※ 引述《boing ()》之铭言： : 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 这个小题第一部份 你只需要搞懂 怎样的 equation 和 model 是 indentifiable 这里是三个外生三个内生 解联立方程式会不会? 第二部份 你只需要搞懂 在出现 measurement error 时 如何用 2-stage least square 估计参数就好 : 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? 这个小题更简单 同一小题第一部份 : 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) 1.少放一个解释变数 ex: y=b0+b1x1+b2x2+e 但你只用 x1 2.多放一个解释变数 ex: y=b0+b1x1+e 但你用 x1 和 x2 3.model整个设错了 ex: y=b0*x1^b1+e 但你用 y=b0+b1x1+e 4.~8.我懒得打 都有关键字 9.就是第一小题第二部份 要我教你的话我这周末下台中教收6000 你来台北我教你收3000 但基础的统计跟微积分你要会 上课你要有去上 对这些东西有印象 --

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