Econometrics, Lecture 4
9 May 2012
Yasushi Kondo
Canceled and supplementary classes
Canceled: June 20 and 27
Supplementary classes:
2nd period (10:40 to 12:10), Saturday 9 June,
at Room 26-1202.
Regular classes will be extended until 12:50, o
n May 30 a
Econometrics, Lecture 13
11 July 2012
Yasushi Kondo
Final exam
2
Final exam and summary would be given on Ju
ly 25 (Lecture 15)
Closed-book exam
Writing exam, 60 minutes
60% from homework
3
9.2 Using proxy variables for unobserved e
xplanatory variables
E
Econometrics, Lecture 12
4 July 2012
Yasushi Kondo
Canceled and supplementary classes
Canceled: June 20 and 27
Supplementary classes:
2nd period (10:40 to 12:10), Saturday 9 June,
at Room 26-1202.
Regular classes will be extended until 12:50, o
n May 30
Econometrics, Lecture 7 (+ 0.5)
30 May 2012
Yasushi Kondo
Homework: Problem 3.8
Which of the following can cause OLSE to be bias
ed?
(i) Heteroskedasticity
(ii) Omitting an important variable
(iii) A sample correlation coefficient of 0.95 between t
wo ind
Econometrics, Lecture 8 (+0.5)
6 June 2012
Yasushi Kondo
Canceled and supplementary classes
Canceled: June 20 and 27
Supplementary classes:
2nd period (10:40 to 12:10), Saturday 9 June,
at Room 26-1202.
Regular classes will be extended until 12:50, o
n
Econometrics, Lecture 3
25 April 2012
Yasushi Kondo
Homework 1 (1/3)
2
Homework 1 (2/3)
The first equality follows by (2.5)
By (2.5), E(u) = 0
By (2.5)
3
Homework 1 (3/3)
The second equality directly follows by the law
of iterated expectations (Property
Econometrics, Lecture 9 (+0.5)
9 June 2012
Yasushi Kondo
Homework assignment
Problems 5.3
Computer exercises C5.1
2
Inconsistency in OLSE from simple regression
Normality, wage equation
Level-level vs log-level
See the PDF file available at the Course [email protected]
Econometrics, Lecture 2
18 April 2012
Yasushi Kondo
Chapter 1: The Nature of Econometrics an
d Economic Data
2
1.1 What is Econometrics?
1.2 Steps in Empirical Economic Analysis
1.3 The Structure of Economic Data
1.4 Causality and the Notion of Ceteris Pa
Econometrics, Lecture 10 (+0.5)
13 June 2012
Yasushi Kondo
Homework assignment
Computer exercises C5.3
LM statistic, birth weight & parents education
Problems 6.3, 6.6
See the PDF file available at the Course [email protected]
system
2
3
Controlling too many factors i
Econometrics, Lecture 5
16 May 2012
Yasushi Kondo
Canceled and supplementary classes
Canceled: June 20 and 27
Supplementary classes:
2nd period (10:40 to 12:10), Saturday 9 June,
at Room 26-1202.
Regular classes will be extended until 12:50, o
n May 30
Econometrics, Lecture 6
23 May 2012
Yasushi Kondo
Canceled and supplementary classes
Canceled: June 20 and 27
Supplementary classes:
2nd period (10:40 to 12:10), Saturday 9 June,
at Room 26-1202.
Regular classes will be extended until 12:50, o
n May 30