BU5025: Quantitative Methods
Computing Seminar 1
Winter 2013
A couple of overarching issues:
Instructions for using Eviews are also provided in Brooks (chapter 1, 2nd edition & Chapter 2
1st edition) which is available on the MyAberdeen page. Note that t
Basics of Mathematics I:
Functions and Differentiation
BU5025 Quantitative Methods
Autumn 2014
Prof. Keith Bender
Univ. of Aberdeen Business School
Overview
Next 3 lectures  Develop mathematical methods
Ultimately apply to relevant problems in economic
Basics of Mathematics III:
Matrices
BU5025: Quantitative Methods
Winter 2013
Prof. Keith Bender
Univ. of Aberdeen Business School
Announcements
Example Class Test will be posted on MyAberdeen by Friday.
Answers will be posted next week.
Remember that Te
BU5025: Quantitative Methods
Assignment 4
Winter 2013
Directions: Please attempt ALL of the questions below before you come to your Example Class. In
the class, we will work through a couple key problems but feel free to ask questions about any with
which
BU5025: Quantitative Methods
Assignment 7
Winter 2013
Assume that you are interested in estimating the determinants of prices for detached houses in
the US. You have 85 observations on housing prices and data on the number of bedrooms
(all houses have at
BU5025: Quantitative Methods
Assignment 8
Winter 2013
Q1. Using data on smoking, the following linear probability model was estimated:
smoke = .656 .069 log(price) + .012 log(income) .029educ
(.855) (.204)
(.026)
(.006)
[.856] [.208]
[.025]
[.007]
+.020ag
BU5025: Quantitative Methods
Assignment 6
Winter 2013
Directions: Please attempt ALL of the questions below before you come to your Example
Class. In the class, we will work through a couple key problems but feel free to ask
questions about any with which
BU5025 Quantitative Methods
Computing Workshop 3
Instructions for using Eviews are also provided in Chapter 1 of Brooks (2008), Introductory
Econometrics for Finance, Cambridge University Press. Second Edition.
Estimating a Determinants of House Price Equ
BU5025 Quantitative Methods
Computing Workshop 2
Instructions for using Eviews are also provided in Chapter 1 of Brooks (2008), Introductory
Econometrics for Finance, Cambridge University Press. Second Edition.
A. Open Eviews and load data:
1. Log into My
Basics of Mathematics II:
Integration and Constrained
Optimisation
BU5025: Quantitative Methods
Autumn 2014
Prof. Keith Bender
Univ. of Aberdeen Business School
Overview
Last Lecture
Review of Functions
Special focus on interest and discounting (time m
WEEK 1  SESSION 2
1. Use Stata to get the following answers:
i.
Read the file BWGHT in Stata package
ii.
What is the average number of cigarettes smoked per day? Find the largest and
smallest number of cigarettes smoked per day.
iii.
The average number o
HOMEWORK WEEK 4 SESSION 2
Question 1 (not use Stata)
The data in WAGE2.RAW on working men was used to estimate the following equation:
where educ is years of schooling, sibs is number of siblings, meduc is mothers years of
schooling, and feduc is fathers
HOME WORK WEEK 7
Question 1
Use the data in WAGE1.RAW for this exercise.
(i)
Use OLS to estimate the equation
and report the results using the usual format.
. reg
lwage educ exper expersq
Source

SS
df
MS
Model
Residual
44.5393713
103.79038
3
522
14.8464
Week 2 Session 2
1.
The following table contains the ACT scores and the GPA (grade point average) for eight
college students. Grade point average is based on a fourpoint scale and has been rounded to
one digit after the decimal.
Use Stata to:
i.
Estimate
HOMEWORK WEEK 6.2
6.1
i.
Can you reject the hypothesis H0: bhsGPA = .4 against the twosided alternative at
the 5% level?
H0: bhsgpa =0.4
H1: bhsgpa 0.4
0.4120.4
T stat =
=0.127
0.094
critical= 1.960( =5 , nk 1=137)
T
T stat <T critical
>accept H 0
ii.
.
