Econ122AProblemSet1Name(Print)_
DueinclassonApril17
1.AssumeY=1+2X+u,whereX,Y,anduarer.v.s,uisindependentofXwithE(u)=0
and Var (u )= 2 .
1) CalculateE(u|X=0),E(u|X=3),E(u|X),E(Y|X=0),E(Y|X=3),andE(Y|X)
E (u | X = 0) = E (u ) = 0 asuisindependentofX
E (u |
Econ 122A Problem Set 1 Name(Print)_
Due in class on April 14 UCI ID_
1. Assume Y=1+3X+u, where X, Y, and u=v+X are r.v.s, v is independent of X with
E(v)=0, Var (v)= 2 ,E(X)=4, and Var(X)=1.
1) Calculate E(u|X), E(Y|X), E(u|X=1), E(Y|X=1), E(u)
Econ 122A Problem Set 2 Name(Print)_
Due in class on April 30 UCI ID_
15, MultipleChoice Questions (Choose the best answer, and briefly explain your
reasoning.)
1. What can be said about the estimated slope coefficient for a regression of Y on X,
ECN 122A Problem Set 1 Solutions
1
For any questions on the solutions contact Michael Guggisberg, [email protected]
1. Assume Y=1+2X+u, where X, Y, and u=v+X are r.v.s, v is independent of X with
E(v)=0,Var(v) = 2 , E(X)=2, and Var(X)=1.
1.1 Calculate E(u|
Economics 122A
Summer 2013
Final Examination
You have 110 minutes to complete this examination. You may refer to one sheet of notes. You may use a
calculator. All necessary statistical tables are attached. The exam contains 115 points.
Wages and education
Econ 122A Problem Set 3 Name(Print)_
Due in class on May 3 UCI ID_
14, MultipleChoice Questions (Choose the best answer, and briefly explain your
reasoning.)
1. For a simple linear regression Income BMI u . Given a random sample of
data, which o
Discussion Section Week 2 Agenda
I.
Quick Review of Probability (Stock-Watson Chapter 2)
II.
Exercises 2.7, 2.13, 2.23, 2.25, 4.1
Review of Probability
Bernoulli random variable is a binary random variable that takes on the values of 0 or 1
o
Bernoulli va
Econ 122A Problem Set 1 Name(Print)_
Due in class on Jan 21 UCI ID_
1. Assume Y=1+3X+u, where X, Y, and u=v+X are r.v.s, v is independent of X with
E(v)=0, Var (v)= 2 ,E(X)=4, and Var(X)=1.
1) Calculate E(u|X), E(Y|X), E(u|X=1), E(Y|X=1), E(u) a
Econ 122A Sample Final Solutions
Note for all the hypothesis testing, use the 5% signicance level.
1-7, Multiple Choice Questions (choose the best answer, and briey explain your reasoning.)
1. Which of the following models is a linear regression model?
(a
Problem Set 3 Solutions
Jason Ralston
May 5, 2015
1. For a simple linear regression Income = + BM I + u. Given a
random sample of data, which of the following statements is true?
(a) OLS estimators are biased when BMI do not vary much in the
sample
(b) OL
Econ 122A Sample Midterm Name (print)_
UCI ID_
Multiplechoice Questions (4 points each in total, where choose the best answer,
2 points, and briefly explain your reasoning, 2 points.)
1. Which of the following models is a linear regression model?
ECON 122B
Spring 2015
Sample Midterm II
1.
A researcher investigating the determinants of crime in the United Kingdom has data for 42
police regions over 22 years. She estimates by OLS the following regression
ln(cmrt)it = i + t + 1unrtmit + 2proythit + 3
Econ 122A Problem Set 3 Name(Print)_
Due in class on May 5 UCI ID_
13, MultipleChoice Questions (Choose the best answer, and briefly explain your
reasoning.)
