2009_Econometrics_Tut6

# 2009_Econometrics_Tut6 - Econometrics (ECON0701) School of...

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Econometrics (ECON0701) School of Economics & Finance, University of Hong Kong First semester, 2009-2010 Tutorial Exercise 6 (Teaching week starting from 27 October. Note that 26 October is a public holiday.): Please be well prepared to answer the following questions. Assignment 4: Hand in Q. 4 to the mailbox of your tutor (Angela Mak) by 5 pm, 3 November (Tuesday). Please give logical, concise and precise answers and show your steps clearly. Marks will be deducted for inadequacy as well as redundancy or irrelevancy. You should work independently and hand in your own answers. 1. Suppose that, from a sample of 63 observations, the OLS estimates and the corresponding estimated variance-covariance matrix are given by: b β 0 b β 1 b β 2 = 2 3 1 c cov b β 0 b β 1 b β 2 = 3 21 240 10 3 Test each of the following hypotheses: (a) β 1 =0 . (b) β 0 +2 β 1 =5 . (c) β 0 β 1 + β 2 =4 . 2. The f le “ coal.dat” (K: \ stat \ eviews5 \ Example Files \ coal.dat ) contains input and output data for a 1985 cross-section of 63 state-owned coal mining

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## This note was uploaded on 09/06/2010 for the course FBE ECON0701 taught by Professor Paul during the Spring '09 term at HKU.

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2009_Econometrics_Tut6 - Econometrics (ECON0701) School of...

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