1. L

    Autoregressive Process HELP

    Hi, Ive been stuck on this practice question (3a) for ages and i can't figure it out. If you could point me in the right direction that would be great!
  2. Mr Rayon

    Econometrics at uni?

    Hi. :) I was just wondering what sort of math from highschool carries over into econometrics in university? Is there much/any algebra/calculus in econometrics or is it more data/statistics? How employable is completion of an econometrics major in comparison to a major economics? Anyone...
  3. J


    Hi there. Some help solving an econometrics task would be greatly appreciated. I don't get around very well in the field of econometrics and I most certainly don't know Excel functions. So, the task is as follows. A manufacturer of batteries has previously identified that the average battery...
  4. M


    Hi, Got a final year exam tomorrow in Econometrics. Desperately need help. Could you please add me on WeChat zazaa14, so I could send you a picture of the questions I need help solving, and you can then send a picture of what the solutions may be please Thanks so much!
  5. M

    Running time-series regressions on a dataset with large gaps: is it legitimate?

    I would like to run a simple time-series regression, to estimate the sensitivity of my dependent variable to a set of explanatory variables. However, instead of running the regression on the entire time-series, I would like to running it only over specific time periods, all stacked...
  6. P

    Econometrics Help, any help will be appreciated

    Suppose that a researcher,using wage data on 250 randomly selected male workers and 280 female worker,estimates the simple model Wage= 12.52 + 2.12Male (3) Where Wage ismeasured in dollars per hour and Male is a binary variable that is equal to 1if the person is a male and 0 if the person is a...
  7. B

    Compare change in sales price of homes in neighborhood and surrounding county

    We want to see if there is a significant difference in the change in sales price of houses, per year, between a neighborhood and the surrounding county. Was wondering if I should do a time-series regression or other method. I am not very fluent with time-series regressions, so if there is a...
  8. M

    Simple Linear Regression (Econometrics)

    Im given 10 observations for some variable X along with 10 observations of the error term(u) (pulled from normal distribution with mean=0 and variance=10). I'm given this equation: Yi=1+.5Xi+ui and that B0=1 and B1=.5. Im than told that since I know the true properties of the data, than I...
  9. M

    Simple Linear Regression (Econometrics)

    Im given 10 observations for some variable X along with 10 observations of the error term(u) (pulled from normal distribution with mean=0 and variance=10). I'm given this equation: Yi=1+.5Xi+ui and that B0=1 and B1=.5. Im than told that since I know the true properties of the data, than I...
  10. S

    VAR econometric robustness tests advice

    hi guys, I just ran a Vector auto-regressive model using 6 endogenous variables. i have attached an image of the result. Can some one tell me what should i be wary of before interpreting the results? i know we should see if there are any auto correlation (what test should i use?). can you guys...
  11. H

    Econometrics Problem

    Hi, I have an econometrics question. I hope it is possible to ask it here. The question goes like this A recent study of the dockside (fishermen market level) demand for Connecticut oysters resulted in the following empirical model: P = 10.0 – 5.0Q + 0.35QW – 0.05QW2 + 1.0M, where...
  12. Z

    econometrics - multipliers

    hello all, I have a problem with such an econometric exercise: the task is to compute impact, interim and long-term multipliers for the following two- equations model: y_{1t} = 2 + 0,6x_{1t} + 0,3x_{2,t-1} +0,1y_{1,t-1} - 0,05y_{2,t-2} y_{2t} = 3 + 0,2x_{1t} + 0,8x_{2,t-1} +0,2y_{1,t-1} +...
  13. princess_anna57

    Econometrics: MR, Revenue, profit.

    The cost (in 000's) of producing x thousands of loudspeaker systems is TC = x^3 + 3x^2 - 10x + 2. Price (p) and quantity demanded (x) which are both required to be non-negative are related by p = 130 - 2x. Marginal Cost (MC) = 3x^2 + 6x - 10. a) Find Marginal Revenue (MR) as a function of...
  14. J

    Econometrics - confidence intervals

    this is quite a common question in the exam papers, it says obtain a 95% confidence intervals for B2 (Beta(subscript 2))..... you are give the coefficient itself, R squared (the coefficient of determination) and the standard error. I was just wondering what the formula was to calculate this...
  15. C

    Non-stationary time series

    Dear all, I have a series which is clearly trending. It looks to be stationary around a linear deterministic trend and shocks does seem only to affect the series temporarily. So my guess is that this is a trend stationary series - i.e stationary about a deterministic trend. However, it could...
  16. C

    Stata! Help!!

    I need help. I've to use stata to estimate some consumption stuff in an economics class and I haven't a clue how to do it. This is long and it took me ages to type lol. I've done some of the work I think but I need some guidance... RapidShare: Easy Filehosting That's the project. I've done all...
  17. M

    What's the application of topology in Econometrics?

    Hi, I'm an undergraduate student studying mathematics. My topology course teacher has given me an assignment on the application of topology on econometrics. He said he's not gonna tell me anything about econometrics (I don't have that in my syllabus), I'll have to do it on my own. So can u...
  18. R

    expected value question

    Hello- I have a quick question if anyone out there can help: I am told that E(x) = 8 and var (x) = 4 the question is: determine E(y) for y=3x^2 + 2 My answer is E(y) = 3*e(x^2) + 2 which works out to be 3*64+2 = 194 i realize that e(x^2) does NOT equal e(x)^2 am i...
  19. M

    Math / econometrics question

    Suppose you are studying the rate of growth of income in a country as a function of the rate of growth of capital in that country and of the per capita income of that country. You are using a cross-sectional data set that includes both developed and developing countries. Suppose further that the...
  20. I

    Econometrics Help

    I've been working on a Econometrics homework problem, and I've gotten stuck. I've completed all of it except for calculating the eigen values. The question is: Let X be a (T x k) matrix whose columns are linearly independent, and let M = IT - X(X'X)^-1X', where IT is a (T x T) identity...