Econometrics
Exercises and projects
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For a better use of the course you should learn how to implement in practice the techniques discussed in this course. The practical implementation can be done using the software package GRETL. It is an open-source software that can be freely downloaded, together with an user manual at: http://gretl.sourceforge.net/ (URL)
The Problem sets contain some problems that require using GRETL to answer them. The data files that you need for those problems are:
ALI.GDT
TIM1.GDT
A few problems use data from the Econometrics book referenced in the course "Introduction to Econometrics: An approach Modern "J. Wooldridge. Such data in GREL format can be downloaded for free at: http://gretl.sourceforge.net/gretl_data.html (URL)
On this page you will find many other data sets in GRETL format. It is recommended to use them to practice what you learn in this course.
EP 1. Problem Set 1: Economic Data and Econometric Modeling (PDF)
EP 2. Problem Set 2: The Simple Linear Regression Model (PDF)
EP 3. Problem Set 3: The Multiple Linear Regression Model (PDF)
EP 4. Problem Set 4: Regression analysis with qualitative information (PDF)
EP 5. Problem Set 5: Specification Errors (PDF)
EP 6. Problem Set 6: Models with endogenous explanatory variables (PDF)