Economics 365
Econometrics
Professor Rafferty
Spring 2009
EXAM #1
ANSWER ALL FIVE QUESTIONS
1. Take a look at the Excel regression output to answer this question.
The regression estimates the relationship between adjusted gross income (thousands of
dollar
Economics 365
Econometrics
Professor Rafferty
Spring 2009
EXAM #2
ANSWER ALL FOUR QUESTIONS. YOU MUST SHOW ALL YOUR
WORK.
1. A real estate agent has collected data from 88 houses in a town and
estimated the following relationship:
Yt = B1 + B2*X2t + B3*X3
Economics 365
Econometrics
Professor Rafferty
Spring 2006
EXAM #2
ANSWER ALL FOUR QUESTIONS. YOU MUST SHOW ALL YOUR
WORK.
1. Write down a regression equation which would allow you to test the
determinants of crime in the United States using cross-sectiona
Economics 365
Econometrics
Professor Rafferty
Spring 2006
EXAM #1
ANSWER ALL FIVE QUESTIONS
1. Explain why the authors believe the incentives of real-estate agents are not aligned
with the interests of the seller of a house. Assume that the distribution o
Economics 365
Professor Rafferty
Econometrics
Spring 2012
Exam #2
Answer the Next Question
1.
a. What do we mean when we say that the least squares estimator is unbiased? It might
be helpful to draw a picture of the least squares sampling distribution. (1
Economics 365
Professor Rafferty
Econometrics
Spring 2012
Exam #1
Answer Both Questions
1. This question is based on the attached SAS output.
Tobins q is the ratio of the market value of the firm to the book value of the firm. If
financial markets are per