Uploaded by Julius

Sample Solution Exam 2022 (Econometrics)

advertisement
Question
a)
1
B
Var(B):E
on
Aene
=
1
x
b)
Var(x) 3Cx2)
-
=
Var()
c)C
Var()
d)
e)
on
=
on
=
E(x)
EXE
=
Question
a)
2
C
E(x y) f(x) f(t) 1
+
f(x
-
+
=
Y)
f(x)
=
-
=
z(X)
=
-
1
D
b)
Var(x 1) Var(x+VarCY) +2Cor(x,Y 4 9 215
Var(x-Y) Var(X)+Var(Y) -2Cor(x,Y) 4 9 2 11
+
=
+
=
+
=
=
+
-
=
c)
A
Corr(X,Y)
wen
=
d) A
Cor(zn,zz) G(zizz) ((En) ((z2)
(((x y).(x y)) f(x y).E(x x)
=E(x2 x2)
(f(x)2 E(y)2)
=
-
-
-
+
+
-
=
-
-
-
E(x) E(x)2
=(E(xY E(x)4) (E(yy E(x)2)
=E(x2)
-
E(x)2
-
+
-
-
-
=Var(X)-Var(V)
4
=
-
9
=
-
5
=
e)
C
Cor(zn,zz) =
0
Var(X)-Var (1)
=>
Var(X)
=>
Question
a)
A
b)
B
c)
D
d)
C
Var
=
0
=
(1)
3
Question 4
a) B
0,584
5,998
=
St
Se
=>
b)
888
=
=0,097
C
0,083
0,008
10,37S
=
C
Clupper B 1,96.St
+
=
0,083 1,96.0,008
+
=
=0,09868
d)
B
Clower B
=
-
1,96.St 0,083 -1,96.0,008
=
=0,06732
2)
D
Clas:[0,067;0,099]
0,1
=>
we
f)
B
9)B
4)
D
is not
in the
35%
calculated above
Confidence
Interval
Question S
a) B
b)A
2)
B
d)
A
e.g.(139,19
=
e)
-
6,67
D
Question
a)
A
b)B
c)
A
d)
D
6
-
-
145,86)
3,45
-
=
(155,40 151,95)
-
-
10,12
Question
a)
D
b)
C
c)
B
d)
B
Powered by TCPDF (www.tcpdf.org)
7
Download