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metricsexam0f08

metricsexam0f08 - Econometrics Exam 0 Sept 5 2008 By...

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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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4. Define the following matrices as: y = y 1 y 2 ! " # $ % & A = 2 ! 3 3 6 " # $ % & x = x 1 x 2 ! " # $ % & If y = Ax , then what is y 1 equal to ( in terms of x 1 and x 2 ) ?
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