February 14, 2001
To satisfy the class empirical
project, pick one of the topics
below (taken from the empirical exercises of Hayashi and the chapters in
Berndt). You will need to use a combination of Eviews and Matlab to do the
exercises. Do a formal write-up of the results and provide supporting
computer output. The project is due on the last day
Hayashi, Chapter 2 (page 176),
Empirical Exercises #1 (Rational Expectations Econometrics) (parts (c) -
(l) (lower case L)). Data: MISHKIN.ASC.
Hayashi, Chapter 3 (page 250),
Empirical Exercises #1 (Returns from Schooling) (parts (a) - (g). Data: GRILIC.ASC.
Berndt, Chapter 4, Exercises 3, 5 and
6 (Hedonic price analysis of computers). Data: chap4.zip.
Berndt, Chapter 5, Exercises 1 (a) -
(d), 2, 3, 4 and 8 (Analyzing determinants of wages). Data: chap5.zip.
Berndt, Chapter 8, Exercises 1 and 6
(Causality and simultaneity between advertising and sales). Data: chap8.zip.