« October 2006 | Main | December 2006 »

November 30, 2006

Time Series Econometrics

We had a bonus lecture due to a lack of questions about the old exams.

PB300001a.jpg

PB300004a.jpg

PB300006a.jpg

PB300009a.jpg

Posted by bparke at 08:55 PM | Comments (0)

November 21, 2006

Review

PB210058a.jpg

PB210060a.jpg

PB210060b.jpg

Posted by bparke at 09:49 PM | Comments (0)

November 16, 2006

MT 1 discussion

From 10/24/06:

PA240035a.jpg

PB160039a.jpg

PB160039b.jpg

PB160041a.jpg

PB160043a.jpg

Posted by bparke at 09:48 PM | Comments (0)

Extensions of logit/probit

PB160027a.jpg

(The leading term in the denominator can either be the exponential function or 1.)

PB160028a.jpg

PB160031a.jpg

PB160033a.jpg

PB160034a.jpg

PB160037a.jpg

Posted by bparke at 09:42 PM | Comments (0)

November 14, 2006

logit/probit

Calling this the "linear probability model" makes it sound better than it really is. The regression model is simply not the best option for categorical data.

PB140001a.jpg

The probit model is designed for this situation.

PB140004a.jpg

PB140004b.jpg

The logit model is another excellent choice.

PB140006a.jpg

The odds ratio

PB140008a.jpg

leads to the log odds ratio.

The likelihood ratio test is our bread and butter test for logit/probit models.

PB140010a.jpg

Posted by bparke at 09:41 PM | Comments (0)

November 09, 2006

Term Paper Research

Posted by bparke at 10:50 PM | Comments (0)

November 07, 2006

Term Papers & Misc

PB070107a.jpg

PB070102a.jpg

PB070105a.jpg

Posted by bparke at 09:51 AM | Comments (0)

November 02, 2006

Simultaneity, Identification, & Two-Stage Least Squares

PB020070a.jpg

PB020072a.jpg

PB020079a.jpg

PB020081a.jpg

PB020084a.jpg

PB020088a.jpg

Posted by bparke at 09:28 PM | Comments (0)