北大《计量经济学》博士研究生入学试题
北京大学经济学原理历年考研真题及答案共5套!
北京大学1998年研究生入学考试试题考试科目:经济学原理 考试时间:1998年1月17日下午 招生专业:经济学院各专业及人口所部分专业 研究方向:政治经济学1.马克思是如何从“20匹麻布=1件上衣”来分析相对价值形式的量的规定性的?(10分) 2.在马克思的理论中,是如何分析“G —W ”的? (8分)3.马克思在《资本论》中将农业中级差地租的总和称之为“虚假的社会价值”,为什么?(5分)4.什么是金融资本?(2分)5.如何理解中共十五大关于公有制实现形式多样化的论调?(10分)6.现代企业制度的基本内容是什么?谈谈你对中国国有企业改革的基本想法。
(15分)宏观经济学一、新古典宏观经济学和凯恩斯主义在理论基本假设上的主要区别是什么?(4)二、在经济复苏时期,凯恩斯主义者在财政政策和货币政策的使用上是否有所侧重?为什么?(5分)三、货币创造乘数的大小受到哪些因素的影响?(6分)四、请说明公债在宏观经济政策中的地位和作用。
(10分)微观经济学一、论述题1.利用图说明“吉芬之谜”的答案。
(8分)2.说明寡头市场弯折的需求曲线模型。
(9分)二、计算题(8分)已知某完全竞争厂商的短期生产函数为Q=L 0.5K 0.5,生产要素资本的价格P K =8,厂商在边际替代率MRTS LK =0.25时实现最大利润。
求:(1)该厂商所面临的生产要素劳动的价格P L ;(2)当成本C=3200时,该厂商实现最大产量的均衡L 、K 和Q 值。
答案部分北京大学1998年研究生入学考试试题考试科目:经济学原理 考试时间:1998年1月17日下午 招生专业:经济学院各专业及人口所部分专业 研究方向:政治经济学1.马克思是如何从“20匹麻布=1件上衣”来分析相对价值形式的量的规定性的?(10分)答:“20匹麻布=1件上衣”是简单价值形式的表达。
在这种价值形式中,等式两端的商品所处的地位和作用是不同的。
其中左边的商品处于主动地位,要求把自己的价值相对的表现在另一种商品上为相对价值形式;而右边的商品则处于被动地位,是等价物,起着表现左边商品的价值的作用,因此叫等价形式。
1996-2013年北京大学经济学院研究生入学18年考研真题试题(共18套)
1996-2013年北京大学经济学院研究生入学18年考研真题试题
目录
2013年北京大学经济学综合考研真题 (2)
2012年北京大学经济学综合考研真题 (4)
2011年北京大学经济学综合考研真题 (6)
2010年北京大学经济学综合考研真题 (7)
2009年北京大学经济学综合考研真题 (8)
2008年北京大学经济学综合考研真题 (9)
2007年北京大学经济学综合考研真题 (10)
2006年北京大学经济学综合考研真题 (11)
2005年北京大学经济学综合考研真题 (12)
2004年北京大学经济学综合考研真题 (13)
2003年北京大学经济学综合考研真题 (14)
2002年北京大学经济学综合考研真题 (15)
2001年北京大学经济学综合考研真题 (16)
2000年北京大学经济学综合考研真题 (17)
1999年北京大学经济学综合考研真题 (18)
1998年北京大学经济学综合考研真题 (19)
1997年北京大学经济学综合考研真题 (20)
1996年北京大学经济学综合考研真题 (21)
2013年北京大学经济学综合考研真题
2012年北京大学经济学综合考研真题
微观经济学
1
2
宏观经济学
1
2
政治经济学1
2
1997年北京大学经济学综合考研真题
1996年北京大学经济学综合考研真题
21。
北京大学博士研究生入学考试英语试题
北京大学2008年博士研究生入学考试英语试题(总分100, 考试时间180分钟)Part One: Listening Comprehension略Part Two: Structure and Written Expression (20%)Directions: For each question decide which of the four choices given will most suitably complete the sentence if inserted at the place marked. Mark your choices on the ANSWER SHEET.Part Three: Reading ComprehensionI.Directions: Each of the following three passages is followed by some questions. For each question four answers are given. Read the passages carefully and choose the best answer to each question. Mark your choices on the ANSWER SHEET. (10%)II.Directions: Read the following passage carefully and then explain in your own English the exact meaning of the numbered and underlined parts. Put your answers on ANSWER SHEET (2). (15%)Part Four: Cloze Test (10%)Directions: Read the following passage carefully and then fill in each numbered blank with ONE suitable word to complete the passage. Put your answers on ANSWER SHEET (2).Part Five: Proofreading (10%)Directions: In the following passage, there are altogether 10 mistakes, ONE in each numbered and underlined part. You may have to change a word, add a word, or just delete a word. If you change a word, cross it with a slash (/) and write the correct word beside it. If you add a word, write the missing word between the words (in brackets) immediately before and after it. If you delete a word, cross it out with a slash (/). Put your answers on ANSWER SHEET (2). Examples: eg. 1 (66) The meeting begun 2 hours ago.Correction put on the ANSWER SHEET (2):(66) begun beganeg.2 (67) Scarcely they settled themselves in their seats in the theatre when the curtain went up. Correction put on the ANSWER SHEET (2):(67)(Scarcely) had (they)eg. 3 (68) Never will I not do it again.Correction put on the ANSWER SHEET (2):(68) notPart Six: Writing (15%)Directions: Read the following paragraph and then write a response paper of about 250 to 300 words. Write it neatly on ANSWER SHEET (2).答案:21-25范文。
北大经济学院博士试题
经典线性回归的假设及结论;
②,怀特检验的内容;
③,已知R,自由度,样本量和回归系数常数项的标准差来估计回归斜率的取值范围;
④,就是均方误,完全没看过的一个概念;
⑤,一致性的问题,具体记不清了;
其他的好多记不清了,大概内容有:联立方程组的考察,面板数据的固定效应估计;自相关的GLS估计等。
计量
2010年
1、古典假设
2、Durbin-Waton检验的使用范围
3、关于内生性的分析题
4、关于面板的分析题
5、关于多元回归中部分参数为零的假设检验的应用,用的是Chow检验等。
简单的说明即可,不要求证明。
6、(1)极大似然估计的应用中的probit或logit的证明,这道题目我没
有做出来,丢了10分,惭愧啊.....格林的书上专门有几章在讲极大似
然估计,建议好好看看哈。
(2)最小二乘估计中残差和为零的证明,这在陈东的讲义中有提及。
(3)还有一道证明题我记不清了,但是都是极为简单的,不用担心。
2011年
1、计量经济学研究的步骤
2、异方差产生的原因及解决办法
3、VAR与格兰杰检验的关系
4、多元回归分析中的问题
5、自适应预期模型
6、局部调整模型
7、考伊克模型
8、误差修正模型
9、最小二乘估计中的残差和等于零
2005年
共三大题,
第一题概念题,20分,随机变量的数学期望和方差问题,记得不是太清楚了
第二题为证明最小二乘法估计量的无偏性,一致性和有效性。
分数45分
第三题为联立方程组的识别与工具变量法计算问题,35分。
计量经济学题库及答案
计量经济学题库一、单项选择题(每小题1分)1.计量经济学是下列哪门学科的分支学科(C)。
A.统计学B.数学C.经济学D.数理统计学2.计量经济学成为一门独立学科的标志是(B)。
A.1930年世界计量经济学会成立B.1933年《计量经济学》会刊出版C.1969年诺贝尔经济学奖设立D.1926年计量经济学(Economics)一词构造出来3.外生变量和滞后变量统称为(D)。
A.控制变量B.解释变量C.被解释变量D.前定变量4.横截面数据是指(A)。
A.同一时点上不同统计单位相同统计指标组成的数据B.同一时点上相同统计单位相同统计指标组成的数据C.同一时点上相同统计单位不同统计指标组成的数据D.同一时点上不同统计单位不同统计指标组成的数据5.同一统计指标,同一统计单位按时间顺序记录形成的数据列是(C)。
A.时期数据B.混合数据C.时间序列数据D.横截面数据6.在计量经济模型中,由模型系统内部因素决定,表现为具有一定的概率分布的随机变量,其数值受模型中其他变量影响的变量是( A )。
A.内生变量B.外生变量C.滞后变量D.前定变量7.描述微观主体经济活动中的变量关系的计量经济模型是( A )。
A.微观计量经济模型B.宏观计量经济模型C.理论计量经济模型D.应用计量经济模型8.经济计量模型的被解释变量一定是( C )。
A.控制变量B.政策变量C.内生变量D.外生变量9.下面属于横截面数据的是( D )。
A.1991-2003年各年某地区20个乡镇企业的平均工业产值B.1991-2003年各年某地区20个乡镇企业各镇的工业产值C.某年某地区20个乡镇工业产值的合计数D.某年某地区20个乡镇各镇的工业产值10.经济计量分析工作的基本步骤是( A )。
A.设定理论模型→收集样本资料→估计模型参数→检验模型B.设定模型→估计参数→检验模型→应用模型C.个体设计→总体估计→估计模型→应用模型D.确定模型导向→确定变量及方程式→估计模型→应用模型11.将内生变量的前期值作解释变量,这样的变量称为( D )。
北大经院考博历年真题
北京大学历年试题微观99年1.利用图简要说明拟线性偏好情况下的收入-消费曲线(即收入提供线)和恩格尔曲线的特征(3分)。
2.求生出函数LK KL Q +=5的长期生产扩展线函数(3)。
3.证明一次齐次等替代(CES )产出函数和柯布-道格拉斯生出函数之间的关系(6)。
4.假定某寡头市场有两个厂商:厂商A 是领导者,它的反需求函数为P 1=80-4Q 1-Q 2,成本函数为2115.3Q C =,其中Q 1和Q 2分别表示厂商A 和厂商B 的产量。
厂商B 是追随者,它力图保持1/3的市场份额。
求:(1)厂商A 的最优价格和产量;(2)厂商B 的产量。
(6)5.考虑由两个人、两种商品构成的纯交换经济系统。
已知该经济系统中给定的两商品的总量分别为1X 和2X ,A 、B 两人的效用函数分别为21A A A X X U α=,21B B B X X U β=,且111X X X B A =+,222X X X B A =+(其中)1A X 、2A X 分别表示A 所拥有的两种商品的数量,1B X 、2B X 分别表示B 所拥有的两种商品数量。
求作为1A X 和2A X 的函数的交换契约曲线方程(7)。
2000一、 说明一次齐次生产函数的利润最大化的解的特征。
(4)二、 再完全替代偏好的情况下,假定商品1和商品2的固定替代比例为2:1。
画出相应的价格提供曲线(即价格-消费曲线)和商品的需求曲线)(111p x x =。
(4)三、 什么是显示偏好弱公理并举一个例子说明对该公理的应用。
(4)四、 简述你对博弈论中“囚徒困境”模型的意义的理解。
(6)五、 什么是福利经济学第一定理和福利经济学第二定理并简述你对这两个定理的含义的理解。
(7)20011.简要论述信息不对称条件下的逆向选择和道德风险问题对市场效率的影响及其应对的对策。
(10)2.区分马歇尔非补偿需求曲线与希克斯补偿需求曲线。
(7)3.已知某垄断厂商面临的需求曲线Q =-,他的短期边际成本函数SMC =。
北京大学经济学院计量经济学考博真题-参考书-导师-笔记-报录比-育明考博
育明考博咨询电话400-668-6978QQ:493371626 2015北大考博QQ交流群105619820英语群335488903专业课群157460416北京大学经济学院计量经济学考博真题-参考书-导师-笔记-报录比一、北京大学经济学院考博资讯(一)、初试科目(笔试):(1)外语(2)经济学基础(宏观经济学、微观经济学、马克思主义经济学原理及应用)。
(3)经济计量学(含概率与统计)。
(二)、复试:由各专业组织,具体情况如下:1.复试时间:一般在4月中旬,具体时间以当年的复试通知为准。
2.复试形式及内容:复试形式:口试复试内容:(1)考生自我介绍:学历、工作经历、研究方向、科研成果及其主要成就等;(2)现场回答专业知识;(3)用外语回答有关提问;3.复试时间:约30分钟。
4.复试为差额复试。
初试成绩占录取成绩的70%,复试成绩占录取成绩的30%;复试成绩必须达到60分。
5.复试时请出示有效证件及复试通知书;6.复试时不得迟到,不能携带任何资料。
7.复试成绩按百分制计;分数构成:(1)答题的完整性(要点的全面性):0-30分;(2)答题的深度性(分析的深度、前沿性等):0-20分;(3)知识面的宽度(回答问题时展现出的相关知识):0-10分;(4)答题过程中展现出的逻辑思维能力和反应能力:0-10分;(5)语言表达能力(中文、外语):0-30分。
(三)、参考书计量经济学:对于一般同学:以本科计量经济学为主,有精力可以看高级计量。
主要看本科计量的课件及课后习题,其次看本科教材的课后习题答案,注意本科的计量要求有一定的概率论基础。
然后看高级计量的课件及课后习题,其次看高级计量教材的课后习题答案。
对于时间紧的同学:主要看本科计量的课件及课后习题,其次看本科教材的课后习题答案。
1.北京大学经济学院计量经济学课件、习题及答案(本科的计量经济学)★★★★★2.北京大学经济学院计量经济学教材(本科的计量经济学)★★★★★3.北京大学经济学院计量经济学教材答案(本科的计量经济学)★★★★★4.高级计量经济学教材中、英文版(研究生的计量经济学)5.高级计量经济学教材中、英文版习题答案(研究生的计量经济学)★★★6.高级计量经济学课件(研究生的计量经济学)★★★7.高级计量经济学课后习题及答案(研究生的计量经济学)★★★二、北京大学考博英语内容、题型从13年开始,经院自主命题英语试卷。
北京大学2004年博士研究生入学考试试题.doc
