1
PROBLEM SET 5
(Due: May 27)
1. Please download the data assigned to you and the description from
the course web page. Answer the following questions using the Stata.
Please make sure to attach your
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PROBLEM SET 4
(Due: May 8)
1. A multiple regression model is given by
Yi = 1 + 2 X2i + 3 X3i + ei ,
and we want to test the following hypothesis
H0 : 2 3 = 1 vs Hi : 2 3 = 1.
How do you test this hy
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PROBLEM SET 2
(Due: April 1)
1. Let
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Yi = 1 + 2 Xi ; Y =
n
n
i=1
1
Yi ; Y =
n
n
Yi
i=1
Show the following results:
(a)
n
ei = 0
i=1
Is it true that
n
i=1 ei
= 0 ? Explain.
(b)
Y =Y
(c)
n
Yi e i = 0
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PROBLEM SET 6
(Due: June 3)
Please use the data set assigned to you for the following regression analysis, and attach
your output.
1. Consider the two separate regressions for your data set. You nee
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Chang Sik Kim
Spring 2012
Introduction to Econometrics
SKKU
Suggested Solutions for Final Exam
1. (Total 15 points)
(a) (False)
(Xi X)(Yi Y )
>0
(Xi X)2
(Yi Y )2
Cor(Xi , Yi ) =
which implies
(Xi X)
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Suggested Solutions for Mid-term Exam
1. (Total 15 points) Determine whether each of the following statements is TRUE, or
FALSE, and EXPLAIN BRIEFLY. No credit will be given to an answer with no
exp
1
Chang Sik Kim
Spring 2013
Introduction to Econometrics
SKKU
Suggested Solutions for Final Exam
1. (Total 15 points)
(a) (3 points) Yes : Durbin-Watson test gives whether there exists AR(1) error in
1
Chang Sik Kim
Spring 2011
Introduction to Econometrics
SKKU
Suggested Solutions for Final Exam
1. (Total 15 points)
(a) False, p-value is the smallest signicance error(size) at which the null can be
1
Chang Sik Kim
Spring 2013
Department of Economics
SKKU
Midterm Exam
Instruction: This is a 75 minute closed book exam. Be sure to check you have received
all three pages. You can use a simple calcul
1
Chang Sik Kim
Spring 2013
Department of Economics
SKKU
Suggested Solutions for Midterm Exam
1. (Total 10 points)
(a) (False) No : Note that the sample mean for Xi is X, and hence the correlation
coe
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SUNGKYUNKWAN UNIVERSITY
SCHOOL OF ECONOMICS
FINAL EXAMINATION JUNE 2011
INTRODUCTION TO ECONOMETRICS
Time: 2 1/2 hours
THIS EXAMINATION CONSISTS OF
8 PAGES INCLUDING THIS COVER
PAGE. PLEASE CHECK TO
1
SUNGKYUNKWAN UNIVERSITY
SCHOOL OF ECONOMICS
FINAL EXAMINATION JUNE 2013
INTRODUCTION TO ECONOMETRICS
Time: 2 1/2 hours
THIS EXAMINATION CONSISTS OF
7 PAGES INCLUDING THIS COVER
PAGE. PLEASE CHECK TO
1
SUNGKYUNKWAN UNIVERSITY
SCHOOL OF ECONOMICS
FINAL EXAMINATION JUNE 2012
INTRODUCTION TO ECONOMETRICS
Time: 2 1/2 hours
THIS EXAMINATION CONSISTS OF
8 PAGES INCLUDING THIS COVER
PAGE. PLEASE CHECK TO
1
Chang Sik Kim
Spring 2008
School of Economics
SKKU
Midterm Exam
Instruction: This is a 75 minute closed book exam. Be sure to check you have received
all six pages (Final page includes a probability
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PROBLEM SET 3
(Due: April 17)
1. Use the variables Sales and Ads in the data le on the I-Campus (sales.data). Sales
denotes the total amount of sales in dollars, and Ads is the total cost of adverti
PROBLEM SET 1 : Statistics and Probability
(Due on Mar. 25)
1. A fair coin is tossed twice. Let X represent the number of heads obtained on the rst
toss and Y represent the total number of heads obtai
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PROBLEM SET 7
(Due: June 10)
1. A simple regression model is given by
Yt = 1 + 2 Xt + et for t = 1, , n
(1)
2
where the regression errors et with V ar (et ) = e follow AR(1) model
et = et1 + t , t =
1
Chang Sik Kim
Spring 2009
Introduction to Econometrics
SKKU
Suggested Solutions for Final Exam
1. (Total 15 points)
(a) (3 points) True : Unbiasedness of OLS estimators has nothing to do with the
di
1
SUNGKYUNKWAN UNIVERSITY
SCHOOL OF ECONOMICS
FINAL EXAMINATION JUNE 2008
INTRODUCTION TO ECONOMETRICS
Time: 2 1/2 hours
THIS EXAMINATION CONSISTS OF
7 PAGES INCLUDING THIS COVER
PAGE. PLEASE CHECK TO
1
SUNGKYUNKWAN UNIVERSITY
SCHOOL OF ECONOMICS
FINAL EXAMINATION JUNE 2009
INTRODUCTION TO ECONOMETRICS
Time: 2 1/2 hours
THIS EXAMINATION CONSISTS OF
8 PAGES INCLUDING THIS COVER
PAGE. PLEASE CHECK TO
1
Chang Sik Kim
Fall 2007
Introduction to Econometrics
SKKU
Suggested Solutions for Final Exam
1. (Total 15 points)
(a) (5 points) False : Gauss-Markov still applies when there is no endogeneity probl
1
Chang Sik Kim
Spring 2008
Introduction to Econometrics
SKKU
Suggested Solutions for Final Exam
1. (Total 15 points)
(a) (5 points) NO: Endogeneity refers the correlation between error terms and endo
1
Chang Sik Kim
Spring 2010
Introduction to Econometrics
SKKU
Suggested Solutions for Final ExamSuggested Solutions for Final Exam
1. (Total 15 points)
(a) (3 points) True : Near multicollinearity doe
1
Suggested Solutions for Mid-term Exam I
1. (Total 15 points) Determine whether each of the following statements is TRUE, or
FALSE, and EXPLAIN BRIEFLY. No credit will be given to an answer with no
e
1
Suggested Solutions for Mid-term Exam
1. (Total 15 points) Determine whether each of the following statements is TRUE, or
FALSE, and EXPLAIN BRIEFLY. No credit will be given to an answer with no
exp
Chang Sik Kim
Spring 2011
School of Economics
SKKU
Suggested Solutions for Midterm Exam
1. (Total 15 points)
(a) (3 points) (False), Gauss-Markov theorem holds under the classical assumptions,
and no
1
Chang Sik Kim
Spring 2010
School of Economics
SKKU
Midterm Exam
Instruction: This is a 75 minute closed book exam. Be sure to check you have received
all three pages. You can use a simple calculator
Chang Sik Kim
Spring 2010
School of Economics
SKKU
Suggested Solutions for Midterm Exam
1. (Total 15 points)
(a) (True), Since
rX,Y =
x i yi
x2
i
2
yi
and the OLS estimate of slope coecient in the sim
1
Chang Sik Kim
Spring 2011
School of Economics
SKKU
Midterm Exam
Instruction: This is a 75 minute closed book exam. Be sure to check you have received
all three pages. You can use a simple calculator
1
PROBLEM SET 8
(Due: June. 12)
Please use your own data set assigned to you for the regression analysis, and attach
computer output. The main purpose of this problem set is to study the value of educ