计量经济学（山东财经大学）智慧树知到期末考试答案章节答案2024年山东财经大学

计量经济学（山东财经大学）智慧树知到期末考试答案+章节答案2024年山东财经大学Betacoefficientsarealwaysgreaterthanstandardizedcoefficients.

答案:错在概率单位模型下值得注意的两个问题是：1）潜变量模型中的e的非正态性；2）e的异方差性。（

）

答案:对多元回归分析的假设条件之一为不可观测的误差项中的所有因素都与解释变量无关。

答案:对Theinterpretationofgoodness-of-ftmeasureschangesinthepresenceofheteroskedasticity.

答案:错Atimeseriesdataisalsocalledalongitudinaldataset.

答案:错多元回归分析中，虽然我们假设误差项u服从正态分布，但该假设在实际情况中往往不被满足，但可以运用中心极限定理去推导u的分布的缺陷。

答案:对一个计量经济模型由以下哪些部分构成

答案:方程式###随机误差项###参数###变量在多元回归中，OLS的基本假定包括：()

答案:线性于参数###随机抽样###不存在完全共线性###误差项的条件均值为0在CLM假定下，OLS估计量方差最小的无偏估计，即在所有的无偏估计中，OLS具有最小的方差。（）

答案:对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当模型存在异方差现象进，加权最小二乘估计量具备

答案:无偏性###精确性###线性###有效性###一致性与其他经济模型相比，计量经济模型有如下特点

答案:动态性###经验性###随机性Ifthecalculatedvalueofthetstatisticisgreaterthanthecriticalvalue,thenullhypothesis,H0isrejectedinfavorofthealternativehypothesis,H1.

答案:对Thegeneralizedleastsquareestimatorsforcorrectingheteroskedasticityarecalledweighedleastsquaresestimators.

答案:对Multicollinearityamongtheindependentvariablesinalinearregressionmodelcausestheheteroskedasticity-robuststandarderrorstobelarge.

答案:对在线性模型的情形下，瓦尔德统计量在进行简单变换后实质上就是F统计量。

答案:对Tomakepredictionsoflogarithmicdependentvariables,theyfirsthavetobeconvertedtotheirlevelforms

答案:错

答案:错在社会科学中，回归方程中的R-squared过低代表OLS回归方程没有用。

答案:错

答案:对

答案:对Predictionsofadependentvariablearesubjecttosamplingvariation

答案:对Fstatisticcanbeusedtotestnonnestedmodels

答案:错在拒绝原假设时，所计算的t统计量至少和临界值一样大。（）

答案:对在多元回归中，没有一个自变量是常数，自变量间也不存在严格的线性关系。

答案:对Across-sectionaldatasetconsistsofobservationsonavariableorseveralvariablesovertime.

答案:错P值就是给定t统计量，能拒绝虚拟假设的最大显著性水平。

答案:错标准误总是应该与所估计的系数一起包括进来，原因在于：1）标准误有助于判断被检验的虚拟假设，虚拟假设并非总是总体参数为0；2）有助于计算置信区间。（）

答案:对异方差性将导致

答案:建立在普通最小二乘法估计基础上的假设检验失效###普通最小二乘法估计量非有效###建立在普通最小二乘法估计基础上的预测区间变宽###普通最小二乘法估计量的方差的估计量有偏下列计量经济分析中那些很可能存在异方差问题

答案:用横截面数据建立产出对劳动和资本的回归模型###以30年的时序数据建立某种商品的市场供需模型###任意角度###以凯恩斯的有效需求理论为基础构造宏观计量经济模型###用横截面数据建立家庭消费支出对家庭收入水平的回归模型关于F统计量的论述正确的是（

）。

答案:模型的拟合优度R-squared随变量的度量单位的变化有所改变。

答案:错以下哪些属于OLS无偏性的相关假定（）

答案:线性于参数###零条件均值###解释变量的样本有变异###随机抽样解决多重共线性的有效方法包括：()

答案:使用逐步回归将共线性的自变量自动剔除出去###增大样本容量###尝试手动剔除一些自变量，以尽量消除多重共线性Aneconomicmodelconsistsofmathematicalequationsthatdescribevariousrelationshipsbetweeneconomicvariables.

答案:对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:无偏的，有偏的Nonexperimentaldataiscalled

答案:timeseriesdata_____hasacausaleffecton_____

答案:Income;consumptionStandardizedcoefficientsarealsoreferredtoas:

答案:betacoefficientsAdatasetthatconsistsofobservationsonavariableorseveralvariablesovertimeiscalleda_____dataset

答案:timeseriesApredictedvalueofadependentvariable:

答案:representstheexpectedvalueofthedependentvariablegivenparticularvaluesfortheexplanatoryvariables.在多元回归中多增加一个自变量后，可决系数R-squared通常会：()

答案:增大Theterm‘u’inaneconometricmodelisusuallyreferredtoasthe

答案:errortermWhichofthefollowingisadifferencebetweenpanelandpooledcross-sectionaldata?

答案:Apaneldatasetconsistsofdataonthesamecross-sectionalunitsoveragivenperiodoftimewhileapooleddatasetconsistsofdataondifferentcross-sectionalunitsoveragivenperiodoftimeResidualanalysisreferstotheprocessof:

答案:examiningindividualobservationstoseewhethertheactualvalueofadependentvariablediffersfromthepredictedvalue.检验对数单位和概率单位模型中的排除性约束

(

)。

答案:其余选项都对Whichofthefollowingisthefrststepinempiricaleconomicanalysis?

答案:SpecifcationofaneconometricmodelWhichofthefollowingstatementsistrueofhypothesistesting?

答案:Arestrictedmodelwillalwayshavefewerparametersthanitsunrestrictedmodel下列哪些方法可用于异方差性的检验

答案:残差回归检验法###样本分段比较法拉格朗日乘数或得分检验，该方法只需要在虚拟假设下对约束模型进行估计。

答案:对瓦尔德检验只要求估计无约束模型。

答案:对似然比统计量是对数似然值之差的两倍

答案:对LR检验是基于无约束模型和约束模型的对数似然函数之差。其思想是，由于MLE最大化了对数似然函数，所以去掉变量一部分导到致一个较小（至少不会更大）的对数似然值。

答案:对

答案:对

答案:对

答案:错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