ECON 6002
Econometrics
Memorial University of Newfoundland
The Simple Linear Regression Model:
Specification and Estimation
1
FIRST
An Economic Model
An Econometric Model
Estimating the Regression Parameters
Assessing the Least Squares Estimators
The Gaus
Montecarlo Simulation
LAB NOV 27 2009
ECON 6002
Montecarlo Simulations
Monte Carlo simulation is a method of
analysis based on artificially recreating a
chance process (usually with a computer),
running it many times, and directly
observing the results
ECON 6002
Econometrics I
Memorial University of Newfoundland
Further Inference in the Multiple Regression
Model
1
6.1 The F-Test
6.2 Testing the Significance of the Model
6.3 An Extended Model
6.4 Testing Some Economic Hypotheses
6.5 The Use of Nonsample
MEMORIAL UNIVERSITY OF NEWFOUNDLAND
ECONOMICS
(ECONOMICS 6002 FALL 2009-2010)
Course Name Econometrics
Program MA Economics
Instructor Roberto Martnez-Espieira
E-mail [email protected]
O ce AA 3087
Tel 737 3676
Website http:/www.ucs.mun.ca/~rmartinezesp
Memorial University of Newfoundland
Economics
ECON 6002
Roberto Martnez-Espieira
Assignment 4
Your name_
Date _
Problem 1 Explain whether the following statements are true or false and why:
The single regression model Y = 0 + 0 X + e assumes that all othe
Memorial University of Newfoundland
Economics
ECON 6002
Roberto Martnez-Espieira
Assignment 5
Your name_Date _
1
Choose any 10 problems for 10 points (Total
maximum 100) each OR any 12 for 9 points
each (Total maximum 108).
Problem 1 For a fee of $2 you b
Memorial University of Newfoundland
Economics
ECON 6002
Roberto Martinez-Espineira
Assignment 2. Please typewrite your answers and use computer generated
graphs
Your name_
Date _
Answer as many of the following questions as you can. The points you can
get
AN ECONOMETRIC
MODEL OF
CONVENTIONAL
PETROLEUM DRILLING IN
ALBERTA
SCIENTIFIC NOVELTY OF THE
RESEARCH
Fisher (1964) set up the general framework of how to conduct the research of
the oil and gas sector of a particular region. Lacked reserve and developme