Statistics and Decision Making
(Spring 2006)
Course Packet
Syllabus
EViews Tutorial 1
EViews Tutorial 2
Building a Good Regression
Model
Lecture Notes
Note Set 1 (updated 3/20)
Note Set 2 (updated
3/26)
Note Set 3 (updated
4/6)
Note Set 4 (updated
3/28)
Note Set 5 (updated
4/4)
Note Set 6 (updated 4/6)
Note Set 7 (updated 4/17)
Note Set 8 (updated 4/17)
Note Set 9 (updated 4/20)
Note Set 10 (updated 4/25)
Note Set 11 (updated 4/27)
Note Set 12 (updated 4/27)
Note Set 13 (updated 4/27)
Homework
Assignments
Assignment 1
Assignment 2
Assignment 3
Assignment 4
Assignment 5
Tip for assignment 3: To generate
returns for the dji index, use the command, genr rdji = @pc(dji)
Data Sets
Dow Jones Industrial Index, Daily Data for 2005 (Excel)
Dow Jones Industrial Index, Daily Data for 2005 (EViews)
Nasdaq Technology Index, Weekly Data for 1996-2005
(EViews)
Aircraft Maintenance (EViews)
Homes (EViews)
Diamonds (EViews)
Dow Jones and S&P Indices (EViews)
GMAT Scores (Excel)
Tire Pricing (EViews)
MBA Admissions (EViews)
Shadyside Real Estate (EViews)
Credit Card Rates (EViews)
Commercial Paper Rates (EViews)
Diamonds – Expanded Data Set (EViews)
Boston Condominiums (EViews)
Intel Processor Data Set (EViews)
Boston Condominiums – Expanded Data Set (EViews)
Beer Consumption (EViews)
Coffee Consumption (EViews)
Case Studies
Plavix
Discussion
Questions
A Rose.com by Any Other Name
A Rose.com by Any Other Name (with solutions)
The Price Knowledge and Search of Supermarket
Shoppers
The Price Knowledge and Search of
Supermarket Shoppers (with solutions)
Analysts Interim Earning Forecasts
Analysts Interim Earning Forecasts (with
solutions)
Measuring Positive Externalities from Unobservable Victim
Precaution
Measuring Positive Externalities from
Unobservable Victim Precaution (with solutions)
Strikes, Scabs, and Tread Separation
Strikes, Scabs, and Tread
Separation (with solutions)
Recitation
Problems
The recitation is scheduled
for Saturdays at
Note that there will be no
recitation on Saturday, April 22
Recitation Problems 1
Recitation Problems 2
Selected Problems
for the Textbook
Selected Problems from the Textbook
Solutions to the Selected
Problems from the Textbook
Practice Midterm
Note that question 7 covers a
hypothesis test of a population mean when the variance is known, a case we have
not covered. You may answer this question by treating by treating the standard
deviation as an estimate.
Practice Midterm
Practice Midterm (with solutions)
Earnings.xls
Midterm
Midterm
Midterm (with solutions)
Practice Final
Practice Final
Practice Final (with solutions)
Boston Data (EViews)
Lucky Strikes Data (EViews)
Final
Miscellaneous
Excel Spreadsheet for Quick Calculations
(Quick_Calc.xls) (updated
4/10)
EViews Commands for Confidence Intervals and
Hypothesis Testing
Summary of Formulas for Confidence Intervals
and Hypothesis Testing