ECONM1022 - ECONOMETRICS 2016
Problem Set # 1
Exercise 1 (Tutorial). Consider the linear equation:
yi = 1o + 2 x2i + 3 x3i + . + K xKi + ui
i = 1, ., N
(1)
where i indexes an observational unit belonging to the list cfw_1, ., N and the expectation of ui
ECONM1022 - ECONOMETRICS 2016
Problem Set # 3
Exercise 1 (Tutorial). We have an i.i.d. sample cfw_yi , x0i ni=1 with yi a binary variable and xi
a vector of continuous covariates. We specify the conditional probability of yi given xi as:
P (yi = 1|xi ) =
ECONM1022 - ECONOMETRICS 2016
Problem Set # 2 - Solutions
Exercise 1 (Tutorial). Consider the linear equation:
y = Xo + u
(1)
where y = (y1 , ., yn ), xi = (x1i , x2i , ., xKi )0 , X := (x01 , ., .x0n )0 , and u = (u1 , ., un )0 . The coefficients o = (1o
ECONM1022 - ECONOMETRICS 2016
Problem Set # 1 - Solutions
Exercise 1 (Tutorial). Consider the linear equation:
yi = 1 + 2 x2i + . + K xKi + ui
i = 1, ., N
(1)
where i indexes an observational unit belonging to the list cfw_1, ., N and the expectation of
ECONM1022 - ECONOMETRICS 2016
Problem Set # 4
Exercise 1 (Tutorial). We have an i.i.d. sample cfw_yi , xi ni=1 where yi = (yi1 , yi2 )0 and xi =
(xi1 , xi2 )0 . We specify the equation:
yit = i + x0it o + it
for t = 1, 2. We assume that it and (xis , i )
ECONM1022 - ECONOMETRICS 2016
Problem Set # 2
Exercise 1 (Tutorial). Consider the linear equation:
y = Xo + u
(1)
where y = (y1 , ., yn ), xi = (x1i , x2i , ., xKi )0 , X := (x01 , ., .x0n )0 , and u = (u1 , ., un )0 . The coefficients o = (1o , ., Ko )0
SECTION A
1.
Consider the regression model
yi 1 x1i 2 x2i ui for i 1, 2,.
where E ui | x1i , x2i 0 for all individuals i in a given population.
(a)
Suppose that data are available from an iid sample
yi , x1i .x2i i 1 . Derive the OLS
n
estimator of the c
UNIVERSITY OF BRISTOL
Examination for the Degree of M.Sc. in Economics,
in Economics and Econometrics,
in Economics and Finance,
in Quantitative Development Economics,
in Economics and Public Policy,
and Finance and Investment
JANUARY 2013
EXAM PAPER NUMB
