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Solutions Goldberger

This document provides solutions to exercises from chapters 2 through 12 of Goldberger's "A Course in Econometrics". It includes numerical solutions to many quantitative exercises. The solutions may contain errors. It skips solution 8.1 and notes some exercises can be skipped.

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5K views3 pages

Solutions Goldberger

This document provides solutions to exercises from chapters 2 through 12 of Goldberger's "A Course in Econometrics". It includes numerical solutions to many quantitative exercises. The solutions may contain errors. It skips solution 8.1 and notes some exercises can be skipped.

Uploaded by

jalexrs
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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SOLUTIONS TO EXERCISES IN GOLDBERGERS

A COURSE IN ECONOMETRICS
This uno cialset of solutions may contain typos or errors.

Chapter 2
2.1 0.61
2.2 (a) 0.15; (b) 0.5; (c) 0.85
2.3 0.35
2.4 (a) 1/3; (b) 0; (c) 4/21
2.5 0.2; 0.5
2.6 (a) S = f(Head; 1) ; (Head; 2) ; :::; (T ail; 6)g ; (b) 5/12
2.7 Hint: You may dene: X = 1 if a person has been unemployed and X = 0 otherwise.
2.8 (a) 0.4, 0, 1, 0.6, 0, 1, 0.6; (b) 1/9, 1/9, 1/3, 4/9, etc.; (c) 0.48, 0.16, 1, 0.52, 0.16, 1, 0.52
2.9 (a) 0.3456, 0.3456, 0.1296; (b) 0.251, 0.1255, 0.0471
2.10 (a) 1/4, 1/4, 0, 1/4, 1/2; (b) 1/4, 1/4, 0, 1/2, 0

Chapter 3
3.2 Hint: use table 3.1 on page 28.
3.3 5/3, 5, 20/9
3.4 4/3, 2, 2/9
3.5 1/2
3.6 1/2
3.7 (a) (i) 1, 1/4; (ii) 1/2, 1/4; (iii) 3/4, 1/4; (b) (i) 1/2, 0; (ii) exp(-2), exp(-3) (iii) 0, 0.047

Chapter 4
4.1 (a) 3 2x2 + 1 =22; (b) 3 (8=3 + 2y) =11; (c) 2 x2 + y = 2x2 + 1
4.2 P (A) = 19=44; P ( Aj x) = 1 + 4x2 = 4 + 8x2
4.3 x2 + y = (8=3 + 2y)

Chapter 5
5.1 (a) 2 + 3x2 = 3 + 6x2 ; (b) Cov (X; Y ) =

2=121

5.2 (a) E ( Y j x = 1) = 0:5; E ( Y j x = 2) = 0:75; E ( Y j x = 3) = 0:5; (b) 0.6


5.3 (a) 42, 2500, 500, 3000; (b) E ( Xj Z) = Z; (c) 54; (d) E ( Zj X) = 7 + 5=6X; (e) 52
5.4 E ( Y j X) = 6 + (5=7) X; E ( Y j Z) = (6=7) Z
5.6 True
1

5.7 Here
5.8 Here

Chapter 6
6.1 (a) True; (b) False, E W 2 = p1 + 2p1 p2 + p2 :
6.7 (a) E ( Y j X) = 1 + X 2 ; E ( Y j X) = 2; (b) E ( Y j X) = 1 + X 2 ; E ( Y j X) = 2 + X; (c) Hint (why the
BLP has changed?): notice that E X 3 > 0 ) X has a right-skewed distribution (the right tail is longer).
Also, consider the explanation given in the exercise 5.1 e).

Chapter 7
7.3 (a) 4; (b) 6; (c) 16; (d) 16; (e) 0.841; (f ) 0.691; (g) 0.813 Here
7.4 0.732
7.5 Here
7.6 (a) 50=3 + (5=6) Y1 ; (b) 170/3; (c) No Here
7.7 0.66 Here

Chapter 8
8.1 Here (skip this exercise)
8.2 7/3; 11/27
8.3 (a) E (X) = 0:5; Var (X) = 0:25; P (A) = 0:5; (b) E (X) = 0:5; Var (X) = 0:25; P (A) = 0:158; (c)
E (X) = 0:5; Var (X) = 0:25; P (A) = 0:148
8.4 (a) E X = 0:5; Var X = 0:025; P (A) = 0:451; (b) E X = 0:5; Var X = 0:025; P (A) = 0:999; (a)
E X = 0:5; Var X = 0:025; P (A) = 0:47.
8.6 (b) E (T ) = 1=2; Var (T ) = 1=16:
8.7 (a) E 1=X

1= E X ; (b) E (T ) =

n
n 1 ; Var (T )

n2 2
(n 2)(n 1)2

Chapter 9
9.2 0:977
9.3 (a) Use S1; (b)

n (un

) ! N 0;

; (c) 0.841; (d) 0.781

9.4 0.818
9.5 0.135
9.6 (a) E (e) = 0; E e2 = 49; Var (e) = 49; (b) 0:954

Chapter 10
10.2 (a) x = 1; y = 4; s2x = 4; s2y = 45; sxy = 12; (b) y^ = 1 + 3x
10.3 You may skip this exercise. Nevertheless, here is the solution:

Here

x
0.5
1.5
2.5
3.5
4.5
5.5
6.7
8.8
12.5
17.5

p(x)
0.041
0.093
0.093
0.082
0.113
0.103
0.155
0.155
0.113
0.052

sum

mX
mY
Sx^2
Sxy
B
A
10.4 a)

= 3;

mY|x
-0.012
0.065
0.048
0.099
0.079
0.083
0.112
0.129
0.154
0.161

x*p(x)
0.0205
0.1395
0.2325
0.287
0.5085
0.5665
1.0385
1.364
1.4125
0.91
6.4795

mY|x*p(x)
-0.00049
0.006045
0.004464
0.008118
0.008927
0.008549
0.01736
0.019995
0.017402
0.008372

= 1; b) P (A1 ) = 0:599; P (A2 ) = 0:977; P (A3 ) = 0:841

Chapter 11
11.4 41 and 59
11.5 T = 29 Y1 + 79 Y2
5:78; Using S ; 4

11.7 a) 0.35, 0.229, 0.0022; b) 0:35

5:88

0:0935

11.8 a) X, yes; b) 1=X is consistent but biased; c) 5=3


11.10 & 11.11 Here

Chapter 12
12.4 Here

x*mY|x*p(x)
-0.000246
0.0090675
0.01116
0.028413
0.0401715
0.0470195
0.116312
0.175956
0.217525
0.14651

0.09874 59.75165 0.7918885

6.4795
0.09874
17.76773
0.152103
0.008561
0.043272

11.6 a) 4, 270, 9; b) Using S, 4

x^2*p(x)
0.01025
0.20925
0.58125
1.0045
2.28825
3.11575
6.95795
12.0032
17.65625
15.925

5=3
1:96 p
50

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