Solutions Manual to Accompany
Introduction to
Econometrics Stock • Watson
Jiangfeng Zhang University of California at Berkeley
Solutions Manual to accompany Stock/Watson, Introduction to Econometrics Copyright © 2003 Pearson Education, Inc.
All rights reserved. Printed in the United States of America. No part of this book may be used or reproduced in any manner whatsoever without written permission from the publisher, except testing materials and transparency masters may be copied for classroom use. For information, address Addison Wesley, 75 Arlington Street, Suite 300, Boston, Massachusetts 02116.
ISBN: 0-201-79612-0 1 2 3 4 5 6 7 8 9 10-DPC-0605040302
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3=8xl4 . x l 3=8 +3=8xl5 . x l4 , . x l 3=85 +3=8xl6 . x l5 , . 3=8 xl4 . x l 6 5 3=8 +3=8xl7 . x l6 , . 3=8 x l5 . 3=8 xl4 . x l ====== 3=8l4 x 4 . 3=8l5 x 5 . 3=8l6 x 6 . . 3=85 x l5 . 3=8 xl4 . x l l [ @ 3=8lm x m = m@4
S m iru l A 4/ lw lv dssduhqw wkdw Wkrxjk zh jhw wkh h{suhvvlrq xl @ lm@4 3=8lm x lw dovr krogv iru l @ 41 Wkxv zh fdq jhw phdq dqg yduldqfh ri udqgrp yduldeohv xl +l @ 4> 5> = = = > q,= H +xl , @
l [
3=8lm H + xm , @ 3>
m@4
5l
l l l [ [ lm 5 5 lm 4 3=85 3=8 3=8 @ ydu +xl , @ xm , @ = ydu + 4 @ 4 3=85 m@4 m@4
l lv l1l1g1 Lq fdofxodwlqj wkh Sl yduldqfh/ wkh vhfrqg htxdolw| kdv xvhg wkh idfw wkdw x m / zh nqrz iru n A 3/ Vlqfh xl @ m@4 3=8lm x xl.n
@
l.n [
3=8l.nm x m @ 3=8n
m@4
l [
3=8lm x m .
m@4
@ 3=8n xl .
l.n [
l.n [
3=8l.nm x m
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3=8l.nm x m =
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l lv l1l1g1/ wkh fryduldqfh ehwzhhq udqgrp yduldeohv xl dqg xl.n lv Ehfdxvh x 3 4 l.n [ 3=8l.nm x m D fry +xl > xl.n , @ fry Cxl > 3=8n xl .
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@
3=8n 5l =
Vlploduo| zh fdq jhw fry +xl > xln , @ 3=8n 5ln =
59
Wkh froxpq yhfwru X iru wkh uhjuhvvlrq 3 x4 E x5 E X@E 1 C 11
huuru lv 4 F F F= D
xq
Lw lv vwudljkwiruzdug wr jhw 3 E E H XX3 @ E C
H x54 H +x5 x4 , 11 1
H +x 4 x5 , H x55 11 1
11 1
H +x4 xq , H +x5 xq , 11 1 5 H xq
4 F F F= D
H +xq x4 , H +xq x5 , Ehfdxvh H +xl , @ 3/ zh kdyh H x5l @ydu+xl , dqg H +xl xm , @fry+xl > xm ,1 Vxe0 vwlwxwlqj lq wkh uhvxowv rq yduldqfhv dqg fryduldqfhv/ zh kdyh 3 E E E E E E E E 3
@H XX @ E E E E E E E C
zlwk 5l @
4+3=85 , 43=85
l
54
3=8 54
3=85 54
3=86 54
3=8 54
55
3=8 55
3=85 55
3=85 54
3=8 55
56
3=8 56
3=86 54
3=85 55
3=8 56
57
11 1
11 1
11 1
11 1
11
3=8q4 54
3=8q5 55
3=8q6 56
3=8q7 57
1
5:
1
3=8q4 54
4
F 3=8q5 55 F F F q6 5 F 6 F 3=8 F F q7 5 F 7 F 3=8 F F 11 F 1 F F D 5 q
