e388_exam1_spr2007

# E388_exam1_spr2007 - First Exam Economics 388 Econometrics Spring 2007 in R Butler’s class YOUR NAME Section I(30 points Questions 1-10(3 points

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Unformatted text preview: First Exam: Economics 388, Econometrics Spring 2007 in R. Butler’s class YOUR NAME:________________________________________ Section I (30 points) Questions 1-10 (3 points each) Section II (40 points) Questions 11-15 (10 points each) Section III (30 points) Question 16 (20 points each) Section I. Define or explain the following terms (3 points each) 1. one sided vs. two sided hypothesis tests- 2. method of moments (estimation criteria) - 3. type II error - 4. sample regression vs. population regression function- 5. formula for a F-test (or “Chow” test) of linear restrictions (in a regression context)- 6. orthogonal projection - 7. perfect multicollinearity- 8. homoskedasticity - 9. probability significance values (i.e., ‘p-values’)- 10. Var( w ) where w is a nx1 vector of random variables- 1 II. Some Concepts 11. Indicate whether the following statement is True, False or Uncertain and explain why. You are graded only on the explanation for your answer. “If we add 2 to every value of the dependent variable (i.e., instead of “y” we have “y+2”), the slope coefficient will increase by 2 but the intercept and centered R-...
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## This note was uploaded on 03/17/2010 for the course ECON 388 taught by Professor Mcdonald,j during the Spring '08 term at BYU.

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E388_exam1_spr2007 - First Exam Economics 388 Econometrics Spring 2007 in R Butler’s class YOUR NAME Section I(30 points Questions 1-10(3 points

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