sample exam 1-3

# sample exam 1-3 - ECONOMETRICS 388 Exam 1 (Sample Exam)...

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ECONOMETRICS 388 Exam 1 (Sample Exam) Point Distribution I. A. 5 @ 3 B. 5 @ 5 II. A. 10 B. 10 C. 10 D. 10 E. 10 III. A. 25 B. 10@3 TOTAL 145 ( SHOW ALL OF YOUR WORK )

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2 I. BASIC CONCEPTS A. Define and discuss the following terms: 1. Adjusted R 2 2. Panel data 3. Consistent estimator 4. The population and sample mean of a random variable (Y) 5. Likelihood ratio test B. Indicate whether each of the following statements is true or false and defend your answer. 1. If the calculated F statistic associated with a regression model is significant at the " level of significance, then at least one nonintercept "t statistic" will be significant at the same " level. 2. Assume that an additional variable is added to a regression equation and the calculated "t statistic" for that variable is greater than 1.0 in absolute value. Then both the R 2 and will 2 R increase in value by as a result of including the new variable. 3. The properties of (the least squares estimator of the coefficients in a linear regression model) ˆ β
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## This note was uploaded on 02/29/2012 for the course ECON 388 taught by Professor Mcdonald,j during the Winter '08 term at BYU.

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sample exam 1-3 - ECONOMETRICS 388 Exam 1 (Sample Exam)...

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