assessment is hence through an Open book Examination in the form of a Project Report with about 10-15 pages

INSTRUCTIONS TO CANDIDATES

ANSWER ALL QUESTIONS

The assessment is hence through an Open book Examination in the form of a Project Report with about 10-15 pages following the structure:

1. A brief introduction

2. A summary of what Econometrics is (according to Chapters 0, 1 and 2)

3. Estimation of a simple linear regression (according to Chapter 3)

This is the first main part, with a summary of the estimation methods, properties of the OLS estimators, in particular their BLUE properties, key formulas given among the descriptions, application to selected data examples, and empirical analysis in text and by means of tables and figures

4. Inference with fitted simple linear regression (mainly according to Chapter 5, using the normality assumption given in Chapter 4)

This is the second main part, with a summary of distributions of the OLS estimators under the normal assumption (for small n) or the asymptotic distributions for large n, the methods of point estimation, interval estimation and hypothesis tests, key formulas should be given among the contexts, application to selected data examples and empirical analysis in text and by means of tables and figures.

Remark. You only need to summarize the basic topics in this chapter, difficult topics such as estimation and test on the variance, F-test, normality test and prediction are all not required.

5. A conclusion with some remarks/comments

Remark 1. If it is possible, it is wished that you can generate the figures yourselves using suitable software, such as Excel or better R.

Remark 2. You can read other textbooks to extend your knowledge of Econometrics. Some applied econometrics textbooks using R are very helpful. But please do not choose those at high mathematical levels.

Attachments:

Related Questions

. The fundamental operations of create, read, update, and delete (CRUD) in either Python or Java

CS 340 Milestone One Guidelines and Rubric  Overview: For this assignment, you will implement the fundamental operations of create, read, update,

. Develop a program to emulate a purchase transaction at a retail store. This  program will have two classes, a LineItem class and a Transaction class

Retail Transaction Programming Project  Project Requirements:  Develop a program to emulate a purchase transaction at a retail store. This

. The following program contains five errors. Identify the errors and fix them

7COM1028   Secure Systems Programming   Referral Coursework: Secure

. Accepts the following from a user: Item Name Item Quantity Item Price Allows the user to create a file to store the sales receipt contents

Create a GUI program that:Accepts the following from a user:Item NameItem QuantityItem PriceAllows the user to create a file to store the sales receip

. The final project will encompass developing a web service using a software stack and implementing an industry-standard interface. Regardless of whether you choose to pursue application development goals as a pure developer or as a software engineer

CS 340 Final Project Guidelines and Rubric  Overview The final project will encompass developing a web service using a software stack and impleme