ECON 3150/4150 (Introductory Econometrics) Problem sets

ECON 3150/4150 ( introductory Econometrics) Problem setsSpring 2004 This set consists of 11 Problem sets , one for each seminar. Notice that some of theproblem sets consist of more than one Problem . Thefirst 3 Problem sets should be preparedby all students. Some of you will be asked to present your solution to each of the the remaining Problem sets , a group of students will prepare a solution that will behanded out to the other students a few days before the set 1 Problem 1(i)LetX,Ybe stochastic variables and consider the realizations(xi,yi),i=1,.., that the following relations must hold:(a)nXi=1(xi x)=0(b)nXi=1(xi x)(yi y)=nXi=1(xi x)yi=nXi=1xi(yi y)(c)nXi=1(xi x)(yi y)=nXi=1xiyi nx yThe empirical correlation coefficient betweenXandYis given by:(d)r=Pni=1(xi x)(yi y)qPni=1(xi x)2 Pni=1(yi y)2(ii)Use(c)and(d)to calculaterwhenx=2y=72n=6nXi=1x2i=106nXi= 1y2i

ECON 3150/4150 (Introductory Econometrics) Problem sets Spring 2004 This set consists of 11 problem sets, one for each seminar. Notice that some of the

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  Problem, 3051, Econometrics, Introductory, Sets, 4150, Introductory econometrics, Problem set, 3150 4150

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