연세대 계량경제학 족보 econo1 fall final exam

1. [33 points] Consider a simple regression given by where is the number of observations. Now, the unit of the explanatory variable ( ) has changed so that the new explanatory variable (denoted by ) is related to as where is a constant between 0 and 1. Using the new explanatory variable, the same regression is re-run resulting in the following output: . Decide which of the following is changed and which is not; (i) t

1. [33 points] Consider a simple regression given by where is the number of observations. Now, the unit of the explanatory variable ( ) has changed so that the new explanatory variable (denoted by ) is related to as where is a constant between 0 and 1. Using the new explanatory variable, the same regression is re-run resulting in the following output: . Decide which of the following is changed and which is not; (i) the intercept