Topic 2: Properties of Regression Coefficients & Hypothesis Testing
2.20* (qn on one sided t-test)
(extracted from exercise 2.15) A researcher with a sample of 50 individuals
with similar educationbut differing amounts of training hypothesises that
hourly
Elements of econometrics
C. Dougherty
EC2020, 2790020
2011
Undergraduate study in
Economics, Management,
Finance and the Social Sciences
This is an extract from a subject guide for an undergraduate course offered as part of the
University of London Intern
Topic 3: Multiple Regression Analysis
A3.7
A researcher hypothesises that, for a typical enterprise, V, the logarithm of
value added per worker, is related to K, the logarithm of capital per worker, and
S, the logarithm of the average years of schooling o
ECON107
Applied Econometrics
MULTIPLE REGRESSION
(Two or more explanatory variables)
Chapter 3
(3.4 postponed & skip 3.6)
INTRODUCTION
In the real world one explanatory variable is not
enough
We extend the simple linear regression model, and
allow for t
SingaporeManagementUniversity
SchoolofEconomics
ECON107AppliedEconometrics
Term1,AY20132014
SectionsG3G5(ProfessorChowHweeKwan)
Assignment2(Topics:Weeks510)
Question 1
For this question, you are required to download the EAEF (Educational Attainment and
E
Topic 4: Multicollinearity & Testing of linear restrictions
3.16*
A researcher investigating the determinants of the demand for public transport
in a certain city has the following data for 100 residents for the previous
calendar year: expenditure on publ
ECON107
Applied Econometrics
MULTICOLINEARITY & TESTING OF
LINEAR RESTRICTIONS
Chapters 3 (3.4)
& 6 (6.5)
PROPERTIES OF THE MULTIPLE REGRESSION
COEFFICIENTS
A.1
The model is linear in parameters and correctly specified.
Y = 1 + 2 X 2 + . + k X k + u
A.2
T
Singapore Management University
Econ 107: Applied Econometrics
Homework 5 Questions
Due Date: N/A
1. A classical example of an instrumental variable is the draft lottery number, used by Angrist (1990,
American Economic Review 80, pp. 313-336) to help meas
Chapter 7: Heteroscedasticity
Chapter 7: Heteroscedasticity
Overview
This chapter begins with a general discussion of homoscedasticity and
heteroscedasticity: the meanings of the terms, the reasons why the
distribution of a disturbance term may be subject
Singapore Management University
Econ 107: Applied Econometrics
Homework 4 Questions
Due on 26 March 2013 for G1
27 March , 2013 for G2
Questions 1-2 (from Chapter 8) and 6-8 (from Chapter 9) in this homework are taken from the
required textbook Introducti
Singapore Management University
Econ 107: Applied Econometrics
Homework 2 Questions
Due on 16 Feb 2013 for G1
13 Feb , 2013 for G2
Questions 7-9 in this homework are taken from the required textbook Introduction to Econometrics
(3rd Edition, by James H. S
Singapore Management University
Econ 107: Applied Econometrics
Homework 3 Questions
Questions 1-4 in this homework are taken from the required textbook Introduction to Econometrics
(3rd Edition, by James H. Stock and Mark M. Watson, 2012). The question nu
Assessing Studies Based on
Multiple Regression
Outline
1. Internal and External Validity
2. Threats to Internal Validity
a. Omitted variable bias
b. Functional form misspecification
c. Errors-in-variables bias
d. Missing data and sample selection bias
e.
A Quiz for Econ 107 (G1, G2, G3)
October, 2012
True or false.
1. Let be an estimator of based on observations. is consistent for if MSE( ) 0
as
2. Let v 2 () and v 2 () Then + v 2 ( + )
3. The error terms in a regression model must sum up to zero.
4. Fo
Singapore Management University
Econ 107: Applied Econometrics (G1, G2, G3)
Middle Term Exam, Fall 2012 (Duration: 2hrs)
Instructor: Professor SU Liangjun
Group number:
Name:
Student ID:
Signature:
1. (48 points) Multiple Choice Questions: choose the one
Review for Econ 107 Midterm
Spring, 2013
Three types of data: cross sectional, time series, panel.
