計(jì)量經(jīng)濟(jì)學(xué)（山東財(cái)經(jīng)大學(xué)）智慧樹知到課后章節(jié)答案2023年下山東財(cái)經(jīng)大學(xué)

計(jì)量經(jīng)濟(jì)學(xué)（山東財(cái)經(jīng)大學(xué)）智慧樹知到課后章節(jié)答案2023年下山東財(cái)經(jīng)大學(xué)山東財(cái)經(jīng)大學(xué)

第一章測(cè)試

計(jì)量經(jīng)濟(jì)學(xué)是以下哪些學(xué)科相結(jié)合的綜合性學(xué)科

A:經(jīng)濟(jì)統(tǒng)計(jì)學(xué)B:任意角度C:數(shù)理經(jīng)濟(jì)學(xué)D:統(tǒng)計(jì)學(xué)E:經(jīng)濟(jì)學(xué)

答案:任意角度;統(tǒng)計(jì)學(xué);經(jīng)濟(jì)學(xué)

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

A:方程式B:隨機(jī)誤差項(xiàng)C:參數(shù)D:虛擬變量E:變量

答案:方程式;隨機(jī)誤差項(xiàng);參數(shù);變量

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)

A:動(dòng)態(tài)性B:確定性C:經(jīng)驗(yàn)性D:靈活性E:隨機(jī)性

答案:動(dòng)態(tài)性;經(jīng)驗(yàn)性;隨機(jī)性

一個(gè)計(jì)量經(jīng)濟(jì)模型中，可作為解釋變量的有

A:控制變量B:內(nèi)生變量C:滯后變量D:聯(lián)合收獲型E:外生變量

答案:控制變量;內(nèi)生變量;滯后變量;聯(lián)合收獲型;外生變量

計(jì)量經(jīng)濟(jì)模型的應(yīng)用在于

A:設(shè)定和檢驗(yàn)?zāi)Ｐ虰:經(jīng)濟(jì)預(yù)測(cè)C:檢驗(yàn)和發(fā)展經(jīng)濟(jì)理論D:結(jié)構(gòu)分析E:政策評(píng)價(jià)

答案:經(jīng)濟(jì)預(yù)測(cè);檢驗(yàn)和發(fā)展經(jīng)濟(jì)理論;結(jié)構(gòu)分析;政策評(píng)價(jià)

第二章測(cè)試

一般地，僅改變自變量自身的度量單位，不會(huì)影響截距估計(jì)值。（

）

A:錯(cuò)B:對(duì)

答案:對(duì)

在線性模型中，被解釋變量和解釋變量必須為線性形式。（

）

A:錯(cuò)B:對(duì)

答案:錯(cuò)

女性受教育程度（educ）對(duì)生育率(kids)影響的回歸方程為

,其中為誤差項(xiàng)。年齡、收入、家庭背景都可能包含在誤差項(xiàng)中，但它們必須與受教育程度無(wú)關(guān)。（

）

A:錯(cuò)B:對(duì)

答案:錯(cuò)

屬于線性回歸。（

）

A:錯(cuò)B:對(duì)

答案:對(duì)

自變量可以為相同的常數(shù)。（

）

A:對(duì)B:錯(cuò)

答案:錯(cuò)

第三章測(cè)試

過(guò)原點(diǎn)回歸OLS殘差的樣本平均值為0。

A:對(duì)B:錯(cuò)

答案:錯(cuò)

在多元回歸中，沒(méi)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。

A:對(duì)B:錯(cuò)

答案:對(duì)

在多元回歸中，即使模型存在完全共線性問(wèn)題，依舊可以運(yùn)用OLS進(jìn)行估計(jì)。

A:對(duì)B:錯(cuò)

答案:錯(cuò)

如果多元回歸分析中包含了一個(gè)或多個(gè)無(wú)關(guān)變量，并不會(huì)影響到OLS估計(jì)的無(wú)偏性。

A:錯(cuò)B:對(duì)

答案:對(duì)

誤差方差越大意味著方程中的“噪音”越多，對(duì)于給定的因變量y，可以通過(guò)在方程中增加更多的解釋變量，來(lái)減少誤差方差。

A:對(duì)B:錯(cuò)

答案:對(duì)

第四章測(cè)試

Whichofthefollowingisastatisticthatcanbeusedtotesthypothesesaboutasinglepopulationparameter?

A:tstatisticB:DurbinWatsonstatisticC:FstatisticD:χ2statistic

答案:tstatistic

Whichofthefollowingstatementsistrueofconfdenceintervals?

A:ConfdenceintervalsinaCLMarealsoreferredtoaspointestimatesB:ConfidenceintervalsinaCLMprovidearangeoflikelyvaluesforthepopulationparameterC:ConfidenceintervalsinaCLMcanbetrulyestimatedwhenheteroskedasticityispresent.D:ConfidenceintervalsinaCLMdonotdependonthedegreesoffreedomofadistribution.

答案:ConfidenceintervalsinaCLMprovidearangeoflikelyvaluesforthepopulationparameter

Whichofthefollowingstatementsistrueofhypothesistesting?

