2020 微观计量经济学（侯新烁）(湘潭大学) 最新满分章节测试答案

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本课程起止时间为:2020-02-24到2020-06-22
本篇答案更新状态:已完结

第二章 一般回归分析和模型设定 Quiz1

1、 问题:Which of the following belongs to the general methodology of modern economic research?
选项：
A:Data collection and summary of empirical stylized facts.
B:Development of economic theories/models.
C:Empirical verification of economic models.
D:All of the above
答案: 【All of the above】

2、 问题:Suppose is wage and is a gender dummy variable,taking value 1 if an employee is female and value 0 if an employee is male. Which of the following is NOT correct, regarding the interpretation of the conditional expectation ?
选项：
A: can be interpreted as the average wage of a female worker
B: can be interpreted as the average wage of a male worker
C:
D:
答案: 【】

3、 问题:Econometrics has witnessed a rather rapid development in the past several decades because
选项：
A:There is a need for empirical verification of economic theory
B:More and more high quality economic and finance data are available.
C:Advance in computer technology
D:All of the above
答案: 【All of the above】

4、 问题:Suppose is an asset return and we have two different information sets and , where is a subset of so contains more information than . Which of the following is correct?
选项：
A:
B:
C:
D:None of the above.
答案: 【】

5、 问题:Which of the following is correct about the best LS approximation coefficient vector ?
选项：
A:Under some assumptions, minimizes the MSE for the class of affine functions defined in Chapter 2.
B: is a random vector.
C: is well-defined only when is linear in
D:None of the above.
答案: 【Under some assumptions, minimizes the MSE for the class of affine functions defined in Chapter 2.】

6、 问题:Let be the regression disturbance defined in Chapter 2. If , with being some constant, we say that there exists conditional homoskedasticity for .
选项：
A:正确
B:错误
答案: 【正确】

7、 问题:Let be the regression disturbance defined in Chapter 2. By definition we have .
选项：
A:正确
B:错误
答案: 【正确】

8、 问题:Let be the regression disturbance defined in Chapter 2. It is possible that is NOT orthogonal to , i.e., .
选项：
A:正确
B:错误
答案: 【错误】

9、 问题:Let be the regression disturbance defined in Chapter 2. It is impossible that but is a function of .
选项：
A:正确
B:错误
答案: 【错误】

10、 问题: Econometrics is simply an application of a general theory of mathematical statistics.
选项：
A:正确
B:错误
答案: 【错误】

11、 问题:Econometrics can help test validity of economic theories and economic hypotheses.
选项：
A:正确
B:错误
答案: 【正确】

12、 问题: Only when is a linear function of , can we write down the linear regression model .
选项：
A:正确
B:错误
答案: 【错误】

13、 问题:It is possible to define the the best LS approximation coefficient vectoreven when is a nonlinear function of .
选项：
A:正确
B:错误
答案: 【正确】

14、 问题:The best LS approximation coefficient vector can be interpreted as the true parameter only when the linear regression model is correctly specified.
选项：
A:正确
B:错误
答案: 【正确】

15、 问题:The linear regression model , is said to be correctly specified for if for some .
选项：
A:正确
B:错误
答案: 【正确】

第三章 经典线性回归模型 Quiz 2

1、 问题:The OLS estimator does NOT exist if
选项：
A: is singular
B:
C:for some
D:All of the above
答案: 【 is singular】

2、 问题:If Assumption 3.1,3.2 and Assumption 3.3(a) and 3.4 holds, which of the following is NOT true about the OLS estimator ?
选项：
A:
B:
C:
D:
答案: 【】

3、 问题:Which of the following is NOT true about the projection matrix ?
选项：
A:P is symmetric
B:
C: is also symmetric
D:
答案: 【】

4、 问题:Which of the following is NOT true about Assumption 3.2 ?
选项：
A:Assumption 3.2 implies
B:Assumption 3.2 implies, for t = 1, 2, · · · , n.
C:Assumptions 3.1 and 3.2 ensure correct model specification on for a linear regression model.
D:Assumptions 3.1 and 3.2 can NOT guarantee correct model specification on for a linear regression model.
答案: 【Assumptions 3.1 and 3.2 can NOT guarantee correct model specification on for a linear regression model.】

5、 问题:Which of the following is not true about ?
选项：
A: is always between 0 and 1
B:
C:When X contains an intercept term, is between 0 and 1
D:When X does not contain an intercept term, might be negative
答案: 【When X does not contain an intercept term, might be negative】

6、 问题:When X is NOT stochastic, is equivalent to .
选项：
A:正确
B:错误
答案: 【正确】

7、 问题:If is an independent random sample, is equivalent to for t = 1, 2, · · · , n.
选项：
A:正确
B:错误
答案: 【正确】

8、 问题:Assumption 3.4 can be written more compactly as .
选项：
A:正确
B:错误
答案: 【错误】

9、 问题:Let be the estimated residual from the OLS estimation. Wealways have .
选项：
A:正确
B:错误
答案: 【错误】

10、 问题:Let be the estimated residual from the OLS estimation. ’s are independent.
选项：
A:正确
B:错误
答案: 【错误】

11、 问题:Let be the estimated residual associated with the OLS estimator . We have under some assumptions.
选项：
A:正确
B:错误
答案: 【正确】

12、 问题:In Section 3.7, under and some assumptions, we have .
选项：
A:正确
B:错误