1
Review of Probability (SW, Ch 2)
1. Random variables and distributions: basic concepts,
2. Expectation, mean and variance: basic denitions and properties;
TOPIC 8: INTERNAL AND EXTERNAL VALIDITY
Internal and external validity
Threats to internal validity
Threats to external validity
Example: test score and class size (self-study)
1
1. INTERNAL AND EXTERNAL VALIDITY
Internal validity: A statistical analysis
TOPIC 6: MULTIPLE LINEAR REGRESSION:
INFERENCE
Hypothesis tests and confidence intervals for a
single coefficient
Tests of joint hypotheses
Testing single restrictions involving multiple
coefficients
Confidence sets for multiple coefficients
Model specifi
TOPIC 7b: NONLINEAR REGRESSIONS
Modeling nonlinear regressions
Interactions between regressors
Detection of omitted nonlinearity
1
INTERACTION BETWEEN REGRESSORS
The nonlinear models we have considered thus far allow for the
possibility that the change in
TOPIC 3: SIMPLE LINEAR REGRESSION: ESTIMATION
Simple linear regression models
OLS estimation
Measure of goodness-of-fit
OLS Assumptions
Sampling distribution of OLS estimators
1
1. SIMPLE LINEAR REGRESSION MODEL
Here we are interested in estimating a line
TOPIC 4: SIMPLE LINEAR REGRESSION: INFERENCE
Hypothesis testing
Confidence Intervals
Binary independent variables
Heteroskedasticity and homoskedasticity
Gauss-Markov theorem
Inference in small samples
1
WHERE ARE WE?
We have estimated 1which is the OLS e
TOPIC 5: MULTIPLE LINEAR
REGRESSION: ESTIMATION
Omitted variable bias (OVB)
Multiple linear regression model (LRM)
OLS estimator in multiple LRM
Goodness-of-fit in multiple LRM
Assumptions in multiple LRM
Distribution of the OLS estimators in multiple
LRM
TOPIC 2: REVIEW OF STATISTICS
Estimation of the population mean
Hypothesis testing for the population
mean
Confidence intervals for the population
mean
Difference in means
Treatment effects
Small sample t statistics
Covariance and correlation
1
PROBABILIT
Review for Econ 107 Midterm (G1, G2)
Fall, 2014
Three types of data: cross sectional, time series, panel (longitudinal) data.
1
Review of Probability (SW, Ch 2)
1. Random variables and distributions: basic concepts,
2. Expectation, mean and variance: basi
A Quiz for Econ 107 (G1, G2)
October, 2014
True or false.
1. Let be an estimator of based on observations. is consistent for if MSE( ) 0
as
2. Two random variables and with finite variances are uncorrelated if ( |) = 0
3. Let v 2 () and v 2 () Then + v 2
Review for Econ 107 Final
Fall, 2014
1
Dummy Dependent Variable (Topic 8)
1. Linear Probability Model: = 0 + 1 1 + + + where is a dummy variable
and ( |1 ) = 0
(a) Key feature: model = ( |1 ) = ( = 1|1 ) as a linear function
of s.
(b) Advantages: () simpl
Quiz for Econ 107
Fall, 2014
True or false. Topic 8
1. The error terms in a linear probability model (LPM) must be heteroskedastic.
2. The error terms in a LPM cannot be normally distributed.
3. The major problem for a LPM model is that the predicted/fitt
AN INTRODUCTION TO
ECONOMETRICS
Oxbridge Economics; Mo Tanweer
[email protected]
Econometrics
What is econometrics?
Econometrics
means economic measurement
Economics + Statistics = Econometrics
Econometrics is concerned with the tasks of devel
School of Economics
Academic Year 2014-15
Term 1
COURSE CODE & COURSE TITLE: ECON107 APPLIED ECONOMETRICS
Lecture time and Venue
G1: Monday, 8:15-11:30am, SoE/SoSS SR 5-2
G2: Monday, 3:30-6:45pm, SoE/SoSS SR5-2
INSTRUCTOR: Professor SU Liangjun
Office:
So
Demography (2013) 50:149180
DOI 10.1007/s13524-012-0172-2
Family Planning and Womens and Childrens Health:
Long-Term Consequences of an Outreach Program
in Matlab, Bangladesh
Shareen Joshi & T. Paul Schultz
Published online: 5 December 2012
# Population A
Women as Policy Makers: Evidence from a Randomized Policy Experiment in India
Author(s): Raghabendra Chattopadhyay and Esther Duflo
Source: Econometrica, Vol. 72, No. 5 (Sep., 2004), pp. 1409-1443
Published by: The Econometric Society
Stable URL: http:/ww
ShorttermStudyProgrammes2017
By Sam Wu & Juanita Rodrigo
International Office
Jan 2017
Summer Programmes 2017
SMU International Office
AGENDA
(1) Short-term Study Programmes (SSP)
(2) Summer Exchange Programmes
(3) SMU Global Summer Programme (at SMU)
(4
The Myth of Asia's Miracle
Author(s): Paul Krugman
Source: Foreign Affairs, Vol. 73, No. 6 (Nov. - Dec., 1994), pp. 62-78
Published by: Council on Foreign Relations
Stable URL: http:/www.jstor.org/stable/20046929
Accessed: 09-01-2017 01:27 UTC
JSTOR is a