北京大学2004年博士研究生入学考试试题Part One Listening Comprehension (略)Part Two Structure and Written ExpressionDirections: In each question decide which of the four choices given will most suitably completethe sentence if inserted at the place marked. Put the letter of your choice on the ANSWER SHEET.(20%)41. The beauty of the reflected images in the limpid pool was the poignant beauty of things thatare__________, existing only until the sunset.A. equitableB. ephemeralC. euphoniousD. evasive42. Brooding and hopelessness are the__________of Indians in the prairie reservations most of thetime.A. occupationsB. promisesC.frustrations D. transactions43. What__________about that article in the newspaper was that its writer showed an attitude coolenough, professional enough and, therefore, cruel enough when facing that disaster-stricken family.A. worked me outB. knocked me outC. brought me upD. put me forward44. __________considered the human body aesthetically satisfactory.A. Neither prehistoric cave man nor late-industrial urban manB. Nor prehistoric cave man or late-industrial urban manC. No prehistoric cave man nor late-industrial urban manD. Neither prehistoric cave man or late-industrial urban man45. Not until the 1980's__________in Beijing start to find ways to preserve historic buildings from destruction.A. some concerned citizensB. some concerning citizensC. did some concerning citizensD. did some concerned citizens46. The buttocks are__________most other parts in the body.A. likely less to cause fatal damage thanB. likely less causing fatal damage toC. less likely to cause fatal damage thanD. less likey to cause fatal damage to47. The concept of internet,__________has intrigued scientists since the mid-20th century.A. the transmission of images, sounds and messages over distancesB. transmitting of images, sounds and messages along distancesC. to transmit images, sounds and messages on distanceD. the transmissibility of images, sounds and messages for distances48. Because of difficulties in getting a visa, the students had to__________the idea of applyingfor study in the United States.A. reduce B.yield C. relinquish D. waver49. His request for a day off__________by the manager of the company.A. was turned offB. was turned downC. was put downD. was put away50. The index of industrial production__________last year.A. raised up by 4 per centB. rose up with 4 per centC.arose up with 4 per centD. went up by 4 per cent51. Please__________if you ever come to Sydney.A. look at meB. look me upC. look me outD. look to me52. British hopes of a gold medal in the Olympic Games s uffered__________yesterday, when Hunter failed to qualify during the preliminary heats.A. a sharp set-backB. severe set-backC. a severe blown-upD. sharp blown-up53. By the end of the year 2004, he__________in the army for 40 years.A. will have servedB. will serveC. will be servingD. will be served54. __________there was an epidemic approaching, Mr. Smith__________the invitation to visit thatarea.A. If he knew, would have declinedB. If he had known, would declineC. Had he known, would declineD. Had he known, would have declined55. In the dark they could not see anything clear, but could__________.A. hear somebody mournB. hear somebody mourningC. hear somebody mournedD. hear somebody had been mourning56. The team leader of mountain climbers marked out__________.A. that seemed to be the best routeB. what seemed to be the best routeC. which seemed to be the best routeD. something that to be the best route57. The scheme was so impracticable that I refused even__________.A. to consider supporting itB. considering to support itC. to considering to support itD. considering supporting it58. Among the first to come and live in North America__________, who later prospered mainly in NewEngland.A. had been Dutch settlersB. Dutch settlers were thereC. were Dutch settlersD. Dutch settlers had been there59. The cargo box has a label__________on it. Please handle it with care.A. “flexible”B.“break” C.“fragile” D. “stiff”60. __________we wish him prosperous, we have objections to his ways of obtaining wealth.A. Much asB. As muchC. More asD. As well asPart Four Cloze TestDirections: Fill in each numbered blank in the following passage with ONE suitable word to complete the passage. Put your answers on the ANSWER SHEET. (10%)Flowers for the DeadSince flowers symbolize new life, it may seem inappropriate to have them at funerals. Yet peoplein many cultures top coffins or caskets with wreaths and garlands and put blossoms on the gravesof the (76) __________. This custom is part of a widespread, long-lived pattern. Edwin Daniel Wolffspeculated that floral tributes to the dead are an outgrowth of the grave goods of ancient(77)__________. In cultures that firmly believed in an (78)__________, and believed further thatthedeparted could enter that afterlife only (79) __________they took with them indications of theirworldly status, it was a necessity to bury the dead with material goods: hence the wives and animals that were killed to accompany (80)__________rulers, the riches (81)__________with Egyptian pharaohs, and the coins that Europeans used to place on the departed person's eyes as payment for the Stygianferryman. In time, as economy modified tradition, the actual (82)__________goods were replaced(83)__________symbolic representations. In China, for example, gold and silver paper became astand-in (84)__________real money. Eventually even the symbolic significance became obscured. Thus, Wolff said, flowers may be the (85)__________step in “three well-marked stages of offerings to the dead: the actual object, its substitute in various forms, and —finally —mere tributes of respect.”Part Five ProofreadingDirections: This part consists of a short passage. In this passage, there are altogether 10mistakes, one in each underlined sentence or part of a sentence. You may have to change a word, adda word or just delete a word. If you change a word, cross it out with a slash (\) and write the correct word near it. If you add a word, write the missing word between the words (in brackets) immediatelybefore and after it. If you delete a word, cross it out with a slash (\). Put your answers on theANSWER SHEET. (10%)Examples:e.g.1 (86) The meeting begun 2 hours ago.Correction in the ANSWER SHEET: (86) begun begane.g.2 (87) Scarcely they settled themselves in their seats in the theatre when the curtains wentup.Correction in the ANSWER SHEET: (87) (Scarcely) had (they)e.g.3 (88) Never will I not do it again.Correction in the ANSWER SHEET: (88) not(86) Homes could start been connected to the Internet through electrical outlets. (87) In this way,consumers and business may find easier to make c heaper telephone calls under new r ules that the Federal Communications Commission began preparing on Thursday. (88) Taking together, the new rules couldprofoundly affect the architecture of the Internet and the services it provides. (89) They also have enormous implications for consumers, the telephone and energy industries, equipment manufacturers. Michael K. Powell, the F. C. C. chairman, and his two Republican colleagues on the five-membercommission said that (90) a 4-to-1 vote on Thursday to allow a small company providingcomputer-to-computer phone connections to operate in different rules from ordinary phonecompanies, would ultimately transform the telecommunications industry and the Internet. (91) “This is a reflecting of the commission's commitment to bring tomorrow's technology to consumers today,” said Mr. Powell. He added that (92)the rules governing the new phone services sought to make themas wide available as e-mail, (93) and possibly much less expensive than traditional phones, and given their lower regulatory costs. At the same time, (94) once while the rules allowing delivery of theInternet through power lines are completed, (95) companies could provide consumers with the abilityto plug their modems directly into wall sockets, just like they do with a toaster, or a desk lamp.Part Six WritingDirections: Write a short composition of about 250 to 300 words on the topic given below. Andwrite the composition on the ANSWER SHEET. (15%)Topic: Epidemic Diseases and Public Health Crises试题详解Part One Listening Comprehension(略)Part Two Structure and Written Expression41. B 42. A 43. B 44. A 45. D 46. C 47. A 48. C 49. B 50. D51. B 52. A 53. A 54. D 55. B56. B 57. A 58. C 59. C 60. APart Three Reading ComprehensionⅠ.Passage One61. C 62. C 63. A 64. CPassage Two65. D 66. B 67. APassage Three68. B 69. D 70. BⅡ.