Panel data
1
Overview
Chapter 13&14
What is a Panel
First-differenced estimator
Fixed-effect estimator
Difference-in-difference estimator
Random-effect estimator
2
What is a panel
N T format of dat
Economics/Statistics 2123
Introduction to Econometrics
Professor Tara Sinclair
Fall 2017
QUIZ NO. 4
CH. 6 and HW#3
SUGGESTED SOLUTIONS
1) Suppose we have the following population regression function:
Economics/Statistics 2123
Introduction to Econometrics
Professor Tara Sinclair
Fall 2017
QUIZ NO. 3
CH. 5 and HW 2
SUGGESTED SOLUTIONS
1) Suppose the variance of the conditional distribution of ui giv
Economics/Statistics 2123
Introduction to Econometrics
Professor Tara Sinclair
Fall 2017
QUIZ NO. 2
SUGGESTED SOLUTIONS
1) What is the formula for the OLS estimator of the slope coefficient in a linea
Economics/Statistics 2123
Introduction to Econometrics
Professor Tara Sinclair
Fall 2017
QUIZ NO. 7
CH. 9 and HW7
SUGGESTED SOLUTIONS
1) Suppose you are interested in a relationship between X1 and Y a
Economics/Statistics 2123
Introduction to Econometrics
Professor Tara Sinclair
Fall 2017
QUIZ NO. 6
CH. 8 and HW5
SUGGESTED SOLUTIONS
1) Suppose you have the following regression model:
Yi = 0 + 1Xi +
Name_
Economics/Statistics 2123
Introduction to Econometrics
Professor Tara Sinclair
Fall 2017
HOMEWORK NO. 2
Due Thursday, September 14, 2017
This homework covers chapters 2 and 3 of the textbook as
Name _
Introduction to Econometrics
Professor Tara Sinclair
MIDTERM EXAM
October 23, 2014
Important Information:
Please remember to put your name on the top of this page.
You have 70 minutes to comp
Name _
Introduction to Econometrics
Professor Tara Sinclair
MIDTERM EXAM
October 29, 2015
Important Information:
Please remember to put your name on the top of this page.
You have 60 minutes to comp
Michael Wiener-Bronner
Economics/Statistics 2123
Introduction to Econometrics
Professor Tara Sinclair
Fall 2017
HOMEWORK NO. 7
Due Thursday, October 19, 2017
This homework covers chapter 7 of the text
Name _
Introduction to Econometrics
Professor Tara Sinclair
MIDTERM EXAM
October 24, 2013
This exam consists of 4 parts with a total value of 100 points (partial credit will be awarded for
correct wor
Name: _
Economics/Statistics 2123
Introduction to Econometrics
Professor Tara Sinclair
Fall 2017
HOMEWORK NO. 4
Due Thursday, September 28, 2017
This homework covers chapter 5 of the textbook and the
Economics/Statistics 2123
Introduction to Econometrics
Professor Tara Sinclair
Fall 2017
Homework No. 6
Stata Lab
Due Tuesday, October 17, 2017 at the beginning of class
This assignment requires that
Name: _
Economics/Statistics 2123
Introduction to Econometrics
Professor Tara Sinclair
Fall 2017
HOMEWORK NO. 5
Due Thursday, October 6, 2017
This homework covers chapter 6 of the textbook and the rel
Inference
Overview
Normal distribution and other distributions
Central limit theorem
Hypothesis testing
T test for single parameter
t distribution of estimator
Two tailed test
One tailed test
p valu
Instrumental Variable
1
The Plan
Chapter 15
What is an instrument variable
IV estimation in simple regression
Effects of poor instruments
IV estimation in multiple regression
Addressing error-in-var
Economics/Statistics 2123
Introduction to Econometrics
Professor Tara Sinclair
Fall 2017
QUIZ NO. 5
CH. 7 and HW4
SUGGESTED SOLUTIONS
1) Suppose you are conducting a joint hypothesis test with q restr