SCHOOL OF ECONOMICS, FINANCE & MARKETING
ECON 1272  BASIC ECONOMETRICS
2. LINEAR REGRESSION APPLICATIONS
SUBMISSION DATE  Saturday, September 10th, 2016
_
CASE STUDY ONE  contin
The first case study looks at the determinants of the Australian dollar exchange rate using the monetary approach to
exchange rate determination.
Australian dollar against the US dollar exchange rate,
(a) Obtain line graphs for both the share price of Apple stock and the Dow Jones Industrial
average, over the whole period and comment on any similarities or differences between
them.
(b) Calculate th
Assignment
CASE STUDY ONE
In this Case Study, you will look at modelling the Australian dollar against the US dollar
exchange rate, using a conventional monetary model. The data you will use is in the
RMIT UNIVERSITY
SCHOOL OF ECONOMICS, FINANCE &
MARKETING
ECON 1066 BASIC ECONOMETRICS
Semester 1, 2017
RMIT Course coordinator:
Associate Professor George Tawadros
RMIT Contact details:
School of Econ
ASSIGNMENTS
This group assignment is worth 30% and is broken down into three parts. Each part is worth
10% respectively. Students are to form groups consisting of no more than 5 students. Full
marks w
Assignment
ASSIGNMENTS
These two assignments are worth 25% each and contribute 50% towards your final mark.
Students are to form groups consisting of no less than 3 students and no more than 5
student
ACCT1056 AUDITING
ASSESSMENT 2 RPL CASE STUDY
WEEK 4  GROUP I CHAPTER 4:
Question 4.34
Based on the background information, explain whether it will be necessary to use the work of an
expert in the au
Topic 4: Chapter 3: Multiple Regression, Estimation
Multiple regression

A simple linear regression model deals with a bivariate relationship:

o We try to explain only one variable in terms of anot
ECON1066 Basic Econometrics
Tutorial Workshop Questions, Week 3
QUESTION 1
In the field of Econometrics, we can only make probabilistic statements. What do
we mean by that?
QUESTION 2
What are some of
Topic 1: Chapter 1: The Nature of Econometrics and Economic Data
What is Econometrics?
Econometrics is a branch of mathematical statistics that is concerned with applying statistics
to nonexperimenta
ECON1066 Basic Econometrics
Tutorial Workshop Questions, Week 11
QUESTION 1
It is sometimes said that stock prices are a reflection of the optimism of the market as
well as the underlying value of the
ECON1066 Basic Econometrics
Tutorial Workshop Questions, Week 8
QUESTION 1
Use the same market model for AMCOR that you used in the Workshops for Weeks 3
and 4. You will need to open your EViews workf
Topic 2: Chapter 2: The simple regression model
Definitions






A lot of applied econometric analysis begins by assuming that y and x are two
variables, representing some population, and we ar
ECON1066 Basic Econometrics
Tutorial Workshop Answers, Week 8
QUESTION 1
a). A dummy variable is created that takes the value of 1 after September, 2008, and 0
otherwise.
b). Here, weve estimated a mo
Week 03 Class exercises
Q1. The population regression function for the extra marital affairs on number of years
married is
a. What is the value of how the estimated coefficient of yearsMarried?
The es
ECON1313 Class Exercise 01
Q1) Whi ch a re the uses of Econometri cs?
Estimating relationships between economic variables
Testing economic theories and hypotheses
Forecasting economic variables
Evalua
Week 03 Class exercises
Q1. The population regression function for the extra marital affairs on number of years
married is
a. What is the value of how the estimated coefficient of yearsMarried?
b. Is
ECON1313 Class Exercises 02
Q1) Pl ot the line y = 2 + 2x for x between 0 and 14 on the graph below
34
32
30
28
26
24
22
20
18
y 16
14
12
10
8
6
4
2
0
y = 2 + 2x
y = 18
0
2
4
6
8
10
12
14
16
x
i)
Wha
ECON1066 Basic Econometrics
Tutorial Workshop Questions, Week 9
QUESTION 1
The file Trade.xls contains data on the level of exports and imports for 222 countries.
The data was taken from the CIA World
ECON1066 Basic Econometrics
Tutorial Workshop Questions, Week 10
QUESTION 1
The file Countries.xls contains data on the level of GDP, the value of imports and
exports, and the population for 100 count
ECON1066 Basic Econometrics
Tutorial Workshop Answers, Week 10
QUESTION 1
(a).
Econometrically, doing so will reduce the range of the distribution of data. The model
will be less likely to have residu
ECON1066 Basic Econometrics
Tutorial Workshop Questions, Week 12
QUESTION 1
a) Examine the scatter graphs, should we work at logs or at levels.
20
35,000,000
30,000,000
16
25,000,000
12
CL
Log CL
20,0
ECON1066 Basic Econometrics
Tutorial Workshop Questions, Week 12
QUESTION 1
Use the spain.xls for data on current assets and current liabilities of Spanish
companies in the year 2011. We will investig
Assignment 1
Instructions: Please read the instructions below before attempting the assignment.
Answer all questions. You must write your answers in this document and submit it as your
assignment. Yo
Topic 3: Chapter 4, p.121140: Statistical inference
Introduction:


When we estimate a relationship between a set of variables, the next logical step is
to see whether or not we have obtained a use
JarqueBera (JB) Test
Random Variables and Probability Distributions
Suppose that the first financial adviser that Edna talks to tells her that she should invest in
three different financial assets, n