(71) If you are seriously ill, it's good for you not to be panic and depressed.(72) Medical researchers, among whom Galen, an ancient Greek doctor, is the first one, have foundout that depression can not only result in other illness but also aggravate existing ones.(73) Once they know what illness they've got, they get worse.(74) For most people, it's difficult to accept the terrible fact and remain sensible, but we shouldat least have confidence in ourselves.(75) Even if you get a HIV diagnosis, it is still possible for you to avoid the outbreak.Part Four Cloze Test(76) dead (77) traditions (78) afterlife (79) if(80) the (81) or(82) grave (83) by (84) for(85)lastPart Five Proofreading(86) been being (87) (finD. it (easier) (88) taking Taken(89) (industries), and (equipment) (90) in under(91) reflecting reflection(92) wide widely (93) and given given (94) while (95) like asPart Six WritingEpidemic Diseases and Public Health CrisesWhen S ARS epidemic swept across China and stirred up even the entire globe last year, people finally came to realize the concept of public health crises, which in reality have already affected our life in various ways. Why didn't we recognize this until our life has been endangered? Surely, epidemicdiseases as a kind of public health crises, have contributed to people's perception of public health crises.Public health itself is not new, but the term ”public health crises “has been fresh for most people in China. It includes not only outbreaks of diseases, but also water erosion, deforestation,desertification and many other problems which mankind as a whole must face. Ever since the industrial revolution and great economic expansion, people's life has been challenged in one way or anotherdue to lots of irresponsible behaviors of mankind. Most of the time, people have accustomed to their ordinary way of life and do not spare time in comprehending the imminent crises.On the other hand, epidemic outbreaks always take on a very severe outlook and thus pose direct dangers to common people. They affect people's daily activities and even their lives, and that is why theycan successfully arouse people's concerns about their own health. To some extent, our awareness ofour dining habits and carelessness in protecting the environment can be attributed to the outbreakof some epidemics, like SARS and bird flu.We s hould all be gratitude for this awareness brought about by some e pidemics. As China and the world's economy continue to expand, governments and people are fully aware that some measures have to betaken to fend off any possible danger to public health.A. is to send them to clinicsB. offers recapture of earlier experiencesC. is in the provision of clockwork toys and trainsD. is to capture them before they are sufficiently experienced47. The child in the nursery__________.A. quickly learns to wait for foodB. doesn't initially sleep and wake at regular intervalsC. always accepts the rhythm of the world around themD. always feels the world around him is warm and friendly48. The encouragement of children to achieve new skills__________.A. can never be taken too farB. should be left to school teachersC. will always assist their developmentD. should be balanced between two extremes49. Jigsaw puzzles are__________.A. too difficult for childrenB. a kind of building-block toyC. not very entertaining for adultsD. suitable exercises for parent-child cooperation50. Parental controls and discipline__________.A. serve a dual purposeB. should be avoided as much as possibleC. reflect the values of the communityD. are designed to promote the child's happinessQuestions 51 to 55 are based on the following passage:More than half of all Jews married in U. S. since 1990 have wed people who aren't Jewish. Nearly480, 000 Americanhildren under the age of ten have one Jewish and one non-Jewish parent. And, if a survey compiledby researchers at the University of California at Los Angeles is any indication, it's almost certain that m ost of these children will not identify themselves as “Jewish” when they get older.That survey asked college freshmen, who are usually around age 18, about their own and their parents' religious identities. Ninety-three percent of those with two Jewish parents said they thought ofthemselves as Jewish. But when the father wasn't Jewish, the number dropped to 38 percent, and whenthe mother wasn't Jew, just 15 percent of the students said they were Jewish, too.“I think what was surprising was just how lo w the Jewish identification was in these mixed marriage families.” Linda Sax is a professor of education at UCLA. She directed the survey which was conducted over the course of more than a decade and wasn't actually about religious identity specifically.But Professor Sax says the answers to questions about religion were particularly striking, and deserve a more detailed study. She says it's obvious that interfaith marriage works against the development of Jewish identity among children, but says it's not clear at this point why that's the case. “This new study is necessary to get more in-depth about their feelings about their religion. That's something that the study that I completed was not able to do. We d idn't have information on how they feel about their religion, whether they have any concern about their issues of identification, how comfortable they feel about their lifelong goals. I think the new study's going to cover some of that,” she says.Jay Rubin is executive director of Hilel, a national organization that works with Jewish collegestudents. Mr. Rubin says Judaism is more than a religion, it's an experience. And with that in mind, Hillel has commissioned a study of Jewish attitudes towards Judaism. Researchers will concentrateprimarily on young adults, and those with two Jewish parents, and those with just one, those whosee themselves as Jewish and those who do not. Jay Rubin says Hillel will then use this study toformulate a strategy for making Judaism more relevant to the next generation of American Jews.51. The best title of this passage is__________.A. Jewish and Non-Jewish in AmericanB. Jewish Identity in AmericaC. Judaism-a Religion?D. College Jewish Students52. Among the freshmen at UCLA__________thought themselves as Jewish.A. mostB. 93% of those whose parents were both JewishC. 62% of those only whose father were JewishD. 