Exercise for Empirical Economic Research and Econometrics.pdf
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内容新，2025成文，2026上线的最新资料！
内容丰富，涵盖了计量经济学研究与经济学实证方法的方方面面，适合于本硕博各级练习！
习题数量适中，150多页，不至于有看不完做不完的无力感！
The original German version of this exercise resource was developed as a supplement to my German textresource on “Empirical Economic Research and Econometrics.” It is aimed at students, lecturers, and other interested readers who wish to deepen their knowledge by solving practical exercises. The numbering of sections in Chaps. 1 through 6 of the exercise resource directly refers to the corresponding chapters of the textresource (Sect. 1.5, for example, provides multiple choice, true or false, and supplementary questions for Chap. 5, “Input-Output Analysis,” of the textresource, while solutions to these questions are provided
in Sect. 4.5). To successfully complete the individual exercises, you should have gained a basic understanding of the concepts covered in these chapters. Given that there exists no English version of the textresource yet, you will have to collect this knowledge from attending lectures
or reading other textresources on applied economic research and introductory textresources on econometrics with a rather applied focus.
Chapter 1 contains multiple choice, true or false, and completion questions. These are primarily intended to quickly test your understanding of the content of the individual chapters. However, some of these questions require more in-depth reasoning or even small calculations. Solutions to all of these questions can be found in Part II, Chap. 4.
Chapter 2 deals with exercises and exam questions for an in-depth study. These include calculation and comprehension questions as well as many practical examples that require the interpretation of outputs generated using econometric software such as Eviews or R.
Detailed sample solutions for some of these problems can be found in the solutions Part II, Chap. 5. Finally, Chap. 3 comprises exercises based on specific short texts. Therefore, before trying to answer these questions, it is required to read these text. This offers an opportunity to discuss the practical questions of empirical economic research in the context of scientific or economic policy-oriented texts. Regarding the sample solutions to these questions, it should be noted that evaluation of empirical research does often allow not just for one correct answer. Therefore, the comments provided in Chap. 6 should be considered as
hints rather than as complete and definitive answers. I hope you have a lot of fun and gain substantial and useful knowledge from working on exercises for different aspects of empirical economic research and econometrics.

Part I Exercises
1 Multiple Choice Questions . 3
1.1 Tasks and Principles of Empirical Economic Research. 3
1.2 Data Basis of Empirical Economic Research . 5
1.3 Data Processing . 9
1.4 Economic Indicators 10
1.5 Input-Output Analysis  17
1.6 The Econometric Model 19
1.7 The Linear Regression Model 20
1.8 Residual Analysis and Check of Model Assumptions  24
1.9 Qualitative Variable. 27
1.10 Trend and Seasonal Adjustment . 32
1.11 Dynamic Models 34
1.12 Non-Stationarity and Cointegration 36
1.13 Diagnostics and Forecasting . 38
2 Exercises . 41
2.1 Tasks and Principles of Empirical Economic Research. 41
2.2 Data Basis of Empirical Economic Research . 41
2.3 Data Processing . 43
2.4 Economic Indicators 44
2.5 Input-Output Analysis  50
2.6 The Econometric Model 53
2.7 The Linear Regression Model 53
2.8 Residual Analysis and Check of Model Assumptions  57
2.9 Qualitative Variable. 61
2.10 Trend and Seasonal Adjustment . 65
2.11 Dynamic Models 69
2.12 Nonstationarity and Cointegration . 71
2.13 Diagnosis and Forecasting . 73
3 Text-Related Exercises 77
3.1 Tasks and Principles of Empirical Economic Research. 77
3.2 Data Basis of Empirical Economic Research . 78
3.3 Data Processing . 79
3.4 Economic Indicators 79
3.5 Input-Output Analysis  80
3.6 The Econometric Model 81
3.7 The Linear Regression Model 81
3.9 Qualitative Variable. 82
3.10 Trend and Seasonal Adjustment . 83
3.11 Dynamic Models 84
3.12 Nonstationarity and Cointegration . 85
3.13 Diagnosis and Forecasting . 85
Part II Solutions
4 Solutions for Multiple Choice Questions . 89
4.1 Tasks and Principles of Empirical Economic Research. 89
4.2 Data Basis of Empirical Economic Research . 89
4.3 Data Processing . 90
4.4 Economic Indicators 91
4.5 Input-Output Analysis  91
4.6 The Econometric Model 92
4.7 The Linear Regression Model 92
4.8 Residual Analysis and Check of Model Assumptions  93
4.9 Qualitative Variables 94
4.10 Trend and Seasonal Adjustment . 94
4.11 Dynamic Models 95
4.12 Non-Stationarity and Cointegration 95
4.13 Diagnostics and Forecasting . 95
5 Solutions for Selected Exercises . 97
5.1 Tasks and Principles of Empirical Economic Research. 97
5.2 Data Basis of Empirical Economic Research . 98
5.3 Data Processing . 101
5.4 Economic Indicators 103
5.5 Input-Output Analysis  109
5.6 The Econometric Model 111
5.7 The Linear Regression Model 112
5.8 Residual Analysis and Check of Model Assumptions  121
5.9 Qualitative Variables 124
5.10 Trend and Seasonal Adjustment . 129
5.11 Dynamic Models 134
5.12 Non-Stationarity and Cointegration 135
5.13 Diagnostics and Forecasting . 137
6 Solutions for Selected Text-Related Exercises . 143
6.1 Tasks and Principles of Empirical Economic Research. 143
6.2 Data Basis of Empirical Economic Research . 145
6.3 Data Processing . 146
6.4 Economic Indicators 147
6.5 Input-Output Analysis  148
6.6 The Econometric Model 149
6.7 The Linear Regression Model 150
6.8 Qualitative Variables 151
6.9 Trend and Seasonal Adjustment . 151
6.10 Dynamic Models 153
6.11 Non-Stationarity and Cointegration 153
6.12 Diagnostics and Forecasting . 154

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