計(jì)量經(jīng)濟(jì)學(xué)（山東財(cái)經(jīng)大學(xué)）智慧樹知到期末考試答案+章節(jié)答案2024年山東財(cái)經(jīng)大學(xué)Betacoefficientsarealwaysgreaterthanstandardizedcoefficients.

答案:錯(cuò)在概率單位模型下值得注意的兩個(gè)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(duì)多元回歸分析的假設(shè)條件之一為不可觀測(cè)的誤差項(xiàng)中的所有因素都與解釋變量無關(guān)。

答案:對(duì)Theinterpretationofgoodness-of-ftmeasureschangesinthepresenceofheteroskedasticity.

答案:錯(cuò)Atimeseriesdataisalsocalledalongitudinaldataset.

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

答案:對(duì)一個(gè)計(jì)量經(jīng)濟(jì)模型由以下哪些部分構(gòu)成

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

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

答案:對(duì)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(dāng)模型存在異方差現(xiàn)象進(jìn)，加權(quán)最小二乘估計(jì)量具備

答案:無偏性###精確性###線性###有效性###一致性與其他經(jīng)濟(jì)模型相比，計(jì)量經(jīng)濟(jì)模型有如下特點(diǎn)

答案:動(dòng)態(tài)性###經(jīng)驗(yàn)性###隨機(jī)性Ifthecalculatedvalueofthetstatisticisgreaterthanthecriticalvalue,thenullhypothesis,H0isrejectedinfavorofthealternativehypothesis,H1.

答案:對(duì)Thegeneralizedleastsquareestimatorsforcorrectingheteroskedasticityarecalledweighedleastsquaresestimators.

答案:對(duì)Multicollinearityamongtheindependentvariablesinalinearregressionmodelcausestheheteroskedasticity-robuststandarderrorstobelarge.

答案:對(duì)在線性模型的情形下，瓦爾德統(tǒng)計(jì)量在進(jìn)行簡單變換后實(shí)質(zhì)上就是F統(tǒng)計(jì)量。

答案:對(duì)Tomakepredictionsoflogarithmicdependentvariables,theyfirsthavetobeconvertedtotheirlevelforms

答案:錯(cuò)

答案:錯(cuò)在社會(huì)科學(xué)中，回歸方程中的R-squared過低代表OLS回歸方程沒有用。

答案:錯(cuò)

答案:對(duì)

答案:對(duì)Predictionsofadependentvariablearesubjecttosamplingvariation

答案:對(duì)Fstatisticcanbeusedtotestnonnestedmodels

答案:錯(cuò)在拒絕原假設(shè)時(shí)，所計(jì)算的t統(tǒng)計(jì)量至少和臨界值一樣大。（）

答案:對(duì)在多元回歸中，沒有一個(gè)自變量是常數(shù)，自變量間也不存在嚴(yán)格的線性關(guān)系。

答案:對(duì)Across-sectionaldatasetconsistsofobservationsonavariableorseveralvariablesovertime.

答案:錯(cuò)P值就是給定t統(tǒng)計(jì)量，能拒絕虛擬假設(shè)的最大顯著性水平。

答案:錯(cuò)標(biāo)準(zhǔn)誤總是應(yīng)該與所估計(jì)的系數(shù)一起包括進(jìn)來，原因在于：1）標(biāo)準(zhǔn)誤有助于判斷被檢驗(yàn)的虛擬假設(shè)，虛擬假設(shè)并非總是總體參數(shù)為0；2）有助于計(jì)算置信區(qū)間。（）

答案:對(duì)異方差性將導(dǎo)致

答案:建立在普通最小二乘法估計(jì)基礎(chǔ)上的假設(shè)檢驗(yàn)失效###普通最小二乘法估計(jì)量非有效###建立在普通最小二乘法估計(jì)基礎(chǔ)上的預(yù)測(cè)區(qū)間變寬###普通最小二乘法估計(jì)量的方差的估計(jì)量有偏下列計(jì)量經(jīng)濟(jì)分析中那些很可能存在異方差問題

答案:用橫截面數(shù)據(jù)建立產(chǎn)出對(duì)勞動(dòng)和資本的回歸模型###以30年的時(shí)序數(shù)據(jù)建立某種商品的市場(chǎng)供需模型###任意角度###以凱恩斯的有效需求理論為基礎(chǔ)構(gòu)造宏觀計(jì)量經(jīng)濟(jì)模型###用橫截面數(shù)據(jù)建立家庭消費(fèi)支出對(duì)家庭收入水平的回歸模型關(guān)于F統(tǒng)計(jì)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(cuò)以下哪些屬于OLS無偏性的相關(guān)假定（）

答案:線性于參數(shù)###零條件均值###解釋變量的樣本有變異###隨機(jī)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(dòng)剔除出去###增大樣本容量###嘗試手動(dòng)剔除一些自變量，以盡量消除多重共線性Aneconomicmodelconsistsofmathematicalequationsthatdescribevariousrelationshipsbetweeneconomicvariables.

答案:對(duì)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(gè)自變量后，可決系數(shù)R-squared通常會(huì)：()

答案:增大Theterm‘u’inaneconometricmodelisusuallyreferredtoasthe

答案:errortermWhichofthefollowingisadi?erencebetweenpanelandpooledcross-sectionaldata?

答案:Apaneldatasetconsistsofdataonthesamecross-sectionalunitsoveragivenperiodoftimewhileapooleddatasetconsistsofdataondi?erentcross-sectionalunitsoveragivenperiodoftimeResidualanalysisreferstotheprocessof:

答案:examiningindividualobservationstoseewhethertheactualvalueofadependentvariablediffersfromthepredictedvalue.檢驗(yàn)對(duì)數(shù)單位和概率單位模型中的排除性約束

(

)。

答案:其余選項(xiàng)都對(duì)Whichofthefollowingisthefrststepinempiricaleconomicanalysis?

答案:SpecifcationofaneconometricmodelWhichofthefollowingstatementsistrueofhypothesistesting?

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

答案:殘差回歸檢驗(yàn)法###樣本分段比較法拉格朗日乘數(shù)或得分檢驗(yàn)，該方法只需要在虛擬假設(shè)下對(duì)約束模型進(jìn)行估計(jì)。

答案:對(duì)瓦爾德檢驗(yàn)只要求估計(jì)無約束模型。

答案:對(duì)似然比統(tǒng)計(jì)量是對(duì)數(shù)似然值之差的兩倍

答案:對(duì)LR檢驗(yàn)是基于無約束模型和約束模型的對(duì)數(shù)似然函數(shù)之差。其思想是，由于MLE最大化了對(duì)數(shù)似然函數(shù)，所以去掉變量一部分導(dǎo)到致一個(gè)較?。ㄖ辽俨粫?huì)更大）的對(duì)數(shù)似然值。

答案:對(duì)

答案:對(duì)

答案:對(duì)

答案:錯(cuò)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