高级计量经济学及stata应用-李雪增-研究生答案-中国大学慕课

第二章 一般回归分析和模型设定

Quiz1

1、Which of the following belongs to the general methodology of modern economic research?
    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

2、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 ?
    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、

3、Econometrics has witnessed a rather rapid development in the past several decades because
    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

4、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?
    A、
    B、
    C、
    D、None of the above.

5、Which of the following is correct about the best LS approximation coefficient vector ?
    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.

6、Let be the regression disturbance defined in Chapter 2. If , with being some constant, we say that there exists conditional homoskedasticity for .

7、Let be the regression disturbance defined in Chapter 2. By definition we have .

8、Let be the regression disturbance defined in Chapter 2. It is possible that is NOT orthogonal to , i.e., .

9、Let be the regression disturbance defined in Chapter 2. It is impossible that but is a function of .

10、Econometrics is simply an application of a general theory of mathematical statistics.

11、Econometrics can help test validity of economic theories and economic hypotheses.

12、Only when is a linear function of , can we write down the linear regression model .

13、It is possible to define the the best LS approximation coefficient vector even when is a nonlinear function of .

14、The best LS approximation coefficient vector can be interpreted as the true parameter only when the linear regression model is correctly specified.

15、The linear regression model , is said to be correctly specified for if for some .

期末考试

《高级计量经济学及stata应用》期末试题

1、请回答下述问题。

2、请联系内生解释变量，回答下述问题： （1）、什么是内生解释变量？计量经济学关于内生变量的定义与宏、微观经济学有何不同？ （2）、请举例说明哪些因素会导致内生解释变量问题？ （3）、内生解释变量对经典的ols估计会产生怎样的影响？ （4）、有哪些常用估计方法可以处理内生解释变量问题？

3、请回答下述问题。

4、关于2SLS、二值选择模型以及分位数回归三种方法，请论述： 1、每种方法的基本建模思想是什么？ 2、每一种估计方法的适用条件分别是什么？