Econometrics

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Midterm Exam

(posted: 22 July 2017)

As discussed in class, I would like you to submit your answers to the midterm exam questions on   Thurs. 27 July.   When I review your answers, what I will want to see is that you have learned regression analysis. If it helps, you may think of this assignment as an opportunity to develop a set of notes for yourself.

And in developing your own notes on regression analysis, please remember that the problem set will help you understand the topic. And please remember that my notes and my wxMaxima notebooks in lec. 1, lec. 2 and lec. 3 will help you understand the problem set.

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Week of July 24-27

(posted: 22 July 2017)

This week, I would like to continue working with you on datasets. Specifically, I would like to introduce the OECD data. We will test the same null hypothesis, but with a richer dataset. It contains more variables and more detailed variables (than the Italian data).

On the theoretical side, we will also discuss panel data and heteroskedascity. To prepare for our discussion of panel data, please read Stock-Watson chap. 8 and Kennedy chap. 18. To prepare for our discussion of heteroskedascity, please read Kennedy chap 8.

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