advanced econometric - problem set 1高级计量经济学练习题.pdfVIP

Advanced Econometrics - Problem Set I (Due on Sep. 19, 2018 in class) 1. Suppose X and Y have the joint density given by f x, y 8xy for 0 x y 1 . (a) Compute E X, E Y, and E X /Y. (b) Notice that E X /Y E X /E Y. Is it true in general? If not, explain briefly why this holds here. k 2. (a) Suppose Y N 0, 1. Prove E Y 0 for k 1, 3, 5, 7, . . .. (b) Suppose E Y X 0. Show that CovY, X 0. (c) Does zero correlation imply inde