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Please assist me. (c) This is repeated B = 9999 times. (d) The 95% empirical quantile q of the bootstrap absolute t-ratios t, | is

Please assist me.

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(c) This is repeated B = 9999 times. (d) The 95% empirical quantile q of the bootstrap absolute t-ratios t, | is computed. It is 9% = 3.5. (e) The student notes that while (t,) = 2 > 1.96 (and thus an asymptotic 5% size test rejects Ho), Itml = 2 T Suppose you regress y; on 2; using OLS. Is OLS consistent for S? Describe the nature of the effect of the mis-measured observation on the OLS estimate.41. The data {3.1, 2;, wt} is from a random sample, 1' = 1, ..., n. The parameter fl is estimated by minimizing the criterion function 3(3) = 2 wt [Hi 11.3}2 That is E1 = arglniu 3m} {a} Find an Explicit expression for ,3 {b} 1What population parameter is 3 atimMing'? [Be explicit about any assumptions you need to impose. But don't make more assumptions than necessary.) (c) Find the probability limit for E: as n _t to (.1) Find the asymptotic distribution of t (Ea s) as n _. to. 5. Suppose a PhD student has a sample (pt. .11, 21- : i = 1. ..., rt} and estimates by GL3 the equation EH = as\": + 2:3 + E.- whem a is the coefcient of interest and he is interested in testing Ha : or = {1 against H1 : er 51- ll. He obtains E: = 2.0 with standard error s[d] = 1.\" so the value of the t-ratio for Hg is tn = cijs} = 2|]. To assess signicance. the student decides to use the bootstrap. He uses the following algorithm: {a} Samples [hip-r? 27'} randome from the observations. [Random sampling with replacement}. Creates a 1-? i random sample with n. observations. {b} On this pseudo-sample, mt the equation .t * a. t: \"sweat +e: by OLE and computes standard errors, including tam"). The t-ratio for Hg. t; = \"*fs\") is computed and stored

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