# Econ 4213 Page

This page provides links to all important information available on this web site for those enrolled in my Econ 4213 sections this fall.

## News

My office changed. I am now in Room 303 Business.

• The dataset, Foodus.txt, for the heteroscedasticity homework assignment and a copy of the assignment

The datasets for the exam III problems.

• inv.txt
• cespro.txt
• Keynes-2.txt

## Links to other stuff

1. Undergraduate Econometrics This site is maintained by the author of your textbook, Carter Hill, and contains Textbook Errata, Class Data, Sample SAS programs and PowerPoint Slides.
2. Syllabus
3. Online SAS documentation with information on the ETS module.
4. Introduction to SAS This is some material from a webpage at UCLA.
5. SAS example programs and Getting Started with SAS.
6. Table 3.1 from our textbook. The accompanying program from class is in Food Expenditure
7. Tandy Example from Chapter 2 of SAS/ETS Applications Guide 2
8. Homework assinments
• Computer Assignment 1.
• Computer Assignment 2. To get the data set click HERE
• Computer homework 3. This exercise is to give you some practice performing joint hypothesis testing and collinearity analysis. Complete excercise 8.4 in your text. To get the data set click HERE
• Computer homework 4 (a.k.a. Exam II). This is the dummy variables assignment. Complete excercises 9.4 and 9.5 in your text. To get the data set click HERE. Note, the same data file can be used for both exercises. Pizza.dat contains all data from table 9.3 as well as some dummy variables for educational attainment.
• Computer assignment 5. This is the heteroscedasticity assignment. To get the dataset, click HERE.
• Computer homework 6 (a.k.a. Exam III).. These problems are for autocorrelation, SUR, and simultaeous equations models. The data sets are found below.
9. The overhead from 23 September depicting the effects of rescaling regression variables Overhead
10. Probit example.
11. The heteroscedasticity example.
12. GQ.SAS. This is a SAS example on how to sort the data and to take subsets of that data. These are the sorts of things you would need to do the Goldfeld Quandt test for heteroscedasticity.
13. The SUR example.
14. The Simultaneous equations example from pages 293-295 of Undergraduate Econometrics by Hill, Griffiths, and Judge.
15. An autocorrelation example. In this case, the model is estimated using OLS and the Durbin Watson test is conducted. In the second regression, the model is estimated under the assumption that the errors are AR(1).

• Computing in Econometrics

• Page last modified Tuesday, October 21, 1999.