Many a moon ago, I made a few practice questions (and answers) which complement the youtube courses I’ve produced. Please find the relevant questions, datasets and answers below:
- Problem set 1, data and answers. Note that: in problem 4.2.c, there is a mistake in the answers: the expected value of this estimator is 2 mu, so the estimator is biased. (Thanks to Tomáš Kuchejda for finding this error and letting me know.)
- Problem set 2, data and answers.
- Problem set 3, data (great thanks to Jeremiah Bandele for assembling it!) and answers.
- Problem set 4, (can download data from Jeffrey Wooldridge’s page) and answers.
- Problem set 5, (dataset “AWM” available in Gretl) and answers.
I sometimes get asked for book recommendations about econometrics. Have a look here for my thoughts.
If you’re interested in collaborating on research or would like tuition in econometrics, send me an email at email@example.com.