Advanced Econometrics STATA/EVIEW Problem Set 1
1
Danh sách nhóm
Họ và tên
Phạm Thương Trà
Nguyễn Thảo My
Trần Khánh Trâm
Trần Khánh Vy
Giảng viên : Nguyễn Hữu Huân
ADVANCED ECONOMETRIC COURSE
PART I: BASIC ECONOMETRIC MODELS
STATA/EVIEWS PROBLEM SET 1
An Empirical Investigation of the Determinants of Economic
Growth
In this problem set, you explore the determinants of economic growth using the cross-
country data set (growthdata.dta). Table 1 defines the variables used in this problem
set follows the questions.
1. Table 2 presents the results of three regressions, one in each column. Estimate the
indicated regressions and fill in the values. For example, to fill in column (1),
estimate the regression with growth as the dependent variable and tradeshr and
school60 as the independent variables, using the “robust” option, and fill in the
estimated coefficients and standard errors; also compute and fill in the value of the
F-statistic and p-value testing the hypothesis that the coefficients on tradeshr and
school60 are both zero. The adjusted R2can be computed by rerunning this
regression without the “robust” option.
Note: the regressions in Table 2 all exclude the observation on Malta.
reg growth tradeshr school60 if tradeshr<1.5, robust
display "Adjusted R-squared = " e(r2_a)
