BOSTON COLLEGE

Department of Economics

EC761: Econometrics II

Fall 1997

Prof. Baum, Mr. Robotti

PROBLEM SET TWO

due at classtime, 1 October 1997

1. Greene 12.1.

2. Greene 12.3.

3. Greene 12.5.

4. Greene 12.6.

Perform #3 and #4 using Stata 5.0 on fmrisc.bc.edu. The data file containing y, x1, and x2 may be accessed as /u/baum/761/greene.12.5.dta. This is a binary file; do not attempt to edit or print it.