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e388_exam1_winter08_section2

# e388_exam1_winter08_section2 - First Exam Economics 388...

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First Exam: Economics 388, Econometrics Winter 2008 in R. Butler’s class YOUR NAME:________________________________________ Section I (30 points) Questions 1-10 (3 points each) Section II (50 points) Questions 11-13 (15 points each); Question 14 (5 points) Section III (20 points) Question 15 (20 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. formula for the F-statistic (based on SSR)- 3. type II error - 4. conditional probability density function of y given x- 5. plim or probability limit- 6. adjusted R-square - 7. unbiased estimator- 8. heteroskedasticity - 9. probability significance values (i.e., ‘p-values’)- 10. Var( w ) where w is a nx1 vector of random variables- 1

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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
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e388_exam1_winter08_section2 - First Exam Economics 388...

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