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Econometrics Exam 0
By writing your PID below, you are indicating
Sept. 5, 2008
your intention to abide by the honor pledge:
PID:
This exam consists of
ten
short questions
(
worth four points apiece
)
and
three
long
questions
(
worth twelve points each
)
, for a total of 76 points.
You have 50 minutes
to answer all completely and clearly in the space provided.
For better and for worse,
I am grading you primarily on technique and secondarily on correct answers.
Short Questions
1. Suppose that
X
has a mean of
5
, and variance of
9
;
Y
has a mean of
7
, and
variance of
16
; the two random variables are independent.
If you created
Z
=
2
X
!
Y
, what would be
E
[
Z
]
and
Var
(
Z
)
?
2. Given three matrices
A
,
B
, and
C
, rewrite the expression
(
A
+
BC
!
)
without
parentheses.
3.
What is the difference between “
Var
(
X
)
” and “
V
ˆ
ar
(
X
)
”?
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View Full Document4.
Define the following matrices as:
y
=
y
1
y
2
!
"
#
$
%
A
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This note was uploaded on 03/19/2010 for the course ECON 570 taught by Professor Staff during the Spring '08 term at UNC.
 Spring '08
 Staff
 Econometrics

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