Hong Kong Baptist University
Department of Economics
ECON2170 Applied Econometrics
2nd Semester 2007/2008
 Section 001

Instructor: Dr. Bill Wan-Sing Hung

Tutorial Discussions and Computing Exercises
Studenmund, 2006, Using Econometrics, 5/e., Pearson-Addison-Wesley

The basic tools to use EVIEWS

Data files of Textbook for regression exercises
Tutorial#01: Studenmund (2006) # 1-10
Starting EVIEWS and running simple regression

Table 1.2

Tutorial#02: Studenmund (2006) # 2-13
Quantitative vs. qualitative variable and multiple Regression

Table 2.2

Tutorial#03: Studenmund (2006) # 3-7
Learn how to interpret, analyze and report the regression results

Table 3.1

Tutorial#04: Studenmund (2006) # 5-14
Hypothesis, significant test and confidence interval

Table 5.1

HKG_unemploy_cpi.xls

Tutorial#05: Studenmund (2006) #6-5
Overall F-test, test for add or drop of variable , RESET Specification test.

Table 6.2

US_interest_gdp_cpi.xls

Tutorial#06: Studenmund (2006) pp.156
Chow Test and different restriction tests.

Table 6.2


Mid-term Examination

Tutorial#07 Studenmund (2006) # 7-16
Different Functional Form and scaling measurement

Table 7.2

Tutorial#08 Studenmund (2006) # 8-16
Dummy variable and its applications

Table 8.3
US_money_interest.xls

Tutorial#09 Studenmund (2006) # 8-16
Detection of Multicollinearity and remedy

Table 8.2
Tutorial#10 Studenmund (2006) # 9-15
Autocorrelation Test and Cochrane-Orcutt Method

Table 9.1

Tutorial#11 Studenmund (2006) # 10-9, 15
Heteroscedasticity Test and WLS estimation

Table 10,2 and 10.3

ECON2170 (001) 2nd Semester 2003/04


Tutorial Discussions and Computing Exercises
Textbook: Gujarati, Basic Econometrics, 4/e., McGraw-Hill-Irwin

The basic tools to use EVIEWS

Data files for
Regression exercises
Tutorial#01: Gujarat(2003) #1.7
Starting EVIEWS and running simple regression
Tutorial01.doc

hkgdp2002.xls
chinafdi.xls
Table1.1
Table1.5

Tutorial#02: Gujarati(2003) #2.14
Quantitative variable and Simple Regression
Tutorial02.doc

hk_cpi_unemploy.xls
Table1 2.7

Tutorial#03:Gujarati(2003) #3.20
Learn how to interpret and analyze the regression
Tutorial03.doc

Table 3.6

Tutorial#04:Gujarati(2003) #5.9
Hypothesis, significant test and confidence interval
Tutorial04.doc

Table 5.5

Tutorial#05: Gujarati(2003) #7.17
Multiple regression, partial effect and overall F-test
Tutorial05.doc

 Table 7.7

Tutorial#06: Gujarati(2003) #7.21
Functional forms and scaling measurement
Tutorial06.doc

 2004tutor06.xls
2004tutor06_hk.xls
(similar to Table 7.10)

Mid-term Examination

Tutorial#07 Gujarati(2003) #8.26
Different Restriction Tests
Tutorial07.doc

 Chinese SOE Output
Table 8.8
Table 8.10

Tutorial#08 Gujarati(2003) #9.24
Dummy variables and its tests
Tutorial08.doc

 Table 9.7
Table 9.8
Tutorial#09 Gujarati(2003) #10.27
 Detection of Multicollinearity and remedy
Tutorial09.doc		 Table 10.12
hk_gdp_cpi_imports.xls

Tutorial#10 Gujarati(2003) #11.15
 Heteroscedasticity Test and WLS estimation
Tutorial10.doc

 CPI vs. Per Capita GDP
Table 11.7

Tutorial#11 Gujarati(2003) #12.26
 Autocorrelation Test and Cochrane-Orcutt Method
Tutorial11.doc