Homework  Week 3 Session 3
Question 1
Use the data in SLEEP75.dta from Biddle and Hamermesh (1990) to study whether there is a
tradeoff between the time spent sleeping per week and the time spent in paid work. We could
use either variable as the dependen
WEEK 1  SESSION 1
1.
What are the types of the following data structures (hint: use Stata statistical software
package to open these files)?
i.
ii.
iii.
iv.
v.
vi.
HSEINV.dta: Time series data
INVIN.dta: Time series data
FERTIL3.dta: Time series data
SLE
ASSIGNMENT 2
Unit Name: Applied Econometrics
Unit Number: ECO202
Student name and ID: Trn Th Kim Ngn 3914ISB0033
Class: BBC 5.3
Note: Deadline: 13 September 2016
You will get zero if you share your answer with other students.
Remember to report Stata comm
ASSIGNMENT 1
Unit Name: Applied Econometrics
Unit Number: ECO202
Student name H Linh Chi
ID: 3914ISB0056
Class: BBC 5.3
Note: Deadline: 13 August 2016
You will get zero if you share your answer with other students.
Remember to report Stata commands which
HOMEWORK WEEK 6.1
6.1
Which of the following can cause the usual OLS t statistics to be invalid (that is, not to have t
distributions under H0)?
(i) Heteroskedasticity.
(ii) A sample correlation coefficient of .95 between two independent variables that ar
WEEKLY HOME ASSIGNMENT WEEK 9.1
(I am really sorry to post this a bit late as there are some problems occurring with my internet
connection)
Question 1
(i) reg price lotsize sqrft bdrms
scalar pricehat1 = _b[_cons] + _b[lotsize]*10000 + _b[ sqrft]*2300 +
2.1 (you should do this question after finishing the below ones)
n
n
N
i=1
I=1
2
2
s= u = ( Y i Y^ ) = ( Y i ^0 ^1 X i ) minimize
i=1
2
i
s
=0
(I)
^
0
s
=0
(II)
^
1
Use the second first order condition to come up with a formula for
^
1 which minimizes s.
Simple regression
1.
Linear in parameters
2.
Random sampling
3.
Variation in X
4.
E(uX)=0
Multiple regression
+ not exact linear between X
UNBIASED ESTIMATOR
5.
Var(ux)=2
BLUE
6.
U ~ N(0, 2)
CONDUCT T TEST AND F TEST
I
T TEST: Y = b0 + b1 X1 + b2 X2 + +
HOMEWORK WEEK 4 SESSION 2
4.4 (not use Stata)
The data in WAGE2.RAW on working men was used to estimate the following equation:
where educ is years of schooling, sibs is number of siblings, meduc is mothers years of
schooling, and feduc is fathers years o
HOMEWORK WEEK 2
1.5
You have collected data on wage and education as follows:
Obs
wage
1
2
3
4
3.1 3.2
3
6 5.3 8.8 11
education 11 12 11
i.
8
5
6
7
8
9 10
11 12
5 3.6 18 6.3 8.1 8.8
12 16 18 12 12 17
16 13
iii.
Use hand calculator to obtain the following
HOMEWORK WEEK 6.2
6.1
Use MLB1.dta
(i)
Estimate
the
Command:
following
model
and
report
SSR
and
Rsquared
reg lsalary years gamesyr bavg hrunsyr rbisyr
SSR = 183.186327, Rsquared = 0.6278
(ii) Estimate the following model and report SSR and Rsquared
Com
HOME WORK WEEK 7
Question 1
The data set SMOKE.dta contains information on smoking behavior and other variables for a
random sample of single adults from the United States. The variable cigs is the (average)
number of cigarettes smoked per day.
i.
Display
HOME WORK WEEK 8.2
Question 1
Using the data in RDCHEM.RAW, the following equation was obtained by OLS:
(i) At what point does the marginal effect of sales on rdintens become negative?
The turning point is
2^
2
^
1 / ) = 0.00030 / (2*0.0000000070) = $ 2
HOMEWORK WEEK 6.1
6.1
Which of the following can cause the usual OLS t statistics to be invalid (that is, not to have t
distributions under H0)? (need to meet 6 assumptions)
(i) Heteroskedasticity. (need to meet the assumption of homoskedasticity)
(ii) A