1. For a simple linear regression Income BMI u . Given a random sample of
data, which o
Instructor: Jose Antonio Rodriguez Assignment: Chapter 1 & 2 Homework
Lopez
Course: Econ 122A Fall 20l 5
Book: Stock/Watson: Introduction to
Econometrics, 3e Update
1. You are asked to study the causal effect of a. an observational time series data set.
Problem Set 3 Solutions
Jason Ralston
May 5, 2015
1. For a simple linear regression Income = + BM I + u. Given a
random sample of data, which of the following statements is true?
(a) OLS estimators are biased when BMI do not vary much in the
sample
(b) OL
Econ 122A Problem Set 3 Name(Print)_
Due in class on Feb 9 UCI ID_
14, MultipleChoice Questions (Choose the best answer, and briefly explain your
reasoning.)
1. For a simple linear regression Income BMI u . Given a random sample of
data, which o
Econ 122A Midterm
Name (print)_
Feb 12, 2015
UCI ID_
Good luck!
Multiple-choice Questions (5 points each in total, where choose the best answer,
2 points, and briefly explain your reasoning, 3 points.)
1. Which of the following models is a linear regressi
Econ 122A Problem Set 2
Due in class on April 30
Name(Print)_
UCI ID_
1-5, Multiple-Choice Questions (Choose the best answer, and briefly explain your
reasoning.)
1. What can be said about the estimated slope coefficient for a regression of Y on X,
vs. th
ECN 122A Problem Set 2 Solutions
1
I have written up multiple solutions for some of the questions; either solution will be acceptable. For any questions on the solutions contact Michael Guggisberg, [email protected]
1) What can be said about the estimated
Econ 122A Midterm Solutions
Multiple-choice Questions (4
points.)
points each
in total: choose the best answer,
2 points;
briey explain your reasoning,
2
1. In the simple linear regression Y = + X + u, the slope
(a)
(b)
(c)
(d)
indicates the percentage of
Econ 122A Sample Midterm Name (print)_
UCI ID_
Multiplechoice Questions (4 points each in total, where choose the best answer,
2 points, and briefly explain your reasoning, 2 points.)
1. Which of the following models is a linear regression model?
Homework #3
Solutions
Econ 122A
10 February 2016
1. For a simple linear regression Income = + BM I + u, given a random sample of data, which of the
following statements is true?
(a) OLS estimators are biased when the error u captures perseverance and self
Instructor: Jose Antonio Rodriguez
Lopez
Course: Econ 122A Fall 20l 5
Book: Stock/Watson: Introduction to
Econometrics, 3e Update
Assignment: Chapter 3 Homework
What is the difference between an estimator and an estimate?
(“1A.
(“1 B.
II 1C.
(“1 D.
An e
Econ 122A Sample Midterm Name (print)_
UCI ID_
Multiplechoice Questions (4 points each in total, where choose the best answer,
2 points, and briefly explain your reasoning, 2 points.)
1. Which of the following models is a linear regression model?
Econ 122A Problem Set 4 Name(Print)_
Due in class on Feb 27
1-7, Multiple-Choice Questions (Choose the best answer, and briefly explain your
reasoning.)
1. Suppose you are interested in the effect of class attendance on college performance,
and pla
Homework 1
1a.)
i. Before the repair period, the motel had a higher occupancy percentage than the
competition.
ii. During the repair period, the motel still had a higher percentage of occupancy
than the competition but their percentage did drop significan
Chapter 5
The Multiple Regression Model
Principles of Econometrics, 4th Edition
Chapter 5: The Multiple Regression Model
Page 1
5.1
Introduction
5.1.1
The Economic
Model
In most economic models there are two or more
explanatory variables
When we turn an
Chapter 2
The Simple Linear Regression Model:
Specification and Estimation
Principles of Econometrics, 4th Edition
Chapter 2: The Simple Linear Regression Model
Page 1
2.1
An Economic Model
Principles of Econometrics, 4th Edition
Chapter 2: The Simple Lin
Chapter 3
Interval Estimation and Hypothesis
Testing
Principles of Econometrics, 4th Edition
Chapter 3: Interval Estimation and Hypothesis Testing
Page 1
Chapter Contents
3.1 Interval Estimation
3.2 Hypothesis Tests
3.3 Rejection Regions for Specific Alte