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Department of EconomicsProfessor Dale J. PoirierUniversity of California, IrvineDecember 6, 2005FINAL EXAMECON 220AStatistics and Econometrics I(open book)Directions: You must answer each of the following questions. Points (out of 100) are allocatedas noted to the left of each question. Allocate your time according to these points. To receive anypartial credit, you mustshow your work.(20)1. Let be an estimator of a vector 2. Suppose is an inadmissible estimator of 2withrespect to quadratic loss. Can be a MSE consistent estimator of 2? If so, then providean example. If not, why not?2.Let Y = [Y1, Y2, ..., YT]N. Suppose Y*2, "2~ tT(24T, "2IT, 3).(5)(a)Find the sampling distribution of = (Y1+ Y2+ ... + YT)/T.(5)(b)Find the MSE of as an estimator of 2.(5)(c)Find the sampling distribution of
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