計量經濟學（山東財經大學）智慧樹知到期末考試答案+章節(jié)答案2024年山東財經大學Betacoefficientsarealwaysgreaterthanstandardizedcoefficients.

答案:錯在概率單位模型下值得注意的兩個問題是：1）潛變量模型中的e的非正態(tài)性；2）e的異方差性。（

）

答案:對多元回歸分析的假設條件之一為不可觀測的誤差項中的所有因素都與解釋變量無關。

答案:對Theinterpretationofgoodness-of-ftmeasureschangesinthepresenceofheteroskedasticity.

答案:錯Atimeseriesdataisalsocalledalongitudinaldataset.

答案:錯多元回歸分析中，雖然我們假設誤差項u服從正態(tài)分布，但該假設在實際情況中往往不被滿足，但可以運用中心極限定理去推導u的分布的缺陷。

答案:對一個計量經濟模型由以下哪些部分構成

答案:方程式###隨機誤差項###參數###變量在多元回歸中，OLS的基本假定包括：()

答案:線性于參數###隨機抽樣###不存在完全共線性###誤差項的條件均值為0在CLM假定下，OLS估計量方差最小的無偏估計，即在所有的無偏估計中，OLS具有最小的方差。（）

答案:對Whichofthefollowingtestshelpsinthedetectionofheteroskedasticity?

答案:TheBreusch-PagantestAtestforheteroskedastictycanbesignifcantif

答案:thefunctionalformoftheregressionmodelismisspecifedThelinearprobabilitymodelcontainsheteroskedasticityunless_____.

答案:alltheslopeparametersarezeroAnempiricalanalysisrelieson_____totestatheory.

答案:dataTwoequationsformanonnestedmodelwhen:

答案:neitherequationisaspecialcaseoftheother.Theheteroskedasticity-robust_____isalsocalledtheheteroskedastcity-robustWaldstatistic.

答案:FstatisticEconometricsisthebranchofeconomicsthat

答案:developsandusesstatisticalmethodsforestimatingeconomicrelationshipsWhichofthefollowingisanexampleoftimeseriesdata?

答案:Dataonthegrossdomesticproductofacountryoveraperiodof10years.Weightedleastsquaresestimationisusedonlywhen

答案:thefunctionalformoftheerrorvariancesisknown當模型存在異方差現象進，加權最小二乘估計量具備

答案:無偏性###精確性###線性###有效性###一致性與其他經濟模型相比，計量經濟模型有如下特點

答案:動態(tài)性###經驗性###隨機性Ifthecalculatedvalueofthetstatisticisgreaterthanthecriticalvalue,thenullhypothesis,H0isrejectedinfavorofthealternativehypothesis,H1.

答案:對Thegeneralizedleastsquareestimatorsforcorrectingheteroskedasticityarecalledweighedleastsquaresestimators.

答案:對Multicollinearityamongtheindependentvariablesinalinearregressionmodelcausestheheteroskedasticity-robuststandarderrorstobelarge.

答案:對在線性模型的情形下，瓦爾德統(tǒng)計量在進行簡單變換后實質上就是F統(tǒng)計量。

答案:對Tomakepredictionsoflogarithmicdependentvariables,theyfirsthavetobeconvertedtotheirlevelforms

答案:錯

答案:錯在社會科學中，回歸方程中的R-squared過低代表OLS回歸方程沒有用。

答案:錯

答案:對

答案:對Predictionsofadependentvariablearesubjecttosamplingvariation

答案:對Fstatisticcanbeusedtotestnonnestedmodels

答案:錯在拒絕原假設時，所計算的t統(tǒng)計量至少和臨界值一樣大。（）

答案:對在多元回歸中，沒有一個自變量是常數，自變量間也不存在嚴格的線性關系。

答案:對Across-sectionaldatasetconsistsofobservationsonavariableorseveralvariablesovertime.

答案:錯P值就是給定t統(tǒng)計量，能拒絕虛擬假設的最大顯著性水平。

答案:錯標準誤總是應該與所估計的系數一起包括進來，原因在于：1）標準誤有助于判斷被檢驗的虛擬假設，虛擬假設并非總是總體參數為0；2）有助于計算置信區(qū)間。（）

答案:對異方差性將導致

答案:建立在普通最小二乘法估計基礎上的假設檢驗失效###普通最小二乘法估計量非有效###建立在普通最小二乘法估計基礎上的預測區(qū)間變寬###普通最小二乘法估計量的方差的估計量有偏下列計量經濟分析中那些很可能存在異方差問題

答案:用橫截面數據建立產出對勞動和資本的回歸模型###以30年的時序數據建立某種商品的市場供需模型###任意角度###以凱恩斯的有效需求理論為基礎構造宏觀計量經濟模型###用橫截面數據建立家庭消費支出對家庭收入水平的回歸模型關于F統(tǒng)計量的論述正確的是（

）。

答案:模型的擬合優(yōu)度R-squared隨變量的度量單位的變化有所改變。

答案:錯以下哪些屬于OLS無偏性的相關假定（）

答案:線性于參數###零條件均值###解釋變量的樣本有變異###隨機抽樣解決多重共線性的有效方法包括：()

答案:使用逐步回歸將共線性的自變量自動剔除出去###增大樣本容量###嘗試手動剔除一些自變量，以盡量消除多重共線性Aneconomicmodelconsistsofmathematicalequationsthatdescribevariousrelationshipsbetweeneconomicvariables.

