{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

e388_exam1_Spr08

# e388_exam1_Spr08 - First Exam Economics 388 Econometrics...

This preview shows pages 1–3. Sign up to view the full content.

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: First Exam: Economics 388, Econometrics Spring 2008 in R. Butler’s class YOUR NAME:________________________________________ Section I (30 points) Questions 1-10 (3 points each) Section II (40 points) Questions 11-14 (10 points each) Section III (30 points) Question 15 (30 points) Section I. Define or explain the following terms (3 points each) 1. If ~ ( , ) Y N θ Σ then for the square matrix of constants, A, ~ (??,???) AY N 2. show that ∑ ∑ = =- =-- N i N i i i i i x y y x x y y 1 1 ) ( ) )( (- 3. type II error - 4. conditional probability density function of y given x- 5. omitted variable bias (say left out Z in a regression of Y on X)- 6. adjusted R-square - 7. unbiased estimator- 8. homoskedasticity - 9. orthogonal projection- 10. Var( w ) where w is a nx1 vector of random variables- 1 II. Some Concepts 11. For the following Stata Output, indicate what a) the statistic is (formula) and b) what it indicates for the following circled statistics * 1. faminc 1988 family income, \$1000s ; * 4. bwght birth weight, ounces ; * 5. fatheduc father's yrs of educ ; * 6. motheduc mother's yrs of educ ; * 7. parity birth order of child ; * 10. cigs cigs smked per day while preg ; . reg bwght cigs parity faminc motheduc Source | SS df MS Number of obs = 1191-------------+------------------------------ F( 5, 1185) = 9.55 Model | 18705.5567 18705....
View Full Document

{[ snackBarMessage ]}

### Page1 / 5

e388_exam1_Spr08 - First Exam Economics 388 Econometrics...

This preview shows document pages 1 - 3. Sign up to view the full document.

View Full Document
Ask a homework question - tutors are online