 Table 12.7

Previous Years Tutorial

Tutorial Discussions and Computing Exercises
Studenmund, 2001, Using Econometrics: A Practical Guide, 4/e., Addison-Wesley-Longman

The basic tools to use EVIEWS

Data files for
Regression exercises

Tutorial#01:
 Starting EVIEWS and running simple regression

Studenmund (2001): Chapter 1: Exercise 1, 2, 5

htwt1.txt

Tutorial#02:
Quantitative variable and Multiple Regression

Studenmund (2001): Chapter 2: Exercise 1, 4, 13

beef2.txt

Tutorial#03:
Learning how to interpret and analyze the regression

Studenmund (2001): Chapter 3: Exercise 1, 7

woody3.txt

Tutorial#04
Understand the Classical regression model

Studenmund (2001): Chapter 4: Exercise 1, 3

WLabor.txt

Tutorial#05
Partial Effect Significant t-test and Overall F-test

Studenmund (2001): Chapter 5: Exercise 1, 16

drugs5.txt

Tutorial#06
Different Functional forms and its interpretations

Studenmund (2001): Chapter 7: Exercise 1, 16

cars7

Tutorial#07
Scaling measurement and its interpretations

Studenmund (2001): Chapter 5, 7

hkgdp2001.xls

Tutorial#08
Different Restriction Tests

Studenmund (2001): Chapter 6: Exercise 1, 5

 chick6.txt
table6-2.txt
table6-2b.txt

Tutorial#09
Dummy variables and its tests

Studenmund (2001): Chapter 8: Table8-3- 8.7.2.

 Table8.3 or SAT8

Tutorial#10
Multicollinearity and Remedy

Studenmund (2001): Chapter 8: Exercise 1, 16

mine8

Tutorial#11
Heteroscedasticity test and WLS estimation

Studenmund (2001): Chapter 10: 10.5 Table10-1

gas10

Tutorial#12
Autocorrelation Test and Cochrane-Orcutt method

Studenmund (2001): Chapter 9: Exercise 1, 15

defend9.txt

2nd Semester 2000/2001
Tutorial01.doc
Computer Exercise: Wooldridge-Q2.3 (p.63)
Starting EVIEWS and simple regression
401k.xls, gdp_con.xls 		401k.dat gdp_con.dat
Tutorial02.doc
Computer Exercise: Estate price of HKG Island
Quantitative variable and Multiple Regression
HKestate2001.xls 		HKestate2001.dat
Tutorial03.doc
Computer Exercise: Wooldridge-Q3.2(p.104)
Multiple Regression and t-test
WAGE2.xls 		WAGE2.dat
Tutorial04.doc
Computer Exercise: Wooldridge-Q4.16(p.160)
Partial and Joint Effect Test
MLB1.xls		 MLB1.dat
Tutorial05.doc
Computer Exercise: Wooldridge-Q4.5(p.156) & Q4.14(p.160)
Multiple Regression and Restriction Test
GPA1.xls& HPRICE1.xls 		GPA1.dat& HPRICE1.dat
Tutorial06.doc
Computer Exercise: Wooldridge-
Model with Quadratic Terms(p.185-7) &
Model with interaction Terms Q6.10(p.208-9)
WAGE1.xls& WAGE2.xls		 WAGE1.dat& WAGE2.dat
Tutorial07.doc
Computer Exercise: Wooldridge-Q9.2(p.306)
Functional form and specification test
MEAP93.xls 		 MEAP93.dat
Tutorial08.doc
Computer Exercise: Wooldridge-Q7.1(p.241-2)
Dummy variables for qualitative factors
SLEEP75.xls 		SLEEP75.dat
Tutorial09.doc
Computer Exercise: Wooldridge-Q8.9(p.276)
Heteroscedasticity test and WLS estimation
VOTE1.xls 		VOTE1.dat
Tutorial10.doc
Computer Exercise: Wooldridge- Example12.2(p.384)
Autocorrelation Test and Cochrane-Orcutt method HKUS_GDP&int.xls 		HKUS_GDP&int.dat