经济代写|ECON335 Econometrics
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ECON335 Econometrics课程简介
The objective of this course is to provide the basic knowledge of econometrics that is essential equipment for any serious economist or social scientist. The course introduces statistical tools including regression analysis and its application using cross-sectional data.
The second week onwards will be focused on how various technical problems inherent in economic analysis, including heteroskedasticity, autocorrelation, and endogeneity should be handled. This section of the course will pay special attention to the application of the regression model to time-series data – both stationary and non-stationary.
Using the theories and their application in economics, you will participate in daily workshops to get hands-on experience implementing the various estimators and testing procedures in Stata using real-world data. As a result, you will consider how the theory can be applied to a wide range of questions of economic interest (For example, modelling long-term relationships between prices and exchange rates).
By the end of the course, you will be able to provide proof of the unbiasedness or biasedness and consistency or inconsistency of least squares, and instrumental variable estimators using simple models.
PREREQUISITES
It seems like you are describing a course in econometrics that aims to equip students with basic knowledge and skills in statistical analysis, with a focus on regression analysis and its application to cross-sectional and time-series data in economics. The course also covers various technical problems that can arise in econometric analysis, such as heteroskedasticity, autocorrelation, and endogeneity, and how to address them.
In addition to theoretical instruction, the course provides practical workshops to give students hands-on experience using statistical software (such as Stata) to implement various estimators and testing procedures on real-world data. The course aims to help students apply econometric theory to a wide range of economic questions, such as modelling long-term relationships between prices and exchange rates.
By the end of the course, students should be able to evaluate the unbiasedness or biasedness and consistency or inconsistency of least squares and instrumental variable estimators using simple models.
ECON335 Econometrics HELP（EXAM HELP， ONLINE TUTOR）
Run the following auxiliary regression:
$$
\ln \left(\hat{u}i^2\right)=a_1+a_2 Z{2 i}+a_3 Z_{3 i}+\cdots+a_p Z_{p i}+v_i
$$
Formulate the null and the alternative hypotheses. The null hypothesis of homoskedasticity is:
$$
\mathrm{H}_0: \quad a_1=a_2=\cdots=a_p=0
$$
while the alternative is that at least one of the $a$ is different from zero.
Compute the $L M=n R^2$ statistic, where $n$ is the number of observations used in order to estimate the auxiliary regression in Step 2, and $R^2$ is the coefficient of determination of this regression. The $L M$ statistic follows the $\chi^2$ distribution with $p-1$ degrees of freedom.
Reject the null and conclude that there is significant evidence of heteroskedasticity when $L M$-statistical is greater than the critical value (LM-stat > $\left.\chi_{p-1, \alpha}^2\right)$. Alternatively, compute the $p$-value and reject the null if the $p$-value is less than the level of significance $\alpha$ (usually $\alpha=0.05$ ).
Textbooks
• An Introduction to Stochastic Modeling, Fourth Edition by Pinsky and Karlin (freely
available through the university library here)
• Essentials of Stochastic Processes, Third Edition by Durrett (freely available through
the university library here)
To reiterate, the textbooks are freely available through the university library. Note that
you must be connected to the university Wi-Fi or VPN to access the ebooks from the library
links. Furthermore, the library links take some time to populate, so do not be alarmed if
the webpage looks bare for a few seconds.
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