Thursday, June 5, 2008, 04:34 PM
Now that you have gone through the Honours Metrics course, for my part, I hope you can now sing the first 15 chapters of Gujarati as well as appendix C.
For purposes of the examination, I have set questions which concentrate on the new material that you encountered for the first time at the Honours level. In view of this, these are the areas that I recommend you focus on as they cover at least 80% of my questions:
· Appendices 4A, 7A.4 & 15A: Maximum Likelihood Estimation
· Chapter 10: Detection of multicollinearity i.e. section 10.7 (especially interpreting EViews evidence in relation to some of these rules)
· Chapter 11: The Breusch-Pagan-Godfrey (BPG) and White’s General Heteroscedasticity tests (especially interpreting EViews evidence in relation to these tests)
· Chapter 12: The Breusch-Godfrey (BG) test (especially interpreting EViews evidence in relation to this test)
· Chapter 13: compulsory reading
· Chapter 14: get a general idea of the material
· Chapter 15: compulsory reading on linear probability model, logit and probit
· Appendix C: The matrix approach to linear regression model (knowledge of derivations and proofs is necessary)
The duration of the exam will be 3 hours. It will be marked out of 180 marks. My questions are worth 70 marks. I have 3 questions and each of them has several parts from different chapters.
(Edwin Muchapondwa)
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