15% of those only whose mother were Jewish53. The phrase “interfaith marriage” in the Paragraph 3 refers to the__________.A. marriage of people based on mutual beliefB. marriage of people for the common faithC. marriage of people of different religious faithsD. marriage of people who have faith in each other54. Which of the following statements is NOT true about professor Sax's research?A. The research indicates that most students with only one Jewish parent will not think themselvesas Jewish.B. The survey was carried out among Jewish Freshmen.C. The research survey didn't find out what and how these Jewish students think about their religion.D. The research presents a new perspective for the future study.55. Which of the following is true according to the last paragraph?A. Mr. Rubin is the founder of Hillel.B. Mr. Rubin thinks that Judaism is not a religion and it's an experience.C. Hillel is an organization concerned with Jewish college students in the world.D. Hillel has asked certain people to carry out a study about Jewish attitudes towards Judaism.Questions 56 to 60 are based on the following passage:Governments that want their people to prosper in the burgeoning world economy should guarantee twobasic rights: the right to private property and the right to enforceable contracts, says Mancur Olson in his book Power and Prosperity. Olson was an economics professor at the University of Marylanduntil his death in 1998.Some h ave argued that such rights are merely luxuries that wealthy societies bestow, but Olson turns that argument around and asserts that such rights are essential to creating wealth. “In comes are low in most of the countries of the world, in short, because the people in those countries do nothave secure in dividual rights,” he says.Certain simple economic activities, such as food gathering and making handicrafts, rely mostly onindividual labor; property is not necessary. But more advanced activities, such as the mass production of goods, require machines and factories and offices. This production is often calledcapital-intensive, but it is really property-intensive, Olson observes.“No one would normally engage in capital-intensive production if he or she did not have rights that kept the valuable capital from being taken by bandits, whether roving or stationary,”he argues. “There is no private property without government—individuals may have possessions, the way a dog possesses a bone, but there is private property only if the society protects and defends a privateright to that possession against other private parties and against the government as well.”Would-be entrepreneurs, no matter how small, also need a government and court system that will makesure people honor their contracts. In fact, the banking systems relied on by developed nations arebased on just such an enforceable contract system. “We would not deposit our money in banks...if we could not rely on the bank having to honor its contract with us, and the bank would not be ableto make the profits it needs to stay in business if it could not enforce its loan contracts withborrowers,” Olson writes.Other economists have argued that the poor economies of Third World and communist countries are theresult of governments setting both prices and the quantities of goods produced rather than lettinga free market determine them. Olson agrees there is some merit to this point of view, but he arguesthat government intervention is not enough to explain the poverty of these countries. Rather, thereal problem is lack of individual rights that give people incentive to generate wealth. “If a society has clear and secure individual rights, there are strong incentives (刺激,动力)to produce, invest, and engage in mutually advantageous trade, and therefore at least some economic advance,” Olson concludes.56. Which of the following is true about Olson?A. He was a fiction writer.B. He edited the book Power and Prosperity.C. He taught economics at the University of Maryland.D. He was against the ownership of private property.57. Which of the following represents Olson's point or view?A. Protecting individual property rights encourages wealth building.B. Only in wealthy societies do people have secure individual rights.C. Secure individual rights are brought about by the wealth of the society.D. In some countries, people don't have secure individual rights because they're poor.58. What does Olson think about mass production?A. It's capital intensive.B. It's property intensive.C. It relies on individual labor.D. It relies on individual skills.59. What is the basis for the banking system?A. Contract system that can be enforced.B. People's willingness to deposit money in banks.C. The possibility that the bank can make profits from its borrowers.D. The fact that some people have surplus money while some need loans.60. According to Olson, what is the reason for the poor economies of Third World countries?A. government interventionB. lack of secure individual rightsC. being short of capitalD. lack of a free marketPart Ⅳ Cloze (10%)Directions: There are 20 blanks in the following passage. For each blank there are four choices marked A, B, C and D. You should choose the ONE that best fits into the passage. Then mark thecorresponding letter on the Answer Sheet.For the people who have never traveled across the Atlantic the voyage is a fantasy. But for the people who cross it frequently one crossing of the Atlantic is very much like another, and they do not make the voyage for the__61__of its interest. Most of us are quite happy when we feel__62__to go to bedand pleased when the journey__63__. On the first night this time I felt especially lazy and wentto bed__64__earlier than usual. When I__65__my cabin, I was surprised__66__that I was to have acompanion during my trip, which made me feel a little unhappy. I had expected__67__but there wasa suitcase__68__mine in the opposite corner. I wondered who he could be and what he would be like.Soon afterwards he came in. He was the sort of man you might meet__69__, except that he waswearing__70__good clothes that I made up my mind that we would not__71__whoever he was and did notsay__72__. As I had expected, he did not talk to me either but went to bed immediately.I suppose I slept for several hours because when I woke up it was already the middle of the night.I felt cold but covered__73__as well as I could and tries to go back to sleep. Then I realized thata __74__was coming from the window opposite. I thought perhaps I had forgotten__75__the door, soI got up__76__the door but found it already locked from the inside. The cold air was coming fromthe window opposite. I crossed the room and__77__the moon shone through it on to the otherbed.__78__there. It took me a minute or two to__79__the door myself. I realized that mycompanion__80__through the window into the sea.61. A. reason B.motive C.cause D. sake62. A. tired enough B. enough tired C. enough tiring D. enough tiring63. A. is achieved B. finish C. isover D. is in the end64. A. quite B. rather C.fairly D. somehow65. A. arrived in B. reached to C. arrivedto D. reached at66. A. for seeing B. that I saw C. at seeing D. to see67. A. being lonely B. to be lonely C. being alone D. to be alone68. A. like B. as C. similar than D. the same that69. A. in each place B. for all parts C.somewhere D. anywhere70. A. a so B. so C. sucha D. such71. A. treat together well B. pass together wellC. get on well togetherD. go by well together72. A. him a single word B. him not one wordC. a single word to himD. not one word to him73. A. up me B. upmyself C. up to myself D. myself up74. A. draft B. voice C.air D. sound75. A. to close B. closing C. to have toclose D. for closing76. A. to shut B. for shutting C. inshutting D. but shut77. A. while doing like that B. as I did like thatC. as I did soD. at doing so78. A. It was no one B. There was no oneC. It was anyoneD. There was anyone79. A. remind to lock B. remember to lockC. remind lockingD. remember locking80. A. had to jump B. was to have jumpedC. must have jumpedD. could be jumpedPart Ⅴ Writing (20%)Directions: In this part, you are asked to write a composition on the title of “Effect of Research Event on My Later Life and Work” with no less than 200 English words. Your composition should be谢谢聆听based on the following outline given in Chinese. Put your composition on the ANSWER SHEET.1. 在科研和学习中使我最难忘的一件事情是。
