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Unformatted text preview: First Exam: Economics 388, Econometrics Fall 2004 in R. Butlers class YOUR NAME:________________________________________ Section I (30 points) Questions 110 (3 points each) Section II (40 points) Questions 1115 (10 points each) Section III (30 points) Question 16 (20 points each) Section I. Define or explain the following terms (3 points each) 1. median 2. standardized or zscore  3. type II error  4. conditional probability density function of y given x 5. Ftest (or Chow test) 6. adjusted Rsquare  7. perfect multicollinearity 8. homoskedasticity  9. probability significance values (i.e., pvalues) 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 Rsquare will...
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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.
 Spring '08
 Mcdonald,J
 Econometrics

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