Companion Website

Heij, De Boer, Franses, Kloek, and Van Dijk: Econometric Methods with Applications in Business and Economics

About the solutions

Users and potential adopters of the book can download the solutions of seven selected exercises, one exercise for each chapter. The exercises are selected to illustrate the different types of exercises in the book (empirical, theoretical, and simulations).

The selected empirical exercises are 2.14 (on student learning, with data file XR111STU), 4.14 (on bank wages, with data file XR414BWA), and 7.20 (on national income, with data file XR720GNP).

The selected theoretical exercises are 1.8, 3.4 and 5.17. Exercises 1.8 and 3.4 illustrate theory exercises that may be of interest for introductory courses. Exercise 5.17 is an example of more advanced theory (in this case the derivation of the Hausman test on exogeneity), which is meant for more advanced courses.

Finally, the simulation exercise 6.7 is selected to illustrate the use of simulations in clarifying properties of econometric models and methods.

The solutions presented here are taken from the Solutions Manual of the book, which contains full solutions of all exercises. The Solutions Manual is available for instructors who adopt the book in their course.

The solution files are in Portable Document Format (PDF) and have been produced with Adobe Acrobat 4.0.