- Beta coefficients are always greater than standardized coefficients.
- 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。（ ）
- 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。
- The interpretation of goodness-of-ft measures changes in the presence of heteroskedasticity.
- A time series data is also called a longitudinal data set.
- 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。
- 一个计量经济模型由以下哪些部分构成
- 在多元回归中，OLS的基本假定包括：( )
- 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。 （ ）
- Which of the following tests helps in the detection of heteroskedasticity?
- A test for heteroskedasticty can be signifcant if
- The linear probability model contains heteroskedasticity unless _____.
- An empirical analysis relies on _____to test a theory.
- Two equations form a nonnested model when:
- The heteroskedasticity-robust _____ is also called the heteroskedastcity-robust Wald statistic.
- Econometrics is the branch of economics that
- Which of the following is an example of time series data?
- Weighted least squares estimation is used only when
- 当模型存在异方差现象进，加权最小二乘估计量具备
- 与其他经济模型相比，计量经济模型有如下特点
- If the calculated value of the t statistic is greater than the critical value, the null hypothesis, H0 is rejected in favor of the alternative hypothesis, H1.
- The generalized least square estimators for correcting heteroskedasticity are called weighed least squares estimators.
- Multicollinearity among the independent variables in a linear regression model causes the heteroskedasticity-robust standard errors to be large.
- 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。
- To make predictions of logarithmic dependent variables, they first have to be converted to their level forms
- 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。
- Predictions of a dependent variable are subject to sampling variation
- F statistic can be used to test nonnested models
- 在拒绝原假设时，所计算的t统计量至少和临界值一样大。（ ）
- 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。
- A cross-sectional data set consists of observations on a variable or several variables over time.
- 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。
- 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。（ ）
- 异方差性将导致
- 下列计量经济分析中那些很可能存在异方差问题
- 关于F统计量的论述正确的是（ ）。
- 模型的拟合优度R-squared随变量的度量单位的变化有所改变。
- 以下哪些属于OLS无偏性的相关假定（ ）
- 解决多重共线性的有效方法包括：( )
- An economic model consists of mathematical equations that describe various relationships between economic variables.
- Which of the following correctly identifies a limitation of logarithmic transformation of variables?
- Which of the following models is used quite often to capture decreasing or increasing marginal effects of a variable?
- A variable is standardized in the sample
- Which of the following statements is true of confdence intervals?
- What will you conclude about a regression model if the Breusch-Pagan test results in a small p-value?
- Which of the following is true of experimental data?
- Nonexperimental data is called
- _____ has a causal effect on _____
- Standardized coefficients are also referred to as:
- A data set that consists of observations on a variable or several variables over time is called a _____ data set
- A predicted value of a dependent variable:
- 在多元回归中多增加一个自变量后，可决系数R-squared通常会：( )
- The term ‘u’ in an econometric model is usually referred to as the
- Which of the following is a difference between panel and pooled cross-sectional data?
- Residual analysis refers to the process of:
- 检验对数单位和概率单位模型中的排除性约束 ( )。
- Which of the following is the frst step in empirical economic analysis?
- Which of the following statements is true of hypothesis testing?
- 下列哪些方法可用于异方差性的检验
- 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。
- 瓦尔德检验只要求估计无约束模型。
- 似然比统计量是对数似然值之差的两倍
- 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。
- 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?
- 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?
- Which of the following correctly represents the equation for adjusted R2? ( )
- 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. ( )
- Which of the following is a statistic that can be used to test hypotheses about a single population parameter?
- Which of the following correctly identifies a reason why some authors prefer to report the standard errors rather than the t statistic?
- 在多元回归中，即使模型存在完全共线性问题，依旧可以运用OLS进行估计。
- 误差方差越大意味着方程中的“噪音”越多，对于给定的因变量y，可以通过在方程中增加更多的解释变量，来减少误差方差。
- 过原点回归OLS残差的样本平均值为0。
- 如果多元回归分析中包含了一个或多个无关变量，并不会影响到OLS估计的无偏性。
- 一般地，仅改变自变量自身的度量单位，不会影响截距估计值。（ ）
- 在线性模型中，被解释变量和解释变量必须为线性形式。（ ）
- 一个计量经济模型中，可作为解释变量的有
- 计量经济模型的应用在于
答案:错
答案:对
答案:对
答案:错
答案:错
答案:对
答案:方程式###随机误差项###参数###变量
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
答案:对
答案:The Breusch-Pagan test
答案:the functional form of the regression model is misspecifed
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