北大经济学院历年真题
北京大学1998年研究生入学考试试题经济学原理政治经济学1.马克思是如何从"20码麻布=1件上衣"来分析相对价值形式的量的规定性的?(10分)2.在马克民的理论中,是如何分析“G—W ╱A ”的?(8分)╲Pm3.马克思在《资本论》中将农业中级差地租的总和称之为"虚假的社会价值",为什么?(5分)4.什么是"金融资本"?(2分)5.如何理解中共十五大关于公有制实现形式多样化的论断?(10分)6.现代企业制度的基本内容是什么?谈谈你对中国国有企业改革的基本想法(15分)微观经济学一、论述题1.利用图说明"吉芬之谜"的答案。
(8分)2.说明寡头市场弯折的需求曲线模型。
(9分)二、计算题(8分)已知某完全竞争厂商的短期生产函数为Q=L0.5*K0.5,生产要素资本的价格P K=8,厂商在边际技术替代率MRTS LK =0.25时实现最大利润。
求:(1)该厂商所面临的生产要素劳动的价格P L;(2)当成本C=3200时,该厂商实现最大产量的均衡L、K和Q值。
宏观经济学一、新古典宏观经济学和新凯恩斯主义在理论基本假设上的主要区别是什么?(4分)二、在经济复苏时期,凯恩斯主义者在财政政策和货币政策的使用上是否有所侧重?为什么?(5分)三、货币创造乘数的大小会受到哪些因素的影响?(6分)四、请说明公债在宏观经济政策中的地位和作用?(10分)北京大学1999年研究生入学考试试题经济学原理政治经济学1.试述马克思劳动价值论的基本内容,并分析劳动价值论在马克思经济学说中的地位。
(25分)2.试述我国国有企业改革的进展状况,目前面临的主要矛盾以及进一步发展的趋势(25分)。
微观经济学1.(7分)某消费者消费X和Y两商品。
已知在该消费者收入和商品Y的价格不变的条件下,当商品X的价格上升时,该消费者对商品Y的消费数量保持不变。
试求:(1)请画出该消费者的价格一消费线(即P.C.C):(2)请根据(1)判断商品X和商品Y分别属何种商品(正常品、劣等品或中性品)?(3)消费者对X商品的需求价格弹性为多少?请根据P.C.C线画出相应的X商品的需求曲线,并说明其形状特征。
计量经济学题库(超完整版)及答案汇编
计量经济学题库三、名词解释(每小题3分)1.经济变量 2.解释变量3.被解释变量4.内生变量 5.外生变量 6.滞后变量7.前定变量 8.控制变量9.计量经济模型10.函数关系 11.相关关系 12.最小二乘法13.高斯-马尔可夫定理 14.总变量(总离差平方和)15.回归变差(回归平方和) 16.剩余变差(残差平方和)17.估计标准误差 18.样本决定系数 19.点预测 20.拟合优度21.残差 22.显著性检验23.回归变差 24.剩余变差 25.多重决定系数26.调整后的决定系数27.偏相关系数 28.异方差性 29.格德菲尔特-匡特检验 30.怀特检验 31.戈里瑟检验和帕克检验32.序列相关性 33.虚假序列相关 34.差分法 35.广义差分法 36.自回归模型 37.广义最小二乘法38.DW 检验 39.科克伦-奥克特跌代法40.Durbin 两步法41.相关系数 42.多重共线性 43.方差膨胀因子 44.虚拟变量 45.模型设定误差 46.工具变量 47.工具变量法 48.变参数模型 49.分段线性回归模型50.分布滞后模型 51.有限分布滞后模型52.无限分布滞后模型 53.几何分布滞后模型54.联立方程模型 55.结构式模型 56.简化式模型 57.结构式参数 58.简化式参数 59.识别 60.不可识别 61.识别的阶条件 62.识别的秩条件63.间接最小二乘法四、简答题(每小题5分)1.简述计量经济学与经济学、统计学、数理统计学学科间的关系。
2.计量经济模型有哪些应用?3.简述建立与应用计量经济模型的主要步骤。
4.对计量经济模型的检验应从几个方面入手?5.计量经济学应用的数据是怎样进行分类的?6.在计量经济模型中,为什么会存在随机误差项?7.古典线性回归模型的基本假定是什么?8.总体回归模型与样本回归模型的区别与联系。
9.试述回归分析与相关分析的联系和区别。
10.在满足古典假定条件下,一元线性回归模型的普通最小二乘估计量有哪些统计性质? 11.简述BLUE 的含义。
2003-2005年北京大学博士研究生入学英语考试真题解析
北京大学2003年博士研究生入学考试试题考试科目:英语考试时间:2003年3月Part One Structure and Written ExpressionDirection: In each question decide which of the four choices given will most suitably complete the sentence if inserted at the place marked. Put the letter of yourchoice in the ANSWER SHEET.(20%)1. Recognizing the shortage of time available to spend with their children, working motherssometimes take ______ in the concept of “quality time”.A. refugeB. prideC. placeD. action2. The term “New Australians” came into vogue in the 50s and 60s, which implied that the goalof immigration was assimilation and that migrants would place their new-found Australian identity ahead of the _______ context from which they had come.A. athleticB. ethicC. aestheticD. ethnic3. Scholarships are too few to _______ the high-school graduates who deserve a collegeeducation.A. meetB. accommodateC. compromiseD. adopt4. The study shows that laying too much emphasis on exams is likely to _______ students’enthusiasm in learning English.A. hold backB. hold offC. hold downD. adopt5. The robber tried to _______the stolen goods from the house he had broken into, but wascaught by the guards.A. make away withB. make off forC. get outD. get through6. The editors said they must report to the world how Beijing has _______ pollution andimproved the quality of the environment.A. cut upB. cut offC. cut downD. cut out7. If drug abuse, prostitution, pollution, environmental decay, social inequality, and the like_______, more is required than an increased police presence or a fresh coat of paint.A. are to eliminateB. are eliminatedC. are to be eliminatedD. are being eliminated8. This toothed whale has a large, square head with _______ the so-called spermaceti.A. cavity to containB. cavity containingC. the cavity for containingD. a cavity that contains9. _______, the market will have to overcome some of the highest hurdles it’s seen in a longtime.A. But to happen in that orderB. But for that in order to happenC. But in order that to happenD. But in order for that to happen10. With its anti-terrorism campaign taking _______ over anything else, the government isextending its job and running in more affairs.A. superiorityB. priorityC. majorityD. polarity11. The gap between those at the lowest level and those at the highest level of income hadincreased_______, and is continuing to increase.A. substantiallyB. successfullyC. succinctlyD. sufficiently12. China’s economic reform is aimed at separating enterprises from the government. It hasbeen implemented for almost 20 years, but breakthroughs _______.A. have been made yetB. have yet to makeC. have yet to be madeD. to have yet made13. Several trial efforts in the 1980s proved that it was financially _______ to restore oldbuildings.A. feasibleB. probableC. beneficiaryD. passable14. Unloved and unwanted youngsters may be tempted to run away from home to escape theirproblem, _______ bigger ones in cities plagued with crime, drugs, and immorality.A. have only foundB. only findingC. only foundD. only to find15. If the struggle for a sustainable society _______, we must have some vision of what we areaiming for.A. is to succeedB. has succeededC. succeedsD. succeeded16. A trap _______ disguise is what has come to be called a Trojan Horse, from the ancientstory of the gift of the wooden horse from the Greeks.A. offered as a gift inB. offers a gift inC. offering a gift toD. offered a gift of17. Telecommuting is a new form of work _______ to work, such as fathers with children, thechance to work while remaining at home.A. that affording those unable previouslyB. affords those who were previously unableC. affording those previously unableD. afforded those previously unable18. ______ the passage of light, many new plastics are processed using technologies rivalingthose used in the manufacture of computer chips.A. For the better ofB. Permitting betterC. To better permitD. It is better for19. The Flower Market in San Francisco is ______, and it was established in the 1930’s.A. home of the second largest flower market in the countryB. home to the country’s second largest flower marketC. the second flower market in the country’s homeD. the home to the second country’s large flower market20. The loyalty of dogs to their masters has earned _____ “man’s best friend.”A. the nickname ofB. them the nicknameC. a nicknameD. nicknamesPart Two Reading ComprehensionⅠ. Direction: Each of the passages is followed by some questions. For each question four answers are given. Read the passages carefully and choose the best answerto each question. Put your choice in the ANSWER SHEET. (10%)Passage One(1)Gerald Feinberg, the Columbia University physicist, once went so far as to declare that “everything possible will eventually be accomplished.”Well, that of course left only the impossible as the one thing remaining for daring intellectual adventurers to whittle away at. Feinberg, for one, thought that “they’d succeed even there.”