Selected Answers with Explaination计量经济学答案...

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1、AnswerstoSelectedExercisesForPrinciplesofEconometrics,FourthEditionR.CARTERHILLLouisianaStateUniversityWILLIAME.GRIFFITHSUniversityofMelbourneGUAYC.LIMUniversityofMelbourneJOHNWILEY&SONS,INCNewYork/Chichester/Weinheim/Brisbane/Singapore/TorontoCONTENTSAnswersforSelectedExercisesin:Probabil

2、ityPrimer1Chapter2TheSimpleLinearRegressionModel3Chapter3IntervalEstimationandHypothesisTesting12Chapter4Prediction,GoodnessofFitandModelingIssues16Chapter5TheMultipleRegressionModel22Chapter6FurtherInferenceintheMultipleRegressionModel29Chapter7UsingIndicatorVariables36Chapter8Heteroskeda

3、sticity44Chapter9RegressionwithTimeSeriesData:StationaryVariables51Chapter10RandomRegressorsandMomentBasedEstimation58Chapter11SimultaneousEquationsModels60Chapter15PanelDataModels64Chapter16QualitativeandLimitedDependentVariableModels66AppendixAMathematicalTools69AppendixBProbabilityConce

4、pts72AppendixCReviewofStatisticalInference7629August,2011PROBABILITYPRIMERExerciseAnswersEXERCISEP.1(a)Xisarandomvariablebecauseattendanceisnotknownpriortotheoutdoorconcert.(b)1100(c)3500(d)6,000,000EXERCISEP.30.0478EXERCISEP.5(a)0.5.(b)0.25EXERCISEP.7(a)f()c0.150.400.45(b)1.3(c)0.51(d)ff(

5、0,0)0.05(0)f(0)0.150.150.0225CB1ProbabilityPrimer,ExerciseAnswers,PrinciplesofEconometrics,4e2(e)Af()a50000.1560000.5070000.35(f)1.0EXERCISEP.11(a)0.0289(b)0.3176(c)0.8658(d)0.444(e)1.319EXERCISEP.13(a)0.1056(b)0.0062(c)(a)0.1587(b)0.1265EXERCISEP.15(a)9(b)1.5(c)0(d)109(e)−66(f)−0.605

6、5EXERCISEP.17(a)4(abxxxx)1234(b)14(c)34(d)fff(4)(5)(6)(e)f(0,)yfyfy(1,)(2,)(f)36CHAPTER2ExerciseAnswersEXERCISE2.3(a)Thelinedrawnforpart(a)willdependoneachstudent’ssubjectivechoiceaboutthepositionoftheline.Forthisreason,ithasbeenomitted.(b)b1.5142862b10.81Figurexr2.3Observations

7、andfittedline108642123456xyFittedvalues(c)y5.5x3.5yˆ5.53Chapter2,ExerciseAnswersPrinciplesofEconometrics,4e4Exercise2.3(Continued)(d)eˆi0.7142860.228571−1.2571430.257143−1.2285711.285714eˆ0.i(e)xeˆ0iiEXERCISE2.6(a)Theinterceptestimateb240isanestimateo