Problem Set 1
1. A. Yes, this is a probability density function because F(x) are non-negative for each outcome
and the sum of F(x) is one.
B. Mean = (2*0.05) + (3*0.4) + (4*0.2) + (5*0.05) + (6*0.3) = 4.15
Variance = (2-4.15)2*0.05+(3-4.15)2*0.4+(4-4.15)2
ECON/AREC 335-001 Introduction to Econometrics
Group Problem Set 1
Names: _
(printed)
Instructions: You should form a group of 2 to 4 students of your choice for the group
problem sets. The group works help students develop teamwork skills. It is the stud
Problem Set 5
1. A - a. Y = 0 + 1 X1 Y = 12.69 + 5.46College
12.69 + 5.46(0) = $12.69 High School degree average earnings
12.69 + 5.46(1) = $18.15 College degree average earnings
b. Y = 0 + 1 X2 Y = 12.69 2.64Female
12.69 2.64(0) = $12.69 Male average ear
Problem Set 4
1. A. (0 + 1) 0 = 1 (12.52 + 2.12) 12.52 = 2.12
B. H0 : 1 = 0 v.s H1 : 1 0
T = 2.12/0.36 = 5.89 Pr(Z>5.89) p-value < 0.0001
From this very small p-value, we would reject the null hypothesis
C. 1 1.96 SE(1) 2.12 1.96 (0.36) = (1.4144, 2.8256)
Problem Set 6
1. A. H0: 1> 0 v.s. H1: 1< 0
T = (5.46 0)/0.21 = 26 From the t-statistic I can conclude that we cant reject the null
hypothesis because the t-statistic is greater than zero.
5.46 1.96 (0.21) = (5.0484, 5.8716)
B. H0: 1> 0 v.s. H1: 1< 0
T = (
Econ/AREC 335 Introduction to Econometrics
Problem Set 2
Name: _
(printed)
Instructions: You should form a group of 2 to 4 students of your choice for the group problem
sets. If you choose to work alone or you are unable to partner with any other students
EC335/Guj.Ch.4.MultipleRegression
10-1-14
CHAPTER 4
MULTIPLE REGRESSION: ESTIMATION & HYPOTHESIS TESTING
Our analysis of regressions so far has considered only simple regressions; i.e., we regress a
dependent variable on one independent variable. We now t
EC335/Guj.Ch.4.MultipleRegression
10-1-14
CHAPTER 4
MULTIPLE REGRESSION: ESTIMATION & HYPOTHESIS TESTING
Our analysis of regressions so far has considered only simple regressions; i.e., we regress a
dependent variable on one independent variable. We now t
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ECON335
First Test Practice Problems
Answer Key
(1) Define each of the following and provide an example of each.
(A) Population.
Answer
Using Gujaratis words, a population is the totality of outcomes of a phenomenon of interest
(p. 467).
For example, if w
EC335/Guj.4th.Chs2&3
9-26-14
Gujarati (4th) Chapters Two and Three
Linear Regression Analysis
Methodology of Econometrics
I would 1st like to review parts of his description of the methodology of econometrics. It really
does summarize the econometric proc
Durbin Watson Test Values:
Table B-4: critical values for one-sided test at 5% significance (or 2-sided test at
10%).
Table B-5: critical values for one-sided test at 2.5% significance (or 2-sided test
at 5%).
ECONOMICS 535
EXAMPLE FINAL EXAMINATION QUESTIONS
(1)
Answer the following:
(A) Describe Near Perfect Multicollinearity (NPM) and a major problem which arises
when NPM exists.
Answer
NPM is a situation in which two or more independent variables are close
ECONOMICS 535
EXAMPLE FINAL EXAMINATION QUESTIONS
(1)
Answer the following:
(A) Describe Near Perfect Multicollinearity (NPM) and a major problem which arises
when NPM exists.
(B) Describe the Prais-Winsten transformation and explain its role in estimatin
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Biu dngmatrngraphmatrix
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EC335/Guj.4th.Ch.5
9.26.14
CHAPTER FIVE - ISSUES IN SIMPLE REGRESSION ANALYSIS
We will now consider several issues that arise in regression analysis and which can be
accommodated in the context of our simple regression analysis. Those issues are contained
ECONOMICS 335
SAMPLE EXAMINATION QUESTIONS
ANSWER KEY
Assume that the Classical Normal Regression model applies to the equations identified in the
questions in this test.
(1) Suppose that you are interested in the factors which affect the number of retail
INTRODUCTION & STATISTICS REVIEW
This course is intended to give you a working knowledge of some basic econometric tools.
A reasonable first question to ask is why do I have to take this course?
To give you an idea of why we need and use econometrics let'
INTRODUCTION & STATISTICS REVIEW
This course is intended to give you a working knowledge of some basic econometric tools.
A reasonable first question to ask is why do I have to take this course?
To give you an idea of why we need and use econometrics let'
Dr. David Mushinski
November 2014
ECON335
EXAMPLE SECOND EXAMINATION
The test is worth _ points. For a given question, SHOW ME HOW YOU DERIVED YOUR
ANSWER! It is essential that you explain your analysis. A correct answer with little or no
explanation will
GiI THIU PHN MM X
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TRIN
Qun l s liu trong Stata
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Chng ta s dng log file.
Logfile cha cc cu lnh v bng kt qu, khng cha biu ,
th.
m mt log file: T
(1). Suppose that we are interested in the relationship between the number of times the television
show Teletubbies airs in a city on a weekday (X) and the average number of Teletubbie dolls
owned by a child under 5 years of age (Y). We have obtained the
Problem Set 3
Econ 320
Due 13 October 2015
Note that there are both required and suggested problems. We will grade 4 of the 5 required
problems.
Chapter 9
Required
5. Fletcher (2003) shows that when congressional districts are redrawn to include more elde
335/Guj.Ch.9/Heteroskedasticity
11-30-14
GENERALIZED LINEAR REGRESSION MODEL
We just completed our discussion of the CLRM model & details wrthereto. When we 1st
presented the model, we made several assumptions. To date, we have simply made those
assumptio
CHAPTER 7
MODEL SELECTION: CRITERIA AND TESTS
A Specification Error occurs when instead of estimating the correct model we estimate another
model, albeit unintentionally. (4h: 219) we may never know the true model but we hope to
get one which is reasonabl
EC335/Guj.4th.Ch.10
12-1-14
CHAPTER 10: AUTOCORRELATION
We will now turn to analysis of relationships (and data) that really is different from our analysis
so far. I noted at the beginning of the course that there are two major types of data we use either
Question 1
1 / 1 pts
In considering the purchase of a certain stock (Y), you attach
the following probabilities to possible changes in the stock
price over the next year.
Stock Price Change
Probability
During Next Twelve
Months (%)
+15
0.10
+5
0.35
0
0.35
1.
2.
3.
4.
Wil Romero
Econ372
November 29, 2016
Homework 4
Hayek's business-cycle theory is a blend of the Austrian theories of money,
capital, and prices. His explanation of the cycle runs like this, a monetary
disturbance (e.g., an increase in the mone