Econometrics

Homework 5

Solve theoretical problems 1–2 and empirical problem 3 in Lecture 6 (PDF). Unlike in the previous homework, feel free to use the R code that is provided to you, but make sure to provide additional comments to the code explaining what each major block of the code is doing. Note that you can type (help(“glm”) to get help on the command glm, etc).

Associated Files

Mortgage Data (DTA)

R-code for Analyzing Mortgage Data (R)