答案:對Whichofthefollowingcorrectlyidentifiesalimitationoflogarithmictransformationofvariables?

答案:Logarithmictransformationscannotbeusedifavariabletakesonzeroornegativevalues.Whichofthefollowingmodelsisusedquiteoftentocapturedecreasingorincreasingmarginaleffectsofavariable?

答案:ModelswithquadraticfunctionsAvariableisstandardizedinthesample

答案:bysubtractingoffitsmeananddividingbyitsstandarddeviation.Whichofthefollowingstatementsistrueofconfdenceintervals?

答案:ConfidenceintervalsinaCLMprovidearangeoflikelyvaluesforthepopulationparameterWhatwillyouconcludeaboutaregressionmodeliftheBreusch-Pagantestresultsinasmallp-value?

答案:Themodelcontainsheteroskedasticty.

答案:Whichofthefollowingistrueofexperimentaldata?

答案:Experimentaldataarecollectedinlaboratoryenvironmentsinthenaturalsciences.

答案:無偏的，有偏的Nonexperimentaldataiscalled

答案:timeseriesdata_____hasacausale?ecton_____

答案:Income;consumptionStandardizedcoefficientsarealsoreferredtoas:

答案:betacoefficientsAdatasetthatconsistsofobservationsonavariableorseveralvariablesovertimeiscalleda_____dataset

答案:timeseriesApredictedvalueofadependentvariable:

答案:representstheexpectedvalueofthedependentvariablegivenparticularvaluesfortheexplanatoryvariables.在多元回歸中多增加一個自變量后，可決系數R-squared通常會：()

答案:增大Theterm‘u’inaneconometricmodelisusuallyreferredtoasthe

答案:errortermWhichofthefollowingisadi?erencebetweenpanelandpooledcross-sectionaldata?

答案:Apaneldatasetconsistsofdataonthesamecross-sectionalunitsoveragivenperiodoftimewhileapooleddatasetconsistsofdataondi?erentcross-sectionalunitsoveragivenperiodoftimeResidualanalysisreferstotheprocessof:

答案:examiningindividualobservationstoseewhethertheactualvalueofadependentvariablediffersfromthepredictedvalue.檢驗對數單位和概率單位模型中的排除性約束

(

)。

答案:其余選項都對Whichofthefollowingisthefrststepinempiricaleconomicanalysis?

答案:SpecifcationofaneconometricmodelWhichofthefollowingstatementsistrueofhypothesistesting?

答案:Arestrictedmodelwillalwayshavefewerparametersthanitsunrestrictedmodel下列哪些方法可用于異方差性的檢驗

答案:殘差回歸檢驗法###樣本分段比較法拉格朗日乘數或得分檢驗，該方法只需要在虛擬假設下對約束模型進行估計。

答案:對瓦爾德檢驗只要求估計無約束模型。

答案:對似然比統(tǒng)計量是對數似然值之差的兩倍

答案:對LR檢驗是基于無約束模型和約束模型的對數似然函數之差。其思想是，由于MLE最大化了對數似然函數，所以去掉變量一部分導到致一個較?。ㄖ辽俨粫螅┑膶邓迫恢怠?/p>

答案:對

答案:對

答案:對

答案:錯In

the

following

equation,

gdp

refers

to

gross

domestic

product,

and

FDI

refers

to

foreign

direct

investment

(

)log(gdp)

=

2.65

+

0.527log(bankcredit

)

+

0.222FDI(0.13)

(0.022)

(0.017)Which

of

the

following

statements

is

then

true?

答案:If

FDI

increases

by

1%,

gdp

increases

by

approximately

24.8%,

the

amount

of

bank

credit

remaining

constant.In

the

following

equation,

gdp

refers

to

gross

domestic

product,

and

FDI

refers

to

foreign

direct

investment.(

)log(gdp)

=

2.65

+

0.527log(bankcredit

)

+

0.222FDI(0.13)

(0.022)

(0.017)Which

of

the

following

statements

is

then

true?

答案:If

bank

credit

increases

by

1%,

gdp

increases

by

0.527%,

the

level

of

FDI

remaining

constant.Which

of

the

following

correctly

represents

the

equation

for

adjusted

R2?

(

)

答案:If

a

new

independent

variable

is

added

to

a

regression

equation,

the

adjusted

R2

increases

only

if

the

absolute

value

of

the

t

statist