Problem Sets

Problem Set 1(updated 10-4-03) Problem Set 2(updated 10-4-03) Problem Set 3

Computer labs

Home-work 1: Lab 1

Home-work 1

Home-work 2: Lab 2

Lab 2
The Chow data for lab 2
The README file for Lab 2

Home-work 3: Lab 3

Do home-work 3 without using the distribution of epsilon in the program. Designe your own experiment, that is, define a distribution for the error useful for the exercise.

Lab 3 (Gauss program)

Home-work 4: Lab 4

Part 1:Empirical exercise

./readme_lab4.txt
./NERLOV
./UPDATE

Part 2: Simulation

Designe an experiment that illustrates the property of consistency of the variance-covariance matrix estimator proposed by White.

Home-work 5: Lab 5

Lab 5

Home-work 6: Lab 6

Part 1: Simulation
Lab 6

Part 2: Empirical Exercise

Taken from chapter 8 in Berndt. Do Exercise 6 parts a,b,c and d

Data:

ORIGINAL DATA: Contains all the names of the variables and it contains two matrices one on top of the other correspondent to part 1 and part2 mentioned in the book.

CAUSAL PART 1

CAUSAL PART2