Eco342aPanel Assignment 1
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Transcript of Eco342aPanel Assignment 1
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7/25/2019 Eco342aPanel Assignment 1
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Assignment 1
On
Theoretical Concepts of Panel Data
Course: Eco 342a/Eco71a
!nstructor : Dr" #omesh $" %athur
&ote: Attempt all the questions. Submission is compulsory for all.
' 1:E(plain the follo)ing concepts in *etail:
1. Cross-Section Data.
2. Time-Series Data.
3. Poole !ersus Panel Data.
". #etrosceasticity.
$. Autocorrelation.
%. &ulticolinearity.
'. Speciation error.
(. Specification )ias.
*. +nobser!e #etero,eneity.1. Tests of si,nificance /0 t0 f an Chi-square.
11. Probability !alue p-!alue.
12. e!el of si,nificance.
13. Type- an Type- errors.
1". Stanar 4rror.
1$. 5ariance an Co!ariance.
1%. Coefficient of Determination 62
1'. A7uste 62.
1(. De,rees of 8reeom.
' 2: E(plain the assumptions of Classical +inear ,egression %o*el -C+,%." hat
happens if these are 0iolate*
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' 3: hat *o ou mean i(e* an* ,an*om Effect %o*els Compare an* contrast in
*etail"
' 4: 5o) *o )e ta6e care of the omitte*/time in0ariants 0ariales in the fi(e* effect
mo*el #pecif the alternati0e estimation techniue-s.8 if these e(ist"
' 9: !nterpret the follo)ing i(e* Effect estimation results:
1. Coefficients interpretation9
2. Stanar errors9
3. !erall si,nificance9
". Confience inter!al9
$. 62;ithin an )et;een9
2
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' : !nterpret the follo)ing ,an*om Effect estimation results:
1. Coefficients interpretation9
2. Stanar errors9
3. !erall si,nificance9
". Confience inter!al9
$. 62;ithin an )et;een9
%. Si,ma u0 Si,ma e an 6ho9'. #o; the estimate results iffer from the fi