希望台中的計量經濟高手能幫幫我 - 經濟

※ 引述《comiciloveit (日本Z君)》之銘言：
: 來源: (例如: XX 年度高考, XX 年度研究所考)
: 科目:計量經濟學
: 問題:三張作業 可以到時當面指導我嗎
: 我的想法:真的很迫切,因為不是考經統出生的研究生,所以讀起來很吃力
: 加上下禮拜就要考了,真的很想把作業弄懂,希望各位能幫幫我的忙
: 我會很感激的,還是如果要作業的檔案可以mail給你們,在幫我解好嗎

代樓上PO題目
1. Consider the three-equation model

Y1=β13*Y3+R12*X2+U1

Y2=β21*Y1+β23*Y3+R21*X1+R22*X2+U2

Y3=R33*X3+U3
where Y1, Y2, and Y3 are endogenous, and X1, X2, and X3 are exogenous .
Discuss the identification of each of the model, base on the order and
rank conditions.
Now suppose that you want to estimate the first equation by two-stage least
squares, but you have only an ordinary least squares program
available. Explain carefully, step by step, how you would estimate


2. The structure of a model with four endogenous and three exogenous variables
is as follows(1 indicates presence and 0 absence of the variable
in the equation):

1 0 1 1 1 0 0
1 1 1 0 0 1 1
0 0 1 0 1 0 0
1 0 1 1 0 1 0
Which of the four equations are identified?


3. Please summarize the causes, the consequences,
the detection methods (if available) and the solutions (if available)
for the following OLS model specification problems:
1. Omitting a relevant variable
2. Including an irrelevant variable
3. Wrong functional form
4. Changing parameter (model stability)
5. Changing variance (heteroskedasticity)
6. Serially correlated residual (autocorrelation)
7. Simultaneity
8. Multicollinearity
9. Errors in variable (measurement error)

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