Econometrics - Homework 2
Sunhwa
Feb 11, 2015
1
Problem 7.4
(a) Do there appear to be important regional dierences? Use an
appropriate hypothesis test to explain your answer
There do appear to be signicant regional dierences, we can test this
with the nul

Econometrics - Homework 8
Sunhwa
April 6, 2015
E14.3
Use an augmented Dickey-Fuller statistic to test for a unit autoregressive root in the AR model for Yt . As an alternative, suppose
that Yt is stationary around a deterministic trend.
For the AR(p) mode

Econometrics - Homework 10
Sunhwa
April 22, 2015
These exercises are based on data series in the data les USMacro Quarterly and USMacro Monthly described in the Empirical
Exercises in Chapters 14 and 15. Let Yt := ln(GDPt ), Rt denote the
P
CP
3-month Tre

Econometrics - Homework 9
Sunhwa
April 20, 2015
E15.1
(a)
Compute the monthly growth rate in Industrial Production [IP] expressed in percentage points,ip growtht = 100 ln( PPt . What are the
t1
mean and standard deviation of ip growth over the 1952:1-2009

Econometrics - Homework 7
Sunhwa
April 20, 2015
E14.1
Using US Macro Quarterly data compute Yi = ln(GDPt ), the logarithm of
real GDP, and Yt the quarterly qrowth rate of GDP for the sample period
1955:1-2009:4
We should begin with some summary statistics

Econometrics - Homework 1
Sunhwa
Jan 21, 2015
1
Problem 5.2
Suppose that a researcher, using wage data on 250 randomly selected male
workers and 280 female workers, estimates the OLS regression
W age = 12.52 + 2.12 M ale, R2 = 0.06, SER = 4.2
(1)
With SE(

Econometrics - Homework 3
Sunhwa
Feb 24, 2015
E8.2
(a)
n
i Xi where i is the it h regressor, n number of regressors and 0 , i constants
Y = 0 +
i=1
AHE = 1.87 + 0.51 AGE 3.81 F EM ALE 8.32BACHELOR
If age increases from 25 to 26 (holding all others constan

Econometrics - Homework 5
Sunhwa
March 3, 2015
E11.3
(a)
Doing a simple linear regression, the 1 on selfemp which is 1 if the individual
is self employed is 0.128 indicates the self unemployed are 12.% less likely to
have health insurance than wage earner

Econometrics - Homework 4
Sunhwa
Feb 25, 2015
E10.1
To being, we should formulate the null hypothesis, that there is a relationship
between shall and ln(vio):
H0 : shall = 0 H1 shall = 0
Where shall is the coecient for the shall variable which is 1 if a s

Econometrics - Homework 6
Sunhwa
March 7, 2015
E12.1
The demand curve for rail transport of grain is given by the following:
12
ln(Qi ) = 0 + 1 ln(Pi ) + 2 Icei + j=1 2+j Seasj,i + ui
Where Qi is the total tonnage of grain shipped in week i, Pi is the pri