伍德里奇 woodbridge 计量经济学 习题答案.pdf

This file and several accompanying files contain the solutions to the odd- numbered problems in the book Econometric Analysis of Cross Section and Panel Data , by Jeffrey M. Wooldridge, MIT Press, 2002. The empirical examples are solved using various versions of Stata, with some dating back to Stata 4.0. Partly out of laziness, but also because it is useful for students to see computer output, I have included Stata output in most cases rather than type tables. In some cases, I do more hand calculations than are needed in current versions of Stata. Currently, there are some missing solutions. I will update the solutions occasionally to fill in the missing solutions, and to make corrections. For some problems I have given answers beyond what I originally asked. Please report any mistakes or discrepencies you might come across by sending me e- mail at wooldri1@. CHAPTER 2 dE(y|x1,x2 ) dE(y|x1,x2 ) 2.1. a. = b + b x and = b + 2b x + b x . dx 1 4 2 dx 2 3 2 4 1 1 2 2 b. By definition, E( u|x ,x ) = 0. Because x and x x are just functions 1 2 2 1 2 of (x1,x2 ), it does not matter whether we also condition on them: 2 E( u|x ,x ,x ,x x ) = 0. 1 2 2 1 2 c. All we can say about Var(u|x1,x2 ) is that it is nonnegative for all x1 and x2 : E(u|x1,x2 ) = 0 in no