EC351_F10_Test3

EC351_F10_Test3 - Name: _ EC 351 001: Econometrics I TEST 3...

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1 Name: _____________________________________________ EC 351 – 001: Econometrics I TEST 3 November 11, 2010 Instructions: Provide all answers on this exam paper. You must show all work to receive credit. You are allowed to use your notes on this exam, provided that they are written in your own handwriting. Make your final answer clear in order to receive full credit. Allocate your time appropriately across all questions and make sure to finish within the time limit of 75 minutes. Question values are shown beside each question as a percentage of the total exam grade.
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2 1. (14%) Consider testing 01 2 : 0 and 0 H under the assumption that the individual t - statistics from the individual hypothesis tests are independent of one another (that is, 12 and tt are independent). Consider the “one at a time” test, which tests the joint hypothesis by combing the individual null hypotheses using the individual t -statistics. Solve for the size of the “one at a time” test when the significance level α =0.10.
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3 2. (14%)
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EC351_F10_Test3 - Name: _ EC 351 001: Econometrics I TEST 3...

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