[계량경제학] HW4 Wooldridge / Econometrics – Problem Set4

소개글

"[계량경제학] HW4 Wooldridge"에 대한 내용입니다.

목차

없음

본문내용

Ch 4_ Q1.
Sol) (i)&(iii) can cause the usual OLS t statistics to be invalid (under H_0).
(i) Homoskedasticity is one of the CLM assumptions.
(iii) If we are omitting an important explanatory variable, it becomes to violate Assumption MLR.3.

Ch 4_ Q3. (rdintens) ̂=0.472+.321 log⁡(sales)+.050profmarg
(1) Holding profmarg fixed, Δ(rdintens) ̂=.321Δlog⁡(sales)=(.321/100)[100Δlog⁡(sales)]≈.00321(%Δlog⁡(sales). It means, if %Δlog⁡(sales)=10, Δ(rdintens) ̂≈.032, or only about 3/100 of a percentage point. So, this seems like an economically small effect.

참고 자료

없음