BOSTON COLLEGE

Department of Economics

EC761: Econometrics II

Fall 1997

Prof. Baum, Mr. Robotti

PROBLEM SET THREE

due at classtime, 10 October 1997

1. Greene 13.1.

2. Greene 14.1. The data may be accessed in Stata format from /u/baum/761/greene.14-1.dta

3. Greene 14.3. The data may be accessed in Stata format from /u/baum/761/grunfeld.dta

4. Use the data in grunfeld.dta to fit the Seemingly Unrelated Regressions (SURE) model described on p.651. Compare the results of SURE with those of OLS.

Perform #3 and #4 using Stata 5.0 on fmrisc.bc.edu. The data files are binary files; do not attempt to edit or print them.