gain a deeper understanding of some of the mater
INSTRUCTION SHEET
(1) Download SAS software from one of the computers (no. 35) at iCorner
Go to C:\SASDisk\ to copy folder SAS94M3x64 for 64bit or folder SAS94M3x86" for 32bit to your
portable hard disk.
Please note that you need bring a portable hard
EF5070  Econometrics
Appendix for Lectures 13
Daniel Preve
City University of Hong Kong
September 13, 2016
Appendix for Lectures 13

This Appendix is intended for advanced or ambitious students who
wish to gain a deeper understanding of some of the mate
EF5070  Econometrics
Lecture 4
Multiple Linear Regression
Daniel Preve
City University of Hong Kong
October 2, 2013
Lecture 4
Outline of Todays Lecture
Multiple Linear Regression (cf. chapters 67 in SW):
Omitted Variable Bias
Multiple Linear Regression
Computer Lab Session 1: Basic Analysis in SAS
Dr. Isabel Yan
EF5070 Semester A 201112
Download SAS and data files from the class webpage
Go to the CityU Blackboard webpage http:/www.cityu.edu.hk/cityu/logon/eportal.htm
and log on using your username and
EF5070  Econometrics
Lecture 1
Introduction to Econometrics  Basic Statistics
Daniel Preve
City University of Hong Kong
September 19, 2013
Lecture 1
Outline of Todays Lecture
Introduction to Econometrics (cf. chapter 1 in SW)
Basic Statistics (cf. cha
EF5070  Econometrics
Lecture 7
Serial Correlation
Daniel Preve
City University of Hong Kong
October 24, 2013
Lecture 7
Outline of Todays Lecture
Serial Correlation (cf. sections 14.114.3 in SW)
Time Series Analysis
The Distributed Lag Model
Note: SW is
EF5070  Econometrics
Appendix for Lecture 1
Daniel Preve
City University of Hong Kong
September 3, 2013
Appendix for Lecture 1

This Appendix is intended for advanced or ambitious students who
wish to gain a deeper understanding of some of the material
EF5070  Econometrics
Appendix for Lectures 13
Daniel Preve
City University of Hong Kong
September 27, 2013
Appendix for Lectures 13

This Appendix is intended for advanced or ambitious students who
wish to gain a deeper understanding of some of the mate
EF5070  Econometrics
Appendix for Lecture 7
Daniel Preve
City University of Hong Kong
October 24, 2013
Appendix for Lecture 7

This Appendix is intended for advanced or ambitious students who
wish to gain a deeper understanding of some of the material
c
EF5070  Econometrics
Appendix for Lectures 12
Daniel Preve
City University of Hong Kong
September 6, 2013
Appendix for Lectures 12

This Appendix is intended for advanced or ambitious students who
wish to gain a deeper understanding of some of the mater
Computer Lab Session 2: Running a Simple Regression in SAS
Dr. Isabel Yan (revised by Dr. Daniel Preve)
EF5070 Semester A 201314
Tasks to be completed
Data on the monthly stock prices of the Sun Hung Kai Property (PSHK ) , Hang Seng Index
(Phsi ) and the
Computer Lab Session 3:
Running Multiple Regression and Performing Hypothesis Testing in SAS
Dr. Isabel Yan (Revised by Dr. Daniel Preve)
EF5070 Semester A 201314
This example is similar to the problem in handin assignment 3, except that it uses a
diffe
Computer Lab Session 4:
Binary Dependent Variable
Dr. Isabel Yan
EF5070 Semester A 201112
SAS program (chapter11_f.sas)
1
Probit and logit results in Table 11.2 of the textbook (Stock and Watson):
2
SAS program for replicating the results (for details of
EF5070  Econometrics
Lecture 3
Simple Linear Regression
Daniel Preve
City University of Hong Kong
September 13, 2016
Lecture 3
Outline of Todays Lecture
Simple Linear Regression (cf. chapters 45 in SW):
Review
The GaussMarkov Theorem
Hypothesis Tests