Department of Economics
Rutgers University
Econometrics: 01:220:322:03
Fall, 2009
Exam 1
Instructions
1. Answer all questions in the blue books provided
2. This is a closed book exam. Students may bring into the exam one sheet of lettersize paper.
3. Calc
Instructor : H.H. Kim
1
Econometrics
Practice Questions II
1) Sir Francis Galton, a cousin of James Darwin, examined the relationship between the height of children and their parents towards the end of the 19th century. It is from this study that the nam
Instructor : H.H. Kim
1
Econometrics
Practice Questions IV
1) The survey conducted each March is more detailed than in other months and asks questions about
earnings during the previous year. The file CPS04 contains the data for 2004 (from the March 2005
Sampleexam
This is a sample exam, our 'REAL' exam is not restricted to the questions asked here (For
example, our midterm will cover ' Heteroskedastic'), but the 'REAL' exam will have the same form
and cover materials in our lectures and practice question
ECON 322 Summer 2010 Midterm Exam
Jun. 20, 2010 Instructor: Xiangjin Shen
Print your name here:_
Time range: 90 minutes
Rules for the exam:
1. Answer all questions in the blue books provided.
2. This is a closed book exam. Students may bring into the exam
Instruc ctor : H.H. Kim
1
Econo ometrics
Outline of this ch e hapter Time Serie Data: W T es What's Diffe erent? Using Reg U gression Mo odels for F Forecastin ng Lags, Diffe L erences, A Autocorrellation, & S Stationarity y Autoregre A essions The Autore
Instruc ctor : H.H. Kim
1
Econo ometrics
Nonlinear Regre ession Func ctions  E Everything so far ha been lin g as near in the X's e  B the linear appro But oximation is not alw ways a goo one od  T The multip regression frame ple ework can be exte ende
Instruc ctor : H.H. Kim
1
Econo ometrics
Outline e  H Hypothesiis tests and confide d ence interv vals for a s single coe efficient  J Joint hypo othesis tes on mult sts tiple coeff ficients  O Other type of hypo es otheses involving m multiple coeffic
Instruc ctor : H.H. Kim
1
ometrics Econo
Omitte Variable Bias ed  D Definitions and Examples s o If th regres he ssor (X) is correlate with a variable that ha been s ed e as omiitted from the analysis and that determin m nes, in part, the dep pendent v v
Instruc ctor : H.H. Kim
1
ometrics Econo
Testing Hypothesis About One of the Regress g sion Coeffi icients  T Twosided Hypothe Conce d esis erning o Rev view : testiing hypoth heses abo the po out opulation m mean
o Test ting hypot theses about the slo
Instruc ctor : H.H. Kim
1
Econo ometrics
on Linear Regressio Model
720
700
680 TESTSCR
660
640
620
600 12 14 16 18 S TR 20 0 22 24 26
n gle sor Linear regression model with a sing regress
Fall 2011
2
Rutgers University
Estimating the Coefficients of the L
Instruc ctor : H.H. Kim
1
Econo ometrics
Practice Quest tions III
Name : _ _ _ _ 1) A sub bsample from the Current Population S m Survey is tak on weekl earnings o individuals their age, ken, ly of s, and their gender. Y have read in the news that women m
ECONOMETRICS
Fall 2011
Exam II
Nov. 14. 2011
Instructor : Hyun Hak Kim
Name
ID #
Notice
1. You can use a calculator and onepage of a letter size of cheat sheet.
2. No books and no notes are permitted.
3. Please submit your cheat sheet paper with your exa
Instructor : H.H. Kim
Econometrics

Probability:

The sample space:

An event:
:

Random variables:

Probability Distribution the list of all possible values of the variable and
the probability that each value will occur.

Probabilities of events

What is Econometrics?
Chapter 1
Hyun Hak Kim
Rutgers University
Econometrics is concerned with the tasks
of developing and applying quantitative
or statistical methods to the study and
elucidation of economic principles.
Econometrics combines economic t