(2)It was a point worth considering. How many times in the past had certain things been said to be impossible, only to have it turn out shortly thereafter that the item in question had alreadybeen done or soon would be. What greater cliché was there in the history of science than the comic litany of false it-couldn’t-be-dones; the infamous case of Auguste Comte saying in 1844 that it would never be known what the stars were made of, followed in a few years by the spectroscope being applied to starlight to reveal the stars’chemical composition; or the case of Lord Rutherford, the man who discovered the structure of the atom, saying in 1933 that dreams of controlled nuclear fission were “moonshine.” And those weren’t even the worst examples. No, the huffiest of all it-couldn’t-be-done claims centered on the notion that human beings could actually fly, either at all, or across long distance, or to the moon, the stars, or wherever else.(3)There had been so many embarrassments of this type that about mid-century Arthur C. Clarke came out with a guideline for avoiding them, which he termed Clarke’s Law: “When a distinguished but elderly scientist states that something is possible, he is almost certainly right. When he states that something is impossible, he is very probably wrong.”(4)Still, one had to admit there were lots of things left that were really and truly impossible, even if it took some ingenuity in coming up with a proper list of examples. Such as: “A camel cannot pass through the eye of a needle.”(Well, unless of course it was a very large needle.)Or:“It is impossible for a door to be simultaneously open and closed.”(Well, unless of course it was a revolving door.)(5)Indeed, watertight examples of the really and truly impossible were so exceptionally hard to come by that paradigm cases turned out to be either trivial or absurd. “I know I will never play the piano like Vladimir Horowitz,” offered Milton Rothman, a physicist,“no matter how hard I try.”Or, from Scott Lankford, a mountaineer; “Everest on roller skates.”21. The false it-couldn’t-be-dones in science are comic because ______ .A. they are clichés, repeated too often by scientistsB. they are almost always proved to be wrong by later scientific researchC. they are mocked at by later generationsD. they provide material for good comedies22. Which of the following statements is TRUE?A. The author uses the case of a camel passing through the eye of a needle to prove his point that there are things impossible to accomplish.B. That a scientist cannot play the piano like one of the best pianists is not a proper illustration to prove that in science there are things impossible to accomplish.C. Scott Lankford challenges the idea that mountaineers can never climb the Everest on roller skates.D. People now laugh at their predecessors for denying the possibility of human flight.23. Through this passage, the author wants to ______.A. show us that scientists in the past years have made a lot of misjudgmentsB. praise those scientists who dared to challenge the impossibleC. emphasize the great potential of the scientific research made by human beingsD. analyze what is possible and what is impossible through scientific effortsPassage Two(1)Since the lineage of investigative journalism is most directly traceable to the progressive era of the early 1900’s, it is not surprising that the President of the United States at the time wasamong the first to articulate its political dimensions. Theodore Roosevelt called investigative reporters “muckrakers, ” after a character from John Bunyan’s Pilgrim’s Progress who humbly cleaned “the filth off the floor.” Despite the misgivings implied by the comparison, Roosevelt saw the muckrakers as “often indispensable to the well-being of society”.(2)There are in the body politic, economic and social, many and grave evils, and there is urgent necessity for the sternest war upon them. There should be relentless exposure of and attack upon every evil man, whether politician or businessman.(3)Roosevelt recognized the value-laden character of investigative journalism. He perceived correctly that investigative reporters are committed to unearthing wrongdoing. For these journalists, disclosures of morally outrageous conduct maximize the opportunity for the forces of “good” to recognize and do battle with the forces of “evil.”(4)So, the current folklore surrounding investigative reporting closely resembles the American ideal of popular democracy. Partly a product of its muckraking roots, this idealized perspective is also an outgrowth of the commonly perceived effects of exposés published in the early 1970’s. The most celebrated of these exposés were the news stories that linked top White House officials to Watergate crimes. These stories were widely held responsible for the public’s loss of confidence in the Nixon administration, ultimately forcing the President’s resignation.24. When the author talks about the political dimensions of the investigative journalism he refersto __________.A. John Bunyan’s Pilgrim’s Progress and one of its characters “Muckrakers”B. its function of cleaning the dirt off the floor in public placesC. its relentless exposures of political and social evilsD. its indispensable status to the well-being of society25. Roosevelt’s comparison of investigative reporters to“muckrakers”shows his view that thesereporters ______.A. were treated lowly in the societyB. reduced journalism to a humble jobC. should be praised highly for their contributions to the societyD. did unpleasant but necessary work26. By using the word “folklore”, the author suggests that ______.A. people tend to romanticize what is thought to be American popular democracyB. investigative journalism enhances democracy and freedomC. people often circulate the stories they read from investigative reportsD. investigative reports have difficulty in convincing people as truth27. The Watergate incident is mentioned to show ______.A. journalism has a tangible effect on politicsB. the Watergate incident is an abuse of the political powerC. journalism subverts legitimate political powerD. the victory of American freedom of speechPassage Three(1)Viewed from a star in some other corner of the galaxy, Earth would be a speck, a faint blue dot hidden in the blazing light of our sun. While our neighbors Venus and Mars would reflecta fairly even glow, Earth would put on a little show. Earth’s light would brighten and dim as it spins, because oceans, deserts, forests and clouds-which are all too small to be seen from such a distance-reflect varying amounts of sunlight. The variations, it turns out, are so strong and distinctive that surprising amount of information could be taken from a simple ebb and flow of light. Scientists at Princeton University and the Institute for Advanced Study conducted a detailed study of Earth’s reflections as a way for human scientists to learn about distant planets that may be like our own.