A:OLSestimatesmaximizethesumofsquaredresiduals.B:Atestofsinglerestrictionisalsoreferredtoasajointhypothesestest.C:ThettestcanbeusedtotestmultiplelinearrestrictionsD:Arestrictedmodelwillalwayshavefewerparametersthanitsunrestrictedmodel

答案:Arestrictedmodelwillalwayshavefewerparametersthanitsunrestrictedmodel

Whichofthefollowingcorrectlyidentifiesareasonwhysomeauthorsprefertoreportthestandarderrorsratherthanthetstatistic?

A:Havingstandarderrorsmakesiteasiertocomputeconfdenceintervals.B:Standarderrorsarealwayspositive.C:StandarderrorscanbeuseddirectlytotestmultiplelinearregressionsD:TheFstatisticcanbereportedjustbylookingatthestandarderrors.

答案:Havingstandarderrorsmakesiteasiertocomputeconfdenceintervals.

Whichofthefollowingstatementsistrue?

A:TheFstatisticismore?exiblethanthetstatistictotestahypothesiswithasinglerestriction.B:TheFstatisticisalwaysnonnegativeasSSRrisneversmallerthanSSRur.C:Degreesoffreedomofarestrictedmodelisalwayslessthanthedegreesoffreedomofanunrestrictedmodel.D:IfthecalculatedvalueofFstatisticishigherthanthecriticalvalue,werejectthealternativehypothesisinfavorofthenullhypothesis.

答案:TheFstatisticisalwaysnonnegativeasSSRrisneversmallerthanSSRur.

Ifthecalculatedvalueofthetstatisticisgreaterthanthecriticalvalue,thenullhypothesis,H0isrejectedinfavorofthealternativehypothesis,H1.

A:對(duì)B:錯(cuò)

答案:對(duì)

第五章測(cè)試

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?

A:If

bank

credit

increases

by

1%,

gdp

increases

by

log(0.527)%,

the

level

of

FDI

remaining

constant.B:If

gdp

increases

by

1%,

bank

credit

increases

by

log(0.527)%,

the

level

of

FDI

remaining

constant.C:If

bank

credit

increases

by

1%,

gdp

increases

by

0.527%,

the

level

of

FDI

remaining

constant.D:If

gdp

increases

by

1%,

bank

credit

increases

by

0.527%,

the

level

of

FDI

remaining

constant.

答案:If

bank

credit

increases

by

1%,

gdp

increases

by

0.527%,

the

level

of

FDI

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?

A:If

FDI

increases

by

1%,

gdp

increases

by

approximately

24.8%,

the

amount

of

bank

credit

remaining

constant.B:If

FDI

increases

by

1%,

gdp

increases

by

approximately

26.5%,

the

amount

of

bank

credit

remaining

constant.C:If

FDI

increases

by

1%,

gdp

increases

by

approximately

22.2%,

the

amount

of

bank

credit

remaining

constant.D:If

FDI

increases

by

1%,

gdp

increases

by

approximately

52.7%,

the

amount

of

bank

credit

remaining

constant.

答案:If

FDI

increases

by

1%,

gdp

increases

by

approximately

24.8%,

the

amount

of

bank

credit

remaining

constant.

Which

of

the

following

correctly

represents

the

equation

for

adjusted

R2?

(

)

A:.

B:.

C:.D:

答案:.

在多元回歸中，調(diào)整后的決定系數(shù)與決定系數(shù)的關(guān)系為

（

）

A:B:

C:與的關(guān)系不能確定D:

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

statistic

of

the

new

variable

is

greater

than

one.

(

)

A:錯(cuò)B:對(duì)

答案:對(duì)

第六章測(cè)試

在本身是離散的情況下，把虛擬變量加入回歸方程，對(duì)于在平均意義下解釋回歸變量沒(méi)有影響。（

）

A:對(duì)B:錯(cuò)

答案:對(duì)

當(dāng)是一個(gè)模型的因變量時(shí)，將虛擬變量的系數(shù)乘以100，可解釋為在保持所有其他因素不變情況下的百分?jǐn)?shù)差異。（

）

A:對(duì)B:錯(cuò)

答案:對(duì)

一般地，如果是一個(gè)虛擬變量（比方說(shuō)）的系數(shù)，那么，當(dāng)是因變量時(shí)，在時(shí)預(yù)測(cè)的相對(duì)于在時(shí)預(yù)測(cè)的，精確的百分?jǐn)?shù)差異為

。

（

）

A:對(duì)B:錯(cuò)

答案:對(duì)

F統(tǒng)計(jì)量計(jì)算公式為：

。

（

）

A:對(duì)B:錯(cuò)

答案:對(duì)

春夏秋冬四季做為虛擬變量時(shí)，是可以把四季虛擬變量直接帶入的回歸方程中的。

（

）

A:錯(cuò)B:對(duì)

答案:錯(cuò)

第七章測(cè)試

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)。

A:對(duì)B:錯(cuò)

答案:對(duì)

瓦爾德檢驗(yàn)只要求估計(jì)無(wú)約束模型。

A:對(duì)B:錯(cuò)

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(jiǎn)單變換后實(shí)質(zhì)上就是F統(tǒng)計(jì)量。

A:錯(cuò)B:對(duì)

答案:對(duì)

LR檢驗(yàn)是基于無(wú)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。

A:錯(cuò)B:對(duì)

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

A:對(duì)B:錯(cuò)

答案:對(duì)

第八章測(cè)試

下列計(jì)量經(jīng)濟(jì)分析中那些很可能存在異方差問(wèn)題

A: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B:任意角度C: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D: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E: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

答案