Econ 6976          Homework # 4             Dr. Usip

Do the Following Problems from the Text.
Due Date: On or Before the Final Exam

Chapter 10: Basic Regression Analysis with Time Series Data 
1. Problem 10.6, p. 356
2. Problem 10.13, p. 356 (use the consump.wk1 workfile)
3. Problem 10.16, p. 359 (use the intdef.wk1 workfile)

Chapter 12: Autocorrelation Problems
4. Problem 12.3, p. 420
5. Problem 12.12, p. 422 (use the consump.wk1 workfile)

Chapter 18: Unit Root and Cointegration Tests
6. Problem 18.11, p. 642 (use the hseinv.wk1 workfile)

Note: I have converted the dataset files from the .raw format into .wk1 format. All you need to do is to download the files onto your computer drive (C or A) and then read the file into Eviews. Please use only the Microsoft Internet Explorer to download the file. Note also that for a group assignment (if so designated) you will not receive points if you failed to work with your partner (s).

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Last revised: Wednesday, July 10, 2013.