SELF-WORK ASSIGNMENT You are given Jeffrey Wooldridge’s “Introductory Econometrics. A Modern Approach” assignment. 
1. Transfer the database from Excel to EViews, and save the Eviews file as a workfile (wf1) with your name and last name. 
2. Get the description of all descriptors/variables that save the resulting table into your working file named “stats”. 
3. Get the correlation matrix of all indicators/variables and save the resulting table in your work file with the name “corr”. 
4. The purpose of the work: It is necessary to estimate the dependence of wages (WAGE, monthly, USD) on other indicators/variables given in the file, estimating linear regression models and finding the final form of the model where: 
1. all variables explain the dependent variable and 
2. the whole equation is valuable. You need to save the resulting table of the final model in your working file with the name “final_model”. 
5. By applying appropriate tests, verify the following Gauss-Markov conditions for your final equation: 
5.1. The mathematical expectation of random residuals is equal to zero for all observations. 
5.2. Random residuals have a normal distribution. 
5.3. Random residuals are homoscedastic. 
5.4. Random residuals have no autocorrelation of order higher than 1. 
5.5. If a multivariate regression is estimated, there is no multicollinearity between the explanatory variables. 
6. Save the test output graphs or tables in your working file with the following names, respectively: 5.1-5.2 – “e_norm”, 5.3 – “e_hetero”, 5.4 – “e_corr_LM”, 5.5- “e_VIF”.