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1、STUDENTSOLUTIONSMANUALJeffreyM.WooldridgeIntroductoryEconometrics:AModernApproach,4eCONTENTSPrefaceivChapter1Introduction1Chapter2TheSimpleRegressionModel3Chapter3MultipleRegressionAnalysis:Estimation9Chapter4MultipleRegressionAnalysis:Inference17Chapter5MultipleRe
2、gressionAnalysis:OLSAsymptotics24Chapter6MultipleRegressionAnalysis:FurtherIssues27Chapter7MultipleRegressionAnalysisWithQualitative34Information:Binary(orDummy)VariablesChapter8Heteroskedasticity42Chapter9MoreonSpecificationandDataProblems47Chapter10BasicRegressio
3、nAnalysisWithTimeSeriesData52Chapter11FurtherIssuesinUsingOLSWithTimeSeriesData58Chapter12SerialCorrelationandHeteroskedasticityin65TimeSeriesRegressionsChapter13PoolingCrossSectionsAcrossTime.Simple71PanelDataMethodsChapter14AdvancedPanelDataMethods78Chapter15Inst
4、rumentalVariablesEstimationandTwoStage85LeastSquaresChapter16SimultaneousEquationsModels92Chapter17LimitedDependentVariableModelsandSample99SelectionCorrectionsChapter18AdvancedTimeSeriesTopics110iiThiseditionisintendedforuseoutsideoftheU.S.only,withcontentthatmayb
5、edifferentfromtheU.S.Edition.Thismaynotberesold,copied,ordistributedwithoutthepriorconsentofthepublisher.(v)Wewouldaddlags13through18ofgwagettotheequation,whichleaves273–6=267observations.Now,weareestimating20parameters,sothedfintheunrestrictedmodelisdfur=22267.Let
6、RbetheR-squaredfromthisregression.ToobtaintherestrictedR-squared,R,weurrneedtoreestimatethemodelreportedintheproblembutwiththesame267observationsusedto222estimatetheunrestrictedmodel.ThenF=[(R−R)/(1−R)](247/6).WewouldfindtheurrurcriticalvaluefromtheF6,247distributi
7、on.11.7(i)Weplugthefirstequationintothesecondtogetyt–yt-1=λ(γ+γxt+et–yt-1)+at,01and,rearranging,yt=λγ+(1−λ)yt-1+λγxt+at+λet,01≡β0+β1yt-1+β2xt+ut,whereβ0≡λγ,β1≡(1−λ),β2≡λγ,andut≡at+λet.01(ii)AnOLSregressionofytonyt-1andxtproducesconsistent,asymptoticallynormalestima
8、torsoftheβj.UnderE(et
9、xt,yt-1,xt-1,…)=E(at
10、xt,yt-1,xt-1,…)=0itfollowsthatE(ut
11、xt,yt-1,xt-1,…)=0,whichmeansthatthemodelisdynamicallycomplete[seeeq
