The exam comprises the following CHAPTERS, and the main focus will be on the
chapters which we have covered after take home midterm
 Linear regression model, least squares method and classical assumption
Chapter 2 The Simple Regression Model, page 22
 Modelling issues and further inference in the multiple regression model
Chapter 3 Multiple Regression Analysis: Estimation pp. 68
Chapter 4 Multiple Regression Analysis: Inference pp. 118
Chapter 5 Multiple Regression Analysis: OLS Asymptotics pp.168
Chapter 6 Multiple Regression Analysis: Further Issues pp. 186
 Freeing up the classical assumptions (heteroskedasticity and autocorrelation)
Chapter 8 Heteroscedasticity, pp. 268.
 Endogenous regressors and instrumental variables
Chapter 15 Instrumental Variables Estimation and Two Stage Least Squares pp.512
 Qualitative and limited dependent variable models
Chapter 7 Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables
pp. 227
 Regression with time series data (stationary variables)
Chapter 10 Basic Regression Analysis with Time Series Data pp.344
Chapter 11 Further Issues in Using OLS with Time Series Data pp.380
Chapter 12 Serial Correlation and Heteroskedasticity in Time Series Regressions pp.412
 Regression with time series data (nonstationary variables)
Chapter 10 Basic Regression Analysis with Time Series Data pp.344
Chapter 11 Further Issues in Using OLS with Time Series Data pp.380
Chapter 12 Serial Correlation and Heteroskedasticity in Time Series Regressions pp.412
 Panel data models
Chapter 13 Pooling Cross Sections Across Time: Simple Panel Data Methods pp. 448
Chapter 14 Advanced Panel Data Methods pp. 484 (optional)
Final Exam - 50% of total grade
Exam will take place in Zoom, May 15, at 9am-11am
Let’s meet in the Zoom at 8:45am, to check that there are no technical issues.
Exam will start exactly at 9am!
Please make sure you have good internet connection
All cameras MUST be turned on
You can ask questions during the exam ONLY in the private chat
It is closed book exam, cheating on final exam can result in serious consequences
for the student
Handwritings must be legible enough!
At 8:55am I will share protected final exam file to the class
At 11 am, exam is over, you will take photos of your solutions and send them to my
email address, during the meeting. I will close the exam meeting as soon as I get all
your exam solutions
Don’t forget to write your name and surname in the email, and in the SUBJECT of the
emailyou must write down “Metrics Final Exam”.
Final exam has the following sections:
Part 1: Multiple choice questions
Part 2: True/False questions
Part 3: Explanation of concepts
Part 4: Solve the problem