UJIAN TENGAH SEMESTER ECONOMETRICS CLOSE BOOK 120 MENIT

I' TRUE OF FALSE:

State the true statement when the answsr is false!!!

1' 2.

Yi =
o.

bo

+ brXi , Y is dependent variable, X is explanatory variable is a correct model.

r is coefficient of regression

folows central limit theory under oLS.

3'

The disturbance is considered to be an observable randorn term that depends on the value of explanatory variable (X).

, 4' Expected value of dependent variable (Y) is the estimated regression function itself.
5' 6'
7

For any parlicular observation, the average coefficient (br) is anticipated to be close to unlimited numbers. OLS is the model in the sense that it has'the small residuals sum of square.

'

If

the data in the scatter plot are converging, then no estimated line can

fit very well.

8. The degree of freedom cannot be positive.

9'

R measures the correlation for the total r.:ariation of Y that is explained by X.

becomes approaching its expected value.

10' The sample size increases, an estimator i, ,uia unbiasecl if its sampling distribution
1

I ' The larger

confidence level the smaller variance will be.

12. GAUSS

MARKOV,s Law results bias estimator.

ler.'el

l3' Significance level measures the error l4' If the null hypothesis
15' Goodness of

rvill be accepted in hypothesis testing,

rvere true, the implied estirnation error associated with any value of the estimator woulcl sirnply zern.

efficient.

fit measures how the estimator (b1) becomes unbiased, sonsistent and