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Erasmus School of Economics INCLUDING ANSWERS FEB22005X– Econometrics 2 Written Exam General information Date: Trial Exam Lecturer: M. van der Wel Duration: 3 hours Number of questions: 5 questions Number of pages: 14 pages (incl. front page) Instructions ESE You are allowed to use only FX-82SX Plus / FX-82MS / FX-350MS / TI-30Xa / TI-30XS Multiview calculators. You are not allowed to use notes. You are not allowed to use books. You are not allowed to use a dictionary. You are not allowed to take the examination papers with you. You are allowed to take home scrap paper that is handed out by the university during this written examination. Additional information In the margin the number of points per sub-question is given. The points for the questions are: Question: 1 2 3 4 5 Total: Points: 28 20 15 22 15 100 Score: On pages two and three are tables with percentiles of a number of distributions. These tables may be necessary during the exam. First read all questions in full. Answer all questions clearly, but concisely. Unless otherwise stated, perform all tests with a significance level of 5%. The regular exam consists of the first 5 questions. The questions after these are the bonus questions. These questions will only count when you are entitled to make these questions according to the bonus system. In this case you can get 10 extra points (on a total of 100 points) with these bonus questions. The last two pages contain fields with extra space for answers. Good luck! Please notice: if you have not registered for this examination, you can only do so on the day of the examination itself, against payment of e 50.- in administrative charges at the Information Desk of the ESC (H6-02) or via the Webshop (). If your examination ends after 16.00h or takes place on a Friday or Saturday, payment has to take place no later than the next working day.
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INCLUDING ANSWERS Exam FEB22005X– Econometrics 2, Trial Exam Percentiles of the t, χ 2 and F distribution Table 1: Percentiles of the t distribution, the table contains numbers x such that P [ t n x ] = P Percentiel ( P ) n 0.01 0.025 0.05 0.1 0.9 0.95 0.975 0.99 1 -31.82 -12.71 -6.31 -3.08 3.08 6.31 12.71 31.82 2 -6.96 -4.30 -2.92 -1.89 1.89 2.92 4.30 6.96 3 -4.54 -3.18 -2.35 -1.64 1.64 2.35 3.18 4.54 4 -3.75 -2.78 -2.13 -1.53 1.53 2.13 2.78 3.75 5 -3.36 -2.57 -2.02 -1.48 1.48 2.02 2.57 3.36 6 -3.14 -2.45 -1.94 -1.44 1.44 1.94 2.45 3.14 7 -3.00 -2.36 -1.89 -1.41 1.41 1.89 2.36 3.00 8 -2.90 -2.31 -1.86 -1.40 1.40 1.86 2.31 2.90 9 -2.82 -2.26 -1.83 -1.38 1.38 1.83 2.26 2.82 10 -2.76 -2.23 -1.81 -1.37 1.37 1.81 2.23 2.76 20 -2.53 -2.09 -1.72 -1.33 1.33 1.72 2.09 2.53 30 -2.46 -2.04 -1.70 -1.31 1.31 1.70 2.04 2.46 40 -2.42 -2.02 -1.68 -1.30 1.30 1.68 2.02 2.42 50 -2.40 -2.01 -1.68 -1.30 1.30 1.68 2.01 2.40 60 -2.39 -2.00 -1.67 -1.30 1.30 1.67 2.00 2.39 70 -2.38 -1.99 -1.67 -1.29 1.29 1.67 1.99 2.38 80 -2.37 -1.99 -1.66 -1.29 1.29 1.66 1.99 2.37 90 -2.37 -1.99 -1.66 -1.29 1.29 1.66 1.99 2.37 100 -2.36 -1.98 -1.66 -1.29 1.29 1.66 1.98 2.36 Table 2: Percentiles of the χ 2 distribution, the table contains numbers x such that P [ χ 2 ( n ) x ] = P Percentile ( P ) n 0.01 0.025 0.05 0.1 0.5 0.9 0.95 0.975 0.99 1 0.00016 0.00098 0.00393 0.02 0.45 2.71 3.84 5.02 6.63 2 0.020 0.05 0.10 0.21 1.39 4.61 5.99 7.38 9.21 3 0.11 0.22 0.35 0.58 2.37 6.25 7.81 9.35 11.34 4 0.30 0.48 0.71 1.06 3.36 7.78 9.49 11.14 13.28 5 0.55 0.83 1.15 1.61 4.35 9.24 11.07 12.83 15.09 6 0.87 1.24 1.64 2.20 5.35 10.64 12.59 14.45 16.81 7 1.24 1.69 2.17 2.83 6.35 12.02 14.07 16.01 18.48 8 1.65 2.18 2.73 3.49 7.34 13.36 15.51 17.53 20.09 9 2.09 2.70 3.33 4.17 8.34 14.68 16.92 19.02 21.67 10 2.56 3.25 3.94 4.87 9.34 15.99 18.31 20.48 23.21 20 8.26 9.59 10.85 12.44 19.34 28.41 31.41 34.17 37.57 30 14.95 16.79 18.49 20.60 29.34 40.26 43.77 46.98 50.89 40 22.16 24.43 26.51 29.05 39.34 51.81 55.76 59.34 63.69 50 29.71 32.36 34.76 37.69 49.33 63.17 67.50 71.42 76.15 60 37.48 40.48 43.19 46.46 59.33 74.40 79.08 83.30 88.38 70 45.44 48.76 51.74 55.33 69.33 85.53 90.53 95.02 100.43 80 53.54 57.15 60.39 64.28 79.33 96.58 101.88 106.63 112.33 90 61.75 65.65 69.13 73.29 89.33 107.57 113.15 118.14 124.12 100 70.06 74.22 77.93 82.36 99.33 118.50 124.34 129.56 135.81 Page 2 of 14
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