ECON 2P90: Introduction to Econometrics
Department of Economics
Brock University
Instructor: Marcel Oestreich
November 12, 2014
Midterm Examination 2 - Solution
Time: 90 minutes
Question 1 [20 marks]
a) [6] In econometrics, the t-test is usually used to t
_
THIS SCRIPT WILL NOT BE DEPOSITED IN THE LIBRARY RESERVE
BROCK UNIVERSITY
Department of Economics
Name:_
(Please Print)
Student No.:_
Mid term Examination, Fall Term 2007 Number of Pages: 10 + 2 pages of SPSS output
+ student t table
Course: Economics 2
ECON 2P90: Introduction to Econometrics
Department of Economics
Brock University
Instructor: Marcel Oestreich
October 8, 2014
Midterm Examination 1 - Solution
Time: 90 minutes
Question 1 - Solution:
a) The population (true) regression function is based on
ECON 2P90: Introduction to Econometrics
Department of Economics
Brock University
Instructor: Marcel Oestreich
October 11, 2013
Midterm Examination 1
Time: 45 minutes
Name of Student:_
Student Number:_
Start the exam only when you are told to do so. In the
ECON 2P90: Introduction to Econometrics
Department of Economics
Brock University
Assignment 2
Please deposit your answer to this Assignment in the drop box by Room 451 in the Plaza
building or bring it to my o ce or to the Lab
no later than 8:00pm on Frid
BROCK UNIVERSITY
Economics 2P90 : Assignment #1
Professor D.P. Dupont
*DATE DUE: 28 January 2008 by 4 pm in drop box by
Department of Economics office (PLAZA 451)*
Important Instructions
Provide typed answers to all questions. Your answers must be in your
BROCK UNIVERSITY
Instructor:
Office:
Phone:
Office Hours:
Email:
ECONOMICS 2P90 INTRODUCTION TO ECONOMETRICS
Winter 2008
Dr. D.P. Dupont
PLAZA 441
905-688-5550 Ext. 3129
Mondays: 11-12, Tuesdays and Thursdays 1-2, or by appointment
Please use course WebCT
ECON 2P90: Introduction to Econometrics
Department of Economics
Brock University
Assignment 1 - Solution
Question 1 - Solution:
a) To standardize a random variable X, we subtract its mean
standard deviation :
Xi
X
:
Zi =
and then divide by its
X
The stand
Brock University
St. Catharines, Canada
Department of Economics
Economics 2P90 Fall 2012
INTRODUCTION TO ECONOMETRICS
Course Outline
Course instructor: Ivan Medovikov
September 2012
E-mail: [email protected]
Office: Plaza Building, Room 429
Office Hour
October 21, 2008
Economics 2P90
Page of 9
THIS SCRIPT WILL NOT BE DEPOSITED IN THE LIBRARY RESERVE
BROCK UNIVERSITY
Department of Economics
Solutions Guide
Mid term Examination, Fall Term 2008 Number of Pages: 9 + 3 pages of SPSS output +
s tudent t table
-1-
ECONOMICS 2P90
INTRODUCTION TO ECONOMETRICS
Fall 2007
ASSIGNMENT # 1:
VELOCE W.
DATE DUE: THURSDAY SEPTEMBER 27 BEFORE 4 P M
NAME: _
STUDENT NUMBER: _
PLEASE ANSWER ALL QUESTIONS IN THE SPACE PROVIDED BELOW EACH
QUESTION. IF ADDITIONAL SPACE IS REQUIR
BROCK UNIVERSITY
ECONOMICS 2P90
INTRODUCTION TO ECONOMETRICS
FALL SEMESTER 2010
INSTRUCTOR:
PHONE:
William Veloce
905 688 5550 Ext 3327
DEPARTMENT OF ECONOMICS
FAX NUMBER:
905 688 6388
E MAIL:
OFFICE:
[email protected]
PLAZA 429
OFFICE HOURS:
Tuesday
P.M.
1
ECONOMICS 2P90
INTRODUCTION TO ECONOMETRICS
Fall 2010
ASSIGNMENT # 1:
VELOCE W.
