2021 高级计量经济学(厦门大学) 最新满分章节测试答案

文章目录[隐藏]

第三章经典线性回归模型 Quiz 1
第五章非独立样本的线性回归模型 Quiz 2
第七章工具变量回归方法 quiz3
第九章 Quiz4

本答案对应课程为:点我自动跳转查看
本课程起止时间为:2021-03-01到2021-06-11
本篇答案更新状态:已完结

第三章经典线性回归模型 Quiz 1

1、问题:Consider the following data generating process (DGP) where and are mutually independent . Find the unconditional mean .
选项：
A:0
B:1
C:5
D:2
答案: 【0】

2、问题:Consider the following data generating process (DGP) where and are mutually independent . Find the conditional mean
选项：
A:
B:
C:
D:
答案: 【】

3、问题:Consider the following data generating process (DGP) where and are mutually independent . Find the marginal effect of on,
选项：
A:
B:
C:
D:
答案: 【】

4、问题:Consider the following data generating process (DGP) where and are mutually independent . Suppose now a linear regression model where , is specified to approximate this DGP.Find the best LS approximation coefficient :
选项：
A:
B:
C:
D:
答案: 【】

5、问题:Consider the following data generating process (DGP) where and are mutually independent . Suppose now a linear regression model where , is specified to approximate this DGP.Find the best linear LS predictor
选项：
A:
B:
C:
D:
答案: 【】

6、问题:Suppose where random variables and are independent, and and Find
选项：
A:0
B:1
C:1.5
D:2
答案: 【0】

7、问题:Suppose where random variables and are independent, and and Find
选项：
A:
B:
C:
D:
答案: 【】

8、问题:Choose the assumption that is not required for the consistency of OLS estimator : for
选项：
A:
B:
C:
D:
答案: 【】

9、问题:Choose the assumption that is not required for the normality of that for any nonstochastic matrix , we have ：
选项：
A:
B:
C:
D:
答案: 【】

10、问题:Consider the following two bivariate linear regression models for the same where . Find the correct relation between two OLS estimators and
选项：
A:
B:
C:
D:
答案: 【】

11、问题:Consider the following two bivariate linear regression models for the same where . Find the correct relation between two centered , and :
选项：
A:
B:
C:
D:
答案: 【】

12、问题:Using the college GPA data on 123 college students, the following equation was estimated by OLS: where colgpa' is measured on a four-point scale,hsperc’ is the percentile in the high school graduating class (defined so that, for example, hsperc=5 means the top 5% of the class), and exam' is the combined scores on the student college entrance test. Find the correct F-statistic to conduct thetest for the null '<img src="http://edu-image.nosdn.127.net/_PhotoUploadUtils_9218eee8-74f9-4070-bb22-837aa3bbc047.png" /> neitherhsperc’ nor `exam’ has impact on college GPA’.
选项：
A:
B:
C:
D:
答案: 【】

13、问题:Assumption 3.1 ([Linearity]: ) imply a causal relationship from to .
选项：
A:正确
B:错误
答案: 【错误】

14、问题:If is i.i.d. (independently and identically distributed) random sample and for all , Assumption 3.2 ([Strict Exogeneity]) holds.
选项：
A:正确
B:错误
答案: 【正确】

15、问题:Suppose Assumptions 3.1-3.3(a) and 3.4 hold. When does not grow with , the OLS estimator is well-defined, but it is biased.
选项：
A:正确
B:错误
答案: 【错误】

16、问题:The first order condition (FOC) of OLS does not hold if Assumption 3.2 ([Strict Exogeneity] ) does not hold.
选项：
A:正确
B:错误
答案: 【错误】

17、问题:If does not contain the intercept, then the orthogonal decomposition identity no longer holds.
选项：
A:正确
B:错误
答案: 【正确】

18、问题:Consider the extended production function where is a dummy variable indicating whether firm is granted autonomy, and is the profit share of firm with the state. To test whether the production technology exhibits the constant return to scale (CRS), we setup the null hypothesis as follows: Even though there are two parameters subject to the test, T-test and F-test are available for this null hypothesis test.
选项：
A:正确
B:错误
答案: 【正确】

19、问题:The -test and associated procedures are valid even when there exists near-multicolinearity.
选项：
A:正确
B:错误
答案: 【正确】

20、问题:If the -test statistic does not reject the null hypothesis for the omitted variables ( all coefficients of omitted regressors), it implies that the linear regression model is correctly specified.
选项：
A:正确
B:错误
答案: 【错误】

第五章非独立样本的线性回归模型 Quiz 2

1、问题:Which of the following assumption is NOT required in Chapter 4?
选项：
A: is an observable i.i.d random sample.
B:Linearity, i.e., for
C:
D:
答案: 【】

2、问题:Which of the following is NOT true about Assumption 4.4, regarding ?
选项：
A:The dimension of is .
B: is nonsingular.
C:The main diagonal elements of are ‘s for
D: contains elements like
答案: 【The main diagonal elements of are ‘s for 】

3、问题:Which of the following is NOT true about in Assumption 4.5?
选项：
A: In chapter 4 we have
B:The dimension of is
C: is not symmetric
D:Assumption 4.4 can imply Assumption 4.5 under conditional homoskedasticity.
答案: 【 is not symmetric】

4、问题:The weak law of large numbers and central limit theorem in Chapter 4 can be applied to
选项：
A:Time series data with dependent observations
B:Cross-sectional data with spatial dependence
C:i.i.d random sample
D:None of the above
答案: 【i.i.d random sample】

5、问题:Which of the following is not true about Assumptions 4.1–4.5?
选项：
A:Assumptions 4.1 and 4.3 imply
B: rules out conditional heteroskedasticity