Econ 6400: Homework

Homework 7:

  • From the Midterm run the data analysis from Problem 5 and check the residuals for the final model for Normality, Heteroskedasticity, and Serial Correlation.  Print out the results from gretl and comment on the parts of the output that relate to the final model and the tests on the residuals.
  • Read Ch. 8, study Property 8.1 and White's Test
  • Read Ch. 9, study Property 9.1 and the Durbin-Watson Test, so problem 9.13, 9.18
  • Read Ch. 10 for next week.

Homework 6:

  • Read Ch 6 and do problems 6.4, 6.5, 6.17, 6.21
  • Read Ch. 7 and do problems 7.10, 7.12, 7.18

Homework 5:

  • Read Ch 5 and do problems 5.2
  • Project:  Find a recent Econometrics paper from one of the published journal in Table 14.2 on pages 572-573 in the book that you find interesting and uses multiple linear regression.  Turn in the abstract of the paper you plan to read for the Project in class the day of the midterm.  Here are the guidelines for the paper,  Project.
  • To find a journal article you are required to search the online electronic resources from the CSU Hayward Library.  See the link Electronic Resources on or off campus.  You may email me the link to your paper for approval.

Homework 4:

  • Read Ch 4 and do problems 4.8, 4.11, 4.14, 4.26, 4.28
  • Read Ch 5 for next week.

Homework 3:

  • Download from the class Blackboard site, from Course Documents, the paper, Using Computer Simulation to Investigate Relationships Between the Sample Mean and Standard Deviation.  Try to run the code from Display 1 from the paper.  Print out the picture that is produced and turn it in.  Comment.
  • Read Ch 3 and do problems 3.5, 3.15, 3.17, 3.27, 3.33, 3.37
  • Read Ch 4 for next week.

Homework 2:

  • Finish reading Ch 2 and do problems 2.22, 2.23, 2.24
  • Read Ch 3 and do problems 3.4

Homework 1:

  • Read Ch 1 and do problems 1.2, 1.4, 1.5
  • Read Ch 2 and do problems 2.2, 2.4, 2.7, 2.12, 2.14
  • Install gretl on your computer and try the Practice Computer Session, Interactive Mode on page 637. (See the Software link.)
  • Install Minitab on your computer. (See the Software link.)
  • Investigate the links on the Links page that relate the examples presented in class.