DATE DUE: MONDAY OCTOBER 4 BEFORE 4 P M
IN DEPARTMENT ASSIGNMENT BOX OUTSIDE
PLAZA 451
NAME: _
STUDENT NUMBER: _
PLEASE ANSWER ALL QUESTIONS IN THE SPACE PROVIDED BELOW EACH
_
THIS SCRIPT WILL NOT BE DEPOSITED IN THE LIBRARY RESERVE
BROCK UNIVERSITY
Department of Economics
Solutions Guide
Mid term Examination, Fall Term 2008 Number of Pages: 9 + 3 pages of SPSS output
+ student t table
Course: Economics 2P90, Introduction to
Midterm Exam
Tuesday, Feb 12, 2008 3:30-4:50
Covers material in
Sections 1,2,3,4 and 5 (with exception
of Appendix: F-tests)
Will include: definitions, some
calculations, interpretation and analysis
of SPSS output
Allowed: non-programmable calculator
Introduction to Econometrics
Ivan Medovikov
Brock University
September 6, 2012
Ivan Medovikov, Brock University
Introduction to Econometrics
1/25
Course Outline
Required Textbook
Gujarati, D., Basic Econometrics , 5th ed., McGraw, 2008.
Ivan Medovikov, Br
ECON 2P90: Introduction to Econometrics
Department of Economics
Brock University
Assignment 2 - Solution
Question I [15 marks]
1. [3] The solution can be derived by hand, with the help of GRETL or any other spreadsheet software. Using the data provided to
1
ECONOMICS 2P90
INTRODUCTION TO ECONOMETRICS
Winter 2009
ASSIGNMENT # 1:
VELOCE W.
DATE DUE: TUESDAY JANUARY 27 BEFORE 4 P M
NAME: _
STUDENT NUMBER: _
PLEASE ANSWER ALL QUESTIONS IN THE SPACE PROVIDED BELOW EACH
QUESTION. IF ADDITIONAL SPACE IS REQUIRED
_
THIS SCRIPT WILL NOT BE DEPOSITED IN THE LIBRARY RESERVE
BROCK UNIVERSITY
Department of Economics
SOLUTIONS GUIDE
Mid term Examination, Winter Term 2009
Number of Pages: 10 + 3 pages of SPSS
output + student t table
Course: Economics 2P90, Introduction
ECON 2P90: Introduction to Econometrics
Department of Economics
Brock University
Instructor: Marcel Oestreich
November 15, 2013
Midterm Examination 2
Time: 45 minutes
Name of Student:_
Student Number:_
Start the exam only when you are told to do so. In th
Brock University
Faculty of Social Sciences
Department of Economics
Economics 2P90: Econometrics
Winter 2015
Assignment 2: Please deposit this assignment in the Economics drop box by
Room 451 in the Plaza building no later than 4:00pm on April 7, 2015
NAM
Extending the Notation
Include reference to the number of observations
Single-equation linear case:
Yi = .0 + .1Xi + .i (i = 1,2,N) (2)
So there are really N equations, one for each observation.
The coefficients, .0 and .1, stay the same in all N equation
Standardized Variables
To standardize a random variable X, we subtract its mean . and
then divide by its standard deviation .:
No matter what the initial units of X, the standardized random
variable Z has a mean of 0 and a standard deviation of 1.
The sta
Probability
A random variable X is a variable whose numerical value is determined by
chance, the outcome of a random phenomenon
A discrete random variable has a countable number of possible values,
such as 0, 1, and 2
A continuous random variable, such as
Skewness is a measure of asymmetry of a distribution:
Skewness = 0: distribution is symmetric
Skewness > (<) 0: distribution has long right (left) tail
Moments of a Distribution
Kurtosis measures the mass in the tails of a distribution. It is a
measure fo
Sampling Distributions
Consider a random sample with N observations X1, X2,XN.
A natural estimator of .X (the mean of the population) is the average of all
observations in the random sample. This is called the sample mean:
Since the sample is drawn at ran
The Normal Distribution
The density curve of Z for many rolls of a dice approaches the normal
distribution (graphed in the next Figure).
The central limit theorem (CLT) states:
If Z is a standardized sum of N independent, identically distributed random
va
ECON 3Q91
Mathematical Methods for Economics
Lester M.K. Kwong
Department of Economics
Brock University
Fall 2014
Final Examination
Time: 3 Hours
This examination will not be deposited in the library reserve.
Section A: Definitions
Define 8 of the follow
ECON 2P90: Introduction to Econometrics
Department of Economics
Brock University
Assignment 2 - Solution
Question I [15 marks]
1. [3] The solution can be derived by hand, with the help of GRETL or any other spreadsheet software. Using the data provided to
ECON 2P90 Introduction to Econometrics
Practical Lab #3
Scripting in GRETL
September 28, 2016
In the past labs we used the GRETL visual interface to estimate regression models.
This lab introduces GRETL command line interface, and GRETL command scripts.
C