(2)“If you looked at our solar system from far away, and you looked at the terrestrial planets—Mercury, Venus, Earth and Mars—one of the quickest ways to see that Earth is unique is by looking at the light curve,” said Ed Turner, professor of astrophysics and a co-author of the study. “Earth has by far the most complicated light curve,” The standard thinking in the field had been that most of the information about an Earth-like planet would come from spectral analysis, a static reading of the relative component of different colors within the light, rather than a reading of changes over time. Spectral analysis would reveal the presence of gases such as water vapor, carbon dioxide and oxygen, in the planet’s atmosphere. Looking at the change in light over time does not replace spectral analysis, but it could greatly increase the amount of information scientists could learn, said Turner. It may indicate, for example, the presence of weather, oceans, ice or even plant life.28. “Earth would put on a little show” means: as it spins, __________.A. Earth is a more active planet than Venus and MarsB. Earth reflects a brighter light curve than Venus and MarsC. Earth shows oceans, deserts, forests and clouds, while Venus and Mars don’tD. Earth reflects sunlight in an ebb-and-flow manner29. Spectral reading of the light reflected by an Earth-like planet _________.A. can tell us the components of that planet’s atmosphereB. can locate oceans and forests on that planetC. can show what the weather on that planet is likeD. is the quickest way to study its light curve30. Which of the following statements is TRUE?A. Scientists at the Princeton University want to find that distant planets are like our Earth.B. Among all the terrestrial planets Earth’s light curve is the most complicated.C. Spectral study of the light will see no development of itself because it is static.D. Spectral reading is used as a supplementary method to the study of the change in light over time.Ⅱ. Direction: Read the following passage carefully and then explain in your own English the exact meaning of the numbered and underlined parts. Put your answers in the ANSWER SHEET.(31)A couple of months ago, Singaporean officials unintentionally made cinematic history. They slapped an NC-17 rating on a film—which means children under 17 cannot see it—not because of sex or violence of profanity, but because of bad grammar. Despite its apparently naughty title, Talking Cock, the movie is actually an innocuous comedy comprising four skitsabout the lives of ordinary Singaporeans. The censors also banned a 15-second TV spot promoting the flick.(32)All this is because of what the authorities deemed “excessive use of Singlish.”(33)Given the tough crackdown, you would expect Singlish to be a harmful substance that might corrupt our youth, like heroin or pornography. But it’s one of Singapore’s best-loved quirks, used daily by everyone from cabbies to CEOs.(34)Singlish is simply Singaporean slang, whereby English follows Chinese grammar and is liberally sprinkled with words from the local Chinese, Malay and Indian dialects.I like to talk cock, and I like to speak Singlish. It’s inventive, witty and colorful.(35)Singlish is especially fashionable these days among the younger generation, in part because it gives uptight Singapore a chance to laugh—at itself. But the government is not amused. It doesn’t like Singlish because it thinks it is bad language and bad for Singapore’s image as a commercial and financial center.Part Three: Cloze TestDirection: Fill in each numbered blank in the following passage with ONE suitable word to complete the passage. Put your answer in the ANSWER SHEET.(10%)It is a dream world, where chemists can turn a sow’s ear into a silk purse, where bioengineers can put a little bit of a sheep into a wolf—or vice versa—and where the life-styles of the rich are beamed by satellite _____(36)every upwardly mobile village on the planet. Thanks to science and technology, more people are consuming a more amazing array of worldly goods than at any time in history.But beneath the surface all is not well. Like Oscar Wilde’s fictional creation Dorian Gray, who stayed forever ______(37)while a portrait of him in the attic aged horribly, the modern economy masks a disfigured planet. The engine of consumption has scarred the land and stained the sea,_____(38)away at the foundations of nature and threatening to destroy humanity’s only means of survival. Today’s elderly, born at the beginning of last century, started life in a world ______(39)about 50% of its ancient forests still standing. Though far from pristine, it was a world of oceans and land masses teeming with all kinds of life. But those who will be born after the turn of the millennium will _____(40)of age to find that previous generations have squandered and defiled their inheritance, foreclosing some potions even as new ones were created. Our grandchildren may have _____(41)to conveniences that further reduce the drudgery of everyday life, but they will also inherit a planet with less than 20% of its original forests ______(42), with most of the readily available freshwater already spoken for and much of the arable ______(43)under plough. They will inherit a stressed atmosphere and an unwanted legacy of toxic waste in the soil and water. Missing from the estate will be countless species, most _____(44)out before even _____(45)catalogued by scientist.Part Four ProofreadingDirections: This part consists of a short passage. In this passage, there are altogether 10 mistakes, one in each underlined sentence or part of a sentence. You may have to change a word, add a word or just delete a word. If you change a word, write the missing word with a slash(\)and write the correct word near it. If you add a word, write the missing wordwith a slash(\)and write the correct word near it. If you add a word, write the missing word between the words(in brackets)immediately before and after it. If you delete aword, cross it out with a slash(\). Put your answers in the ANSWER SHEET.(10%)eg. 1.(46)The meeting begun 2 hours ago.Correction in the ANSWET SHEET: (46) begun beganeg.2. (47)Scarcely they settled themselves in their seats in the theatre when the curtain went up.Correction in the ANSWER SHEET:(47)(Scarcely)had (they)eg.3. (48)Never will I not do it again.Correction in the ANSWER SHEET:(48)not(46)Clonaid, a company associated by a group that believes extraterrestrials created mankind, announced Friday that it had produced the first clone of a human being. According to the spokeswoman, it is a baby girl who appears to have been born healthy.(47)As we know, cattle, mice, sheep and other animals have been cloned in the past years with mixing success.(48)All cloned animals have displayed defects later in life.(49)Scientists fear same could happen with cloned humans.(50)The company Clonaid is viewed skeptical by most scientists, who doubt the group’s technical ability to clone a human being.(51)But the Clonaid spokeswoman said an dependent expert was going to confirm the baby’s clone status through DNA testing.(52)Clonaid is lead by Brigitte Boisselier, a former deputy director of research at the Air Liquide Group, a French producer of industrial and medical gases.(53)Clonaid is also linked to a sect called the Raelians, whose founder, Claude Vorihon, describes himself for a prophet and calls himself Rael. (54)The group believes cloning could extend human life for hundred of years. In fact, Clonaid has been racing the Italian fertility doctor Severion Antinori to produce the first cloned baby.(55)Antinori said in last month he expected one of his patients to give birth to a cloned baby in January.Part Five: WritingDirection: Write a short composition of about 250 to 300 words on the topic given below.(15%)Topic: Comment on the Development of the Internet北京大学2003年博士研究生入学考试英语试题详解Part One Structure and Written Expression1. A take refuge in求助于…;take pride in以…为傲;take place in在(某处)发生;take action采取行动。
北大《计量经济学》博士研究生入学试题0001
《计量经济学》博士研究生入学试题(A)一、简答题(每题5分,共40分)1、指出稳健标准误和稳健t统计量的适用条件。
2、若回归模型的随机误差项可能存在q (q . 1 )阶自相关,应采用什么检验?其检验过程和检验统计量是什么?3、谬误回归的主要症状是什么?检验谬误回归的方法主要有哪些?在回归中使用非平稳的时间序列必定会产生伪回归吗?O04、一般的几何滞后分布模型具有形式:y t=a +旳正(1 一九j Xt」十,E(^t)=O,i =0cov(§,名s)=石26t,s,0 < h v 1。
