Panel
Data Econometrics
B55.9912
Problem Sets
Professor W. Greene
Department of Economics
Office: MEC 7-78, Ph. 998-0876, Fax. 995-4218
E-mail: wgreene@stern.nyu.edu
Home Page: http://stern.nyu.edu/~wgreene
Assignment 1 (pdf)
(Solutions)
Statistics and Regression.
Assignment 2 (pdf)
(Solutions)
Fixed and Random Effects.
Assignment 3 (pdf) (Solutions)
Instrumental Variables, GMM, Minimum Distance
Assignment 4 (pdf) (Solutions)
Parameter Heterogeneity in Linear Models, RPM, HLM
Assignment 5 (pdf) (Solutions)
Nonlinear Models
Assignment 6 (pdf) (Solutions)
Nonlinear Models for Panel Data
Assignment 7 (pdf) (Solutions)
Panel Data Models with Parameter Heterogeneity; Latent Class Models, Simulation
Based Estimation
Sample Midterm (pdf):
Previous Midterm with Solutions
2009 Midterm Solutions
2007 Take Home Final Examination
2009 Final Examination
2010 Take Home Final
Examination