ECO3151B
MIDTERM EXAM I
Solution
Dr. M. Rafiquzzaman
Fall 2015
_
1. A researcher is using data for 10 years on the rate of unemployment rate ( Y ) and GNP
gap ( X ), both variables expressed in percentage points, in order to investigate the
relationship b
ECO3151B
ASSIGNMENT 1
Solution
Dr. M. Rafiquzzaman
Fall 2015
_
1. Consider a simple linear regression model: Y 0 1 X u . Derive the OLS
estimator and of 0 and , respectively
0
1
1
Solution
In order to derive the OLS estimator 0 and 1 , please go through c
ECO3151B
ASSIGNMENT 1
Solution
Dr. M. Rafiquzzaman
Fall 2015
_
1. Consider a simple linear regression model: Y 0 1 X u . Derive the OLS
estimator and of 0 and , respectively
0
1
1
Solution
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ECO3151B
MIDTERM EXAM
TIME: 70 minutes February 27, 2015
Professor: M. Rafiquzzaman
Winter 2015
_
1. A researcher is using data on prices (measured in $) and quantities of oranges
(measured in pounds) sold in a supermarket on twelve consecutive days in or
ECO 3151 B
ASSIGNMENT 2
Due date: November 6, 2015
Dr. M. Rafiquzzaman
Fall 2015
_
1.
Consider the table (Table 1) below which contains estimates of a log(wage) euqation
using STATA. The data set used contain information about a full sample of both males
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Cbnsider the tollowing data:
No. of Obs me (x) salary ()0 XY
(n) in percent in thousands
1 14.1 1095 15439.
1
Chapter 2 Home work problem solution
2 (p.60).
In the equation y = 0 + 1x + u, add and subtract 0 from the right hand side to get y = (0 + 0) +
1x + (u 0). Call the new error e = u 0, so that E(e) = 0. The new intercept is 0 + 0, but
the slope is still
1
Chapter 3 Home work problem solution
1 (p.106).
(i) hsperc is defined so that the smaller it is, the lower the students standing in high school.
Everything else equal, the worse the students standing in high school, the lower is his/her
expected college
Introduction to Econometrics
ECO 3151B
Professor: M. Rafiquzzaman
Fall 2015
COURSE OUTLINE
Class schedule:
Wednesdays, 13:00 14:30
Fridays, 11:30 13:00
Vanier Hall (VNR), Room 1095
Professors office hours:
Fridays, 2:00 3:00 pm or by appointment
Office: F
Practice Questions for the Final Exam
ECO3151 Introduction to Econometrics - Fall 2016
1. The supply of bikes is given by the following equation:
ln (Qi ) = 0 + 1 ln (Pi ) + ui
where ui denotes factors other than price that determine supply. You know that
INTRODUCTION TO ECONOMETRICS
ECO3151 B
FRANCESCA RONDINA
FALL 2016
COURSE POLICIES
Attendance
I will not take attendance during the course. However, please be aware that all the concepts, examples,
questions, etc. covered during the lectures can potential
Review of Statistics
Francesca Rondina Introduction to Econometrics
Review of Statistics
Population vs. Sample
Many times, we want to answer quantitative questions that are related to the distribution
of a random variable in a large group of people, the p
Review of Probability
Francesca Rondina Introduction to Econometrics
Review of Probability
Random Variable: a variable whose possible values are numerical outcomes of a random
phenomenon.
There are two types of random variables, discrete and continuous.
E
Introducing Stata
1.1 STARTING STATA
Stata can be started several ways. First, there may be shortcut on the desktop that you can
double-click. For the Stata/SE Release 10 it will look like
Earlier versions of Stata have a similar looking Icon, but of cour
102B - Introduction to Econometrics Winter Term 2012/13
Paolo Pin
[email protected]
Stanford, March 21st 2013
Final Exam
Instructions
PLEASE REVIEW before starting.
The exam lasts for 3 hours from 7pm to 10pm.
This test has 4 questions, and a total of 2
ECO3151B
Home Work
(Must practice for a good preparation of final exam)
Dr. M. Rafiquzzaman
Fall 2015
_
1 (i). Use the WAGE 1 data to estimate the following model (use full sample):
log(wage) 0 1educ 2 exp er 3 exp er 2 u
Report the parameter estimates, t
ECO 3151 B
ASSIGNMENT 2
Solution
Dr. M. Rafiquzzaman
Fall 2015
_
1.
Consider the table (Table 1) below which contains estimates of a log(wage) euqation
using STATA. The data set used contain information about a full sample of both males
and females, about
Chapter 3 Home work problem solution
1 (p.106).
(i) hsperc is defined so that the smaller it is, the lower the students standing in high
school. Everything else equal, the worse the students standing in high school, the lower
is his/her expected college G
ECO3151B
MIDTERM EXAM II
TIME: 70 minutes
November 13, 2015
Professor: M. Rafiquzzaman
Solution
Fall 2015
_
1.
In case of a multiple regression model with an intercept and k independent
variables write all the classical linear model (CLM) assumptions for
Chapters 5, 6 and 7 Home Work Problems_ Solution
Chapter 5
1. (p. 183)
Write y = 0 + 1 x1 + u, and take the expected value: E(y) = 0 + 1 E(x1) + E(u), or
y = 0 + 1 x since E(u) = 0, where y = E(y) and x = E(x1). We can rewrite this as
0 = y - 1 x. Now, =
Stata Environment
Estimation
Inference
Help with Stata
Do-File and More Examples
Introduction to Stata
ECO3151 Introduction to Econometrics
Fransiscus Winson
Economics - University of Ottawa
March 6, 2015
Fransiscus Winson
ECO3151 Introduction to Economet
Homework 1
ECO3151 Introduction to Econometrics - Fall 2016
The assignment is due by 5:00pm on October 19th. You can submit a paper copy of your answers and
STATA files, or send me everything by email. In this second case, I will confirm that I have recei
ECO3151 ASSIGNMENT #2 / BENJAMIN REIST / STUDENT ID: 8570389 / DUE: DEC-2 nd
1. A)
Regression output by STATA shown below:
Therefore, using:
1 0.551
as the baseline specification. Also,
1. A)
Regression output by STATA shown below:
2 0.093
, and the
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ECO3151 - ASSIGNMENT 1
Due date: Tuesday - February 2nd, 2016 (at the start of class)
Note: I will be going over the answers in class on February 2nd. As such, late assignments
will not be accepted.
1. You are interested in looking at whether air pollutio
Name:
Student Number:
Midterm 2
ECO3151
Winter 2015
Instructions:
1. Print your name and student number at the top of this midterm
2. No programmable calculators
3. You can answer in pencil or pen
4. This midterm consists of 6 short answer questions
5. To