※ 引述《comiciloveit (日本Z君)》之铭言： : 来源: (例如: XX 年度高考, XX 年度研究所考) : 科目:计量经济学 : 问题:三张作业 可以到时当面指导我吗 : 我的想法:真的很迫切,因为不是考经统出生的研究生,所以读起来很吃力 : 加上下礼拜就要考了,真的很想把作业弄懂,希望各位能帮帮我的忙 : 我会很感激的,还是如果要作业的档案可以mail给你们,在帮我解好吗 代楼上PO题目 1. Consider the three-equation model Y1=β13*Y3+R12*X2+U1 Y2=β21*Y1+β23*Y3+R21*X1+R22*X2+U2 Y3=R33*X3+U3 where Y1, Y2, and Y3 are endogenous, and X1, X2, and X3 are exogenous . Discuss the identification of each of the model, base on the order and rank conditions. Now suppose that you want to estimate the first equation by two-stage least squares, but you have only an ordinary least squares program available. Explain carefully, step by step, how you would estimate 2. The structure of a model with four endogenous and three exogenous variables is as follows(1 indicates presence and 0 absence of the variable in the equation): 1 0 1 1 1 0 0 1 1 1 0 0 1 1 0 0 1 0 1 0 0 1 0 1 1 0 1 0 Which of the four equations are identified? 3. Please summarize the causes, the consequences, the detection methods (if available) and the solutions (if available) for the following OLS model specification problems: 1. Omitting a relevant variable 2. Including an irrelevant variable 3. Wrong functional form 4. Changing parameter (model stability) 5. Changing variance (heteroskedasticity) 6. Serially correlated residual (autocorrelation) 7. Simultaneity 8. Multicollinearity 9. Errors in variable (measurement error) --

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