Econometric Assignment

The assessment is hence trough an Open book Examination in the form of a Project
Report with about 10-15 pages following the structure:
1. A brief introduction
2. A summary on what Econometrics is (according to Chapters 0, 1 and 2)
3. Estimation of a simple linear regression (according to Chapter 3)
This is the first main part, with summary of the estimation methods, properties
of the OLS estimators, in particular their BLUE properties, key formulas
given among the descriptions, application to selected data examples and
empirical analysis in text and by means of tables and figures
4. Inference with fitted simple linear regression (mainly according to Chapter 5,
using the normality assumption given in Chapter 4)
This is the second main part, with summary of distributions of the OLS
estimators under the normal assumption (for small n) or the asymptotic
distributions for large n, the methods of point estimation, interval estimation
and hypothesis tests, key formulas should be given among the contexts,
application to selected data examples and empirical analysis in text and by
means of tables and figures.
Remark. You only need to summarize the basic topics in this chapter, difficult
topics such as estimation and test on the variance, F-test, normality test and
prediction are all not required.
5. A conclusion with some remarks/comments
Remark 1. If it is possible, it is wished that you can generate the figures yourselves
using a suitable software, such as Excel or better R.
Remark 2. You can read other textbooks to extend your knowledge on Econometrics.
Some applied econometrics textbook using R are very helpful. But please do not
choose those at high mathematical levels.

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