ECON120C, Fall 2010
Professor Brendan K. Beare
Second Midterm Exam Answer Key
Question 1
n
i=1 (Yi
(a) From the rst FOC for minimization,
n
i=1 ui = 0.
(b) From the second FOC for minimization,
n
i=1 Xi ui = 0.
(c) Since Yi = n + n Xi , we have
using the
ECON120C, Fall 2010
Professor Brendan K. Beare
Second Midterm Exam
Time allowed: 90 minutes.
Materials allowed: Pens, scrap paper, one blue book.
Instructions: Write your name, ID number and lecture group on the front page of your
blue book. Group A has l
Econ 120C
Chapter 13 Experiments and Quasi-experiments
1.
Your textbook mentions use of a quasi-experiment to study the effects of minimum wages on employment
using data from fast food restaurants. In 1992, there was an increase in the (state) minimum wag
ECON120C A00, Fall 2011
Professor Brendan K. Beare
Final Exam
Time allowed: Two hours.
Materials allowed: Pens.
Instructions: Fill out the Buckley waiver form on the front page. Write your
answers in the space provided within. You may write on the reverse
Economics 120C
Winter 2011
Dr. Maria Cndido
Student Name:_
Student ID:_
Name of Student to your right:_
Name of Student to your left: _
Economics 120C Final Examination Answer Key
Winter Quarter
March 16th, 2011
Version A
Instructions:
a.
You have 3 hours
Econ 120C
Solutions to Chapter 13 Practice Problems
1.
a.
b.
c.
2.
Change in treatment group: + 0.59, change in control group: -2.16, 1diffs in diffs = 2.75.
Standard economic theory suggests a negative, not positive, change.
The overall change of 2.76 is
Economics 120C
Fall 2012
Dr. Maria Cndido
Student Name:_
Student ID:_
Name of Student to your right:_
Name of Student to your left: _
Economics 120C Midterm Examination Solutions
Fall Quarter
November 6th, 2012
Version A
Instructions:
a.
You have 80 minut
Economics 120C
Fall 2012
Dr. Maria Cndido
Student Name:_
Student ID:_
Name of Student to your right:_
Name of Student to your left: _
Economics 120C Midterm Examination
Fall Quarter
November 6th, 2012
Version A
Instructions:
a.
You have 80 minutes to fini
120C Midterm Review
Prof. Maria Candido
TA: Denise Clayton
[email protected]
Internal Validity
Internal validity means that the statistical inference about
causal effects are valid for the population studied
I.e., is the parameter you estimated, say 1,
120C Final Review
Professor: Maria Candido
TA: Yana Morgulis
[email protected]
120C (Final Review)
March 15, 2012
1 / 21
What to Study
1 Pre-midterm
1
2
3
4
Nonlinear regression
Discrete choice
Independent variable interactions
IV
2 Post midterm
1
2
Pane
Dynamic Causal Eects
A dynamic causal eect is the eect on Y of a change in
X, over time.
Yt = 0 + 1 Xt + 2 Xt1 + K + r+1 Xtr + ut
1 = contemporaneous or immediate eect of a unit change
in Xt on Yt
1+h = eect of a unit change of Xth on Yt = eect of a
unit
University of California, San Diego
Department of Economics
Economics 120C Econometrics
Winter 2013
MWF 9:00 9:50 pm, Center Hall 109
Instructor
Maria Teresa Cndido
Office: 110A Economics
Office Phone #: 534-2518
Office Hours: Mondays and Fridays 12:30 pm
Topic 4:
Discrete Choice Models
Reading: SW ch. 11, including the Appendix.
Discrete Choice Models
We have considered a number of models in which the
regressors are binary; that is, they are equal to zero or one.
Examples include dummy variables for gende
ECON120C A00, Fall 2010
Professor Brendan K. Beare
Final Exam
Time allowed: Two hours.
Materials allowed: Pens.
Instructions: Write your name, ID number and lecture group on this page. Group
A has lectures at 10am and Group B has lectures at 1pm. Write yo
Econ120C, Spring 2013
Professor Brendan K. Beare
Problem set 3 : LInear regression
1. To begin with, let derive Ordinary Least Square (OLS) estimators as well as couple of
s
useful equations that are frequently used when solving problems. Consider the lin
Econ120C, Spring 2013
Professor Brendan K. Beare
Problem set 6 : Instrumental variables
1. Suppose we wish to estimate the regression equation
Yi =
0
+
1 Xi
+
2 Wi
+ ui
(1)
where E (ui ) = 0; Xi is endogenous and Wi is exogenous. We have an instrument Zi
Topic 5:
Instrumental Variables
Regression
Reading: SW ch. 12, including the Appendix.
Instrumental Variables Regression
Suppose we are interested in estimating the causal effect
of some variable Xi on another variable Yi in the
regression equation
Yi = 0
Topic 2: Linear regression
Brendan K. Beare
October 10, 2011
1
Derivation of OLS coecients
Suppose we observe a sample of n pairs of observations: (X1 , Y1 ), . . . , (Xn , Yn ).
The n pairs of observations are assumed to be independent of one another, an
ECON120C, Spring 2013
Professor Brendan K. Beare
Problem set 6: Instrumental variables
1. Suppose we wish to estimate the regression equation
Yi = 0 + 1 Xi + 2 Wi + ui ,
where E (ui ) = 0, Xi is endogenous and Wi is exogenous. We have an instrument Zi for
Topic 3:
Nonlinear Regression
Reading: SW ch. 8, including the Appendix.
Nonlinear Regression Functions
In the linear regression model, we assume that the
conditional expectation of Yi given X1i , . . . , Xki is a linear
function of the regressors. That i