Lab Exercises
ECON 503

Econometrics I

Mehmet Balcilar

 
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EMU
Department of Economics

ECON 503: Econometrics I
Fall 
2008/2009

Note: If you miss any lab exercise you will be assigned an I grade until you complete it.

Please download the Word file and follow the instructions there.

Computing Exercises
Textbook: Gujarati, Basic Econometrics, 4/e., McGraw-Hill-Irwin

Exercise

Data file for
Interactive Regression

Suggested Answers
Lab Exercise #1
Starting EVIEWS and running simple regression
LabEx01.doc

Due date: 29 Octber 2008, 4:30 pm

hkgdp2002.xls
chinafdi.xls
Table1.1
Table1.5
Suggested Answers for Lab Exercise #1

EViews file for Lab Exercise #1


Lab Exercise #2
Quantitative variable and Simple Regression
LabEx02.doc

Due date: November 5, 2008, 4:30 pm

hk_cpi_unemploy.xls
 
Suggested Answers for Lab Exercise #2

EViews file for Lab Exercise #2 


Lab Exercise
#3
Learn how to interpret and analyze the regression
LabEx03.doc

Due date:  November 12, 2008, 4:30 pm

Table 3.6
Suggested Answers for Lab Exercise #3
 

EViews file for Lab Exercise #3
  


Lab Exercise
#4
Hypothesis, significant test and confidence interval
LabEx04.doc

Due date:  November 19, 2008, 4:30 pm

Table 5.5
Suggested Answers for Lab Exercise #4

EViews file for Lab Exercise #4  


Lab Exercise #5

Multiple regression, partial effect and overall F-test
LabEx05.doc

Due date:  November 26, 2008, 4:30 pm

Table 7.7
Suggested Answers for Lab Exercise #5

EViews file for Lab Exercise #5   


Lab Exercise
#6
Functional forms and scaling measurement
LabEx06.doc

Due date: December 10, 2008, 4:30 pm

2005tutor06.xls
2005tutor06_hk.xls
(similar to Table 7.10)
 


Lab Exercise
#7
Different Restriction Tests
LabEx07.doc

Due date: December 17, 2008, 4:30 pm

Chinese SOE Output
Table 8.8
Table 8.10
 


Lab Exercise
#8
Dummy variables and its tests
LabEx08.doc

Due date: December 24, 2008, 4:30 pm

Table 9.7
Table 9.8
 

Lab Exercise
#9
Detection of Multicollinearity and remedy
LabEx09.doc

Due date: January 7, 2008, 4:30 pm

Table 10.12
hk_gdp_cpi_imports.xls
 


Lab Exercise
#10
Heteroscedasticity Test and WLS estimation
LabEx10.doc

Due date: January 14, 2008, 4:30 pm

CPI vs. Per Capita GDP
Table 11.7
 

Lab Exercise#11
Autocorrelation Test and Cochrane-Orcutt Method
LabEx11.doc

Due date: January 21, 2008, 4:30 pm

Table 12.7
 

 

 

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to contact me:

Department of Economics
Eastern Mediterranean University
Gazimagusa
Turkish Republic of North Cyprus

Tel: +90 392 630 1548  (Internal: 1548)
Fax: +90 392 365 1017
Email: mehmet.balcilar@emu.edu.tr
Web site: http://www.mbalcilar.net
 

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