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PracticeQuestions3 - ECMT 463-100 Summer 2008 Raul...

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ECMT 463 - 100 Summer 2008 Raul Ibarra - Ramirez Practice Questions for Exam 3 _____________________________________________________________________________________________________ 1) The overall regression F - statistic tests the null hypothesis that A) the intercept in the regression and at least one, but not all, of the slope coefficients is zero. B) all slope coefficients are zero. C) all slope coefficients and the intercept are zero. D) the slope coefficient of the variable of interest is zero, but that the other slope coefficients are not. 2) The interpretation of the slope coefficient in the model ln( Y i ) = Ά 0 + Ά 1 ln( X i ) + u i is as follows: A) a change in X by one unit is associated with a 100 Ά 1 % change in Y . B) a change in X by one unit is associated with a Ά 1 change in Y . C) a 1% change in X is associated with a change in Y of 0.01 Ά 1 . D) a 1% change in X is associated with a Ά 1 % change in Y . 3) An example of the interaction term between two independent, continuous variables is 4) For the polynomial regression model, 5) In the regression model Y i = Ά 0 + Ά 1 X i + Ά 2 D i + Ά 3 ( X i × D i ) + u i , where X is a continuous variable and D is a binary variable, Ά 2 6) Autoregressive distributed lag models include A) lags and leads of the dependent variable. B) current and lagged values of the error term. C) current and lagged values of the residuals. D) lags of the dependent variable, and lagged values of additional predictor variables.
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