Answers to Selected Exercises - Econometrics
Answers to Selected Exercises
For
Principles of Econometrics, Fourth Edition
R. CARTER HILL Louisiana State University WILLIAM E. GRIFFITHS University of Melbourne GUAY C. LIM University of Melbourne
JOHN WILEY & SONS, INC
New York / Chichester / Weinheim / Brisbane / Singapore / Toronto
CONTENTS
Answers for Selected Exercises in:
Probability Primer
1
Chapter 2
The Simple Linear Regression Model
3
Chapter 3
Interval Estimation and Hypothesis Testing
12
Chapter 4
Prediction, Goodness of Fit and Modeling Issues
16
Chapter 5
The Multiple Regression Model
22
Chapter 6
Further Inference in the Multiple Regression Model
29
Chapter 7
Using Indicator Variables
36
Chapter 8
Heteroskedasticity
44
Chapter 9
Regression with Time Series Data: Stationary Variables
51
Chapter 10 Random Regressors and Moment Based Estimation
58
Chapter 11 Simultaneous Equations Models
60
Chapter 15 Panel Data Models
64
Chapter 16 Qualitative and Limited Dependent Variable Models
66
Appendix A Mathematical Tools
69
Appendix B Probability Concepts
72
Appendix C Review of Statistical Inference
76
29 August, 2011
PROBABILITY PRIMER
Exercise Answers
EXERCISE P.1
(a) X is a random variable because attendance is not known prior to the outdoor concert. (b) 1100 (c) 3500 (d) 6,000,000
EXERCISE P.3
0.0478
EXERCISE P.5
(a) 0.5. (b) 0.25
EXERCISE P.7
(a) f (c) 0.15 0.40 0.45
(b) 1.3 (c) 0.51 (d) f (0,0) 0.05 fC (0) fB (0) 0.15 0.15 0.0225
1
Probability Primer, Exercise Answers, Principles of Econometrics, 4e
2
(e)
A
f (a)
5000
0.15
6000
0.50
7000
0.35
(f) 1.0
EXERCISE P.11
(a) 0.0289 (b) 0.3176 (c) 0.8658 (d) 0.444 (e) 1.319
EXERCISE P.13
(a) 0.1056 (b) 0.0062 (c) (a) 0.1587 (b) 0.1265
EXERCISE P.15
(a) 9 (b) 1.5 (c) 0 (d) 109 (e) -66 (f) -0.6055
EXERCISE P.17 (a) 4a b(x1 x2 x3 x4 )
(b) 14 (c) 34 (d) f (4) f (5) f (6) (e) f (0, y) f (1, y) f (2, y) (f) 36
2 CHAPTER
Exercise Answers
EXERCISE 2.3
(a) The line drawn for part (a) will depend on each student's subjective choice about the position of the line. For this reason, it has been omitted.
(b) b2 1.514286 b1 10.8
Figure xr2.3 Observations and fitted line
10
8
6
4
2
(c) y 5.5 x 3.5 y^ 5.5
1
2
3
4
5
6
x
y
Fitted values
3
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