Econometrics 573 - Problem Sets

Problem Sets for Spring 1999

Problem Set #7 (the data set for question 1 is Data7.dat. There are 1000 observations and the variables are listed in the following order: w1 y p1 p2.).
An Example Nonlinear Least Square TSP program and output file.
Problem Set #8.
An Example program conducting a Monte Carlo investigation in TSP.
Problem Set #9 (the data set for question 2 is Data9a.dat. There are 200 observations, with the variables listed in the order K1 K2 K3 K4 P1 P2 P3 P4. The data set for question 3 is Data9b.dat. There are 278 observations, with the variables listed in the order y gender license cost)
An Example Seemingly Unrelated Regression Estimation exercise (TSP output file)
An Example Binary Choice model estimation exercise (TSP program)
Problem Set #10 (the data set for question 2 is Data10.dat. There are 278 observations, with the variables listed in the order: y gender license cost).
An Example of an Ordered Probit model (TSP output file)
An Example of a Nested Logit model (TSP output file)