如何对这类模型进行估计,才能获得具有较好性质的参数估计量?5、假定我们要估计一元线性回归模型:y t = :X t ;t,E ! = 0,cov ;t, ;s = 1 t,s但是担心X t可能会有测量误差,即实际得到的X t可能是X」二X t,t,「是白噪声。
如果已经知道存在与X t"相关但与;t和不相关的工具变量Z t,如何检验X t是否存在测量误差?6、考虑一个单变量平稳过程y t 八0 *1%4「°X t「必」• ;t (1)这里,勒三IID(0®2)以及卜1 <1。
由于(1)式模型是平稳的,y t和X t都将达到静态平衡值,即对任何t有:/ =E % ,=E 焉于是对(1)式两边取期望,就有y 八°•]x" ( 2)也就是芒0 _0 ■ 一1y 0 0— X 二k。
«x (3)1 -«1 1 -a1这里k1是y”关于X”的长期乘数,重写(1)式就有:二y t _一1 • r 焉」• ;t=-■ o 亠i.:s -1 yt j - k°-匕Xt」.i 亠.■:Xt " >t (4) 我们称(4)式为⑴式的误差修正机制(Error-correction Mechanism )表达式(ECM )。
中国科学院博士研究生入学考试《计量经济学》试题
中国科学院博士研究生入学考试《计量经济学》试题
中国科学院博士研究生入学考试《计量经济学》试题
《计量经济学》
(一)、选择题 (每题3分,共21分)
1.在模型设定中引入不相干的变量,对原来变量的参数估计的无偏性的和统计检验的影响将是:()
(A) 无偏的和有效的 (B) 无偏的,但检验是无效的
(C) 有偏的,但检验是有效的 (A) 有偏的,且检验是无效的8 g
2.出现异方差时,若用最小二乘法估计:()
(A)影响无偏性,但不影响参数的方差(B)影响无偏性,且影响参数的方差(C)不影响无偏性,也不影响参数的方差(D)不影响无偏性,但影响参数的方差
3.在用工具变量处理单方程模型中的解释变量的内生性问题时,以下哪个条件不属于有效工具变量所必须要求的:()
(A)该工具变量必须是外生的4
(B)该工具变量必须与需要处理的内生性的变量相关
(C)该工具变量必须对单方程模型中被解释变量有直接影响
(D)该工具变量不能是单方程模型中原有的其它解释变量
4.分析Panel Data时,双向固定效应模型与同时加时间和截面虚拟变量的虚拟变量模型的参数估计结果是:().
(A)一样的(B)不一样的(C)不一定
5.当不能观察到的随时间不变的因素与解释变量相关时,应用随机效应模型估计的结果与固定效应模型相比会:。
中国科学院博士研究生入学考试《计量经济学》试题
中国科学院博士研究生入学考试《计量经济学》试题《计量经济学》(一)、选择题 (每题3分,共21分)1.在模型设定中引入不相干的变量,对原来变量的参数估计的无偏性的和统计检验的影响将是:()(A) 无偏的和有效的 (B) 无偏的,但检验是无效的(C) 有偏的,但检验是有效的 (A) 有偏的,且检验是无效的8 g2.出现异方差时,若用最小二乘法估计:()(A)影响无偏性,但不影响参数的方差(B)影响无偏性,且影响参数的方差(C)不影响无偏性,也不影响参数的方差(D)不影响无偏性,但影响参数的方差3.在用工具变量处理单方程模型中的解释变量的内生性问题时,以下哪个条件不属于有效工具变量所必须要求的:()(A)该工具变量必须是外生的4(B)该工具变量必须与需要处理的内生性的变量相关(C)该工具变量必须对单方程模型中被解释变量有直接影响(D)该工具变量不能是单方程模型中原有的其它解释变量4.分析Panel Data时,双向固定效应模型与同时加时间和截面虚拟变量的虚拟变量模型的参数估计结果是:().(A)一样的(B)不一样的(C)不一定5.当不能观察到的随时间不变的因素与解释变量相关时,应用随机效应模型估计的结果与固定效应模型相比会:(A)更好(B)一样(C)更差(D)不一定2 `+ {: \5 O# j' l' G4 _/ d& i 6.检验一个时间序列是否为白噪声序列,一般采用以下哪种方法:()(A)Box-Pierce Q检验(B)Jarque-Bera (JB)检验(C)Dickey-Fuller(DF)检验(D)Engle & Granger(EG)检验7.如果解释变量互不相关,以下情况哪一种会导致内生性问题:()(A)模型设定增加了无关的变量(B)模型设定遗漏了重要变量(C)解释变量中有滞后自变量(D)解释变量存在测量误差(二)、简答题(任选3题,每题13分,共39分)(注:若回答全部4个题目,得最高分的题不算分)1.假设一个模型的形式如下:iiiXpεβα++=其中pi为一个取值为1和0的二值变量,Xi为一组解释变量,εi为扰动项。
北京大学研究生入学考试历年真题及答案范文
点击蓝色字体查看原文按住Ctrl+H搜索所需科目本专业课考试科目的全套资料主要包括:1.历年真题本全套资料提供北京大学1996—2001、2005—2010年数学分析考研真题,供参考。
•北京大学2010年数学分析考研真题•北京大学2009年数学分析考研真题•北京大学2008年数学分析考研真题•北京大学2007年数学分析考研真题•北京大学2006年数学分析考研真题•北京大学2005年数学分析考研真题(含答案)•北京大学1996—2001年数学分析考研真题注:考研真题或答案如有补充,会第一时间予以上传,并在详情中予以标注,请学员留意。
2•指定教材配套资料北京大学702数学基础近年不指定参考书目,但根据往年指定教材情况,建议参考书目为:①《数学分析新讲》(张筑生,北京大学岀版社);②《数学分析》(一、二、三册)(方企勤等,北京大学岀版社)。
•教材:方企勤《数学分析(第一册)》(PDF版)•教材:方企勤《数学分析(第三册)》(PDF版)•《数学分析习题集》(林源渠方企勤等著)•教材:张筑生《数学分析新讲》(第一、二、三册)(PDF版)3•北京大学老师授课讲义(含指定教材高校老师授课讲义)本全套资料提供北京大学老师的授课资源,及建议参考书目的相关课件。
具体包括:•北京大学彭立中老师《数学分析》教学资源汇总(含电子教案、例题习题等,仅提供免费浏览网址)•《数学分析》教学课件(上册)4•兄弟院校考研真题详解本全套资料提供的兄弟院校历年考研真题(含详解)部分,提供其他同等高校历年考研真题详解,以便学员复习备考。
所列的高校考研真题非常具有参考性!这部分内容包括:•中山大学数学分析与高等代数考研真题:2011 2010 2009 2008 2006 2005 2004 2003•华东师范大学数学分析与高等代数考研真题:2005 2004•华东师范大学数学分析考研真题:2010 2009 2008 (含答案)2007 (含答案)2006 2005 (含答案)2004 2003 (含答案)2002 2001 (含答案)2000 (含答案)1999 1998 1997•华东师范大学高等代数考研真题:2008 (含答案)2007 2006 2005 2004 2003 2002 2001 2000•北京师范大学数学分析与高等代数考研真题:2007 2006•浙江师范大学数学分析与高等代数考研真题:2011 2006 2005 2004整理:夺魁考研网5•其他相关精品资料•数学分析同步辅导及习题全解(华东师大第三版)(上、下册)( PDF版, 586 页)附注:全套资料尤其是真题会不断更新完善,待更新完善后会及时上传并予以说明标注,学员可下载学习!◊资料构成说明:北京大学664行政学原理中664是2013年的学科代码,2012年之前的几年学科代码为659。
北京大学博士研究生入学考试英语试题
北京大学2008年博士研究生入学考试英语试题(总分100, 考试时间180分钟)Part One: Listening Comprehension略Part Two: Structure and Written Expression (20%)Directions: For each question decide which of the four choices given will most suitably complete the sentence if inserted at the place marked. Mark your choices on the ANSWER SHEET.Part Three: Reading ComprehensionI.Directions: Each of the following three passages is followed by some questions. For each question four answers are given. Read the passages carefully and choose the best answer to each question. Mark your choices on the ANSWER SHEET. (10%)II.Directions: Read the following passage carefully and then explain in your own English the exact meaning of the numbered and underlined parts. Put your answers on ANSWER SHEET (2). (15%)Part Four: Cloze Test (10%)Directions: Read the following passage carefully and then fill in each numbered blank with ONE suitable word to complete the passage. Put your answers on ANSWER SHEET (2).Part Five: Proofreading (10%)Directions: In the following passage, there are altogether 10 mistakes, ONE in each numbered and underlined part. You may have to change a word, add a word, or just delete a word. If you change a word, cross it with a slash (/) and write the correct word beside it. If you add a word, write the missing word between the words (in brackets) immediately before and after it. If you delete a word, cross it out with a slash (/). Put your answers on ANSWER SHEET (2). Examples: eg. 1 (66) The meeting begun 2 hours ago.Correction put on the ANSWER SHEET (2):(66) begun beganeg.2 (67) Scarcely they settled themselves in their seats in the theatre when the curtain went up. Correction put on the ANSWER SHEET (2):(67)(Scarcely) had (they)eg. 3 (68) Never will I not do it again.Correction put on the ANSWER SHEET (2):(68) notPart Six: Writing (15%)Directions: Read the following paragraph and then write a response paper of about 250 to 300 words. Write it neatly on ANSWER SHEET (2).答案:21-25范文。
北京 2023年历年真题考试:计量经济学历年真题汇编(共66题)
北京 2023年历年真题考试:计量经济学历年真题汇编(共66题)1、最佳无偏估计量是指()(单选题)A. 所有估计量中方差最小B. 无偏估计量中方差最小C. 所有估计量中误差最小D. 无偏估计量中误差最小试题答案:B2、对于,以r表示相关系数,则以下结论中错误的是(单选题)A. r越接近1,X与y之间的线性相关程度越高B. r越接近0,X与Y之间的线性相关程度越低C. 一1≤r≤1D. r=0,则X与Y相互独立试题答案:D3、题目:(单选题)A.B.C.D.试题答案:A4、若查表得到dL和dU,则不存在序列相关的区间为(单选题)A.B.C.D.试题答案:B5、常用的检验异方差的方法有(多选题)A. 残差图分析法B. 等级相关系数法C. 戈德菲尔德一匡特检验D. 戈里瑟检验E. 怀特检验试题答案:A,B,C,D,E6、经济计量模型的应用在于(多选题)A. 设定模型B. 检验模型C. 结构分析D. 经济预测E. 规划政策7、工具变量法可以解决的问题是()(单选题)A. 异方差问题B. 序列相关问题C. 多重共线性问题D. 内生解释变量问题试题答案:D8、利用普通最小二乘法求得的样本回归线的特点有()(多选题)A.样本回归线必然通过点()B.的平均值与Y的平均值相等C. <p>残差e的均值为0 </p>D. <p>残差e与解释变量X不相关 </p>E. <p>残差平方和最小 </p>试题答案:A,B,C,D,E9、应用经济计量模型进行结构分析的主要方法有()(多选题)A. 随机关系分析B. 方差分析C. 比较静力学分析D. 弹性分析E. 乘数分析10、如果一个回归模型包含截距项,对一个具有4个特征的质的因素需要引入的虚拟变量个数为(单选题)A. 4B. 3C. 2D. 1试题答案:B11、在线性回归模型中,无完全共线性表示()(单选题)A.,u无线性关系B.与u无线性关系C.无线性关系D.,u无线性关系试题答案:C12、如果线性回归模型的误差项有异方差,则最小二乘估计量的性质为()(多选题)A. 无偏B. 线性C. 方差最小D. 方差非最小E. 一致试题答案:A,B,D,E13、解释变量X的回归系数为β2,下列哪种情况表明变量x是显著的?()(单选题)A. t统计量大于临界值B. t统计量的绝对值大于临界值C. t统计量小于临界值D. t统计量的绝对值小于临界值试题答案:B14、真实的回归模型为,但是在回归分析时使用的模型为,漏掉了重要解释变量X3,则会使的最小二乘估计(单选题)A. X3与X2相关时有偏B. X3与X2相关时无偏C. 无偏D. 有偏试题答案:A15、解释变量X的回归系数为β2,下列哪种情况表明变量x是显著的?()(单选题)A. t统计量大于临界值B. t统计量的绝对值大于临界值C. t统计量小于临界值D. t统计量的绝对值小于临界值试题答案:B16、相关系数r的取值范围为()(单选题)A. -2≤r≤2B. -l≤r≤1C. O≤r≤lD. 0≤r≤4试题答案:B17、判断计量经济模型中存在多重共线性的主要依据为()(多选题)A. 模型中有滞后变量B. 方差膨胀因子很大C. 重要解释变量不能通过检验D. 模型中回归系数的符号错误E. 模型中F检验高度显著,多个变量t检验不显著试题答案:B,C,D,E18、工具变量法只适用于下列哪种结构方程的参数估计?()(单选题)A. 恰好识别的结构方程B. 过度识别的结构方程C. 不可识别的结构方程D. 充分识别的结构方程试题答案:A19、间接最小二乘法只适用于下列哪种结构方程的参数估计(单选题)A. 恰好识别的结构方程B. 过度识别的结构方程C. 不可识别的结构方程D. 充分识别的结构方程试题答案:A20、下列哪种情况说明存在异方差(单选题)A.B.C.D.试题答案:D21、若计算的DW统计量小于,则表明该模型() (单选题)A. 不存在一阶序列相关B. 存在一阶正序列相关C. 存在一阶负序列相关D. 存在高阶序列相关试题答案:B22、最小二乘估计量的特性不包括()(单选题)A. 线性性B. 无偏性C. 方差最小D. 误差最小试题答案:D23、设,Yi=居民消费支出,Xi=居民收入,D=1代表城镇居民,D=0代表农村居民,则截距变动模型为(单选题)A.B.C.D.试题答案:A24、经济计量分析的主要步骤有()(多选题)A. 设定模型B. 估计参数C. 检验模型D. 应用模型E. 规划政策试题答案:A,B,C,D25、设啤酒消费支出,Xi=居民收入,D=1代表城镇居民,D=0代表农村居民,要研究居住地对啤酒消费的影响,应选用的模型为()(单选题)A.B.C.D.试题答案:D26、经典假定中误差项u具有同方差是指()(单选题)A. 随机误差项u的方差为常数B. 随机误差项u的方差估计值为常数C. 残差项e的方差为常数D. 残差项e的方差估计值为常数试题答案:A27、在线性回归模型中,若解释变量X1和X2的观测值成比例,即有X1i=kX2i,其中k为非零常数,则表明模型中存在(单选题)A. 异方差B. 多重共线性C. 序列相关D. 设定误差试题答案:B28、(单选题)A.B.C.D.试题答案:C29、如果普通最小二乘法估计残差ei与Xi有显著的形式为的关系,则加权最小二乘法估计模型参数时,权数应为(单选题)A.B.C.D.试题答案:C30、进行模型设定和选择模型的数学形式的主要依据是()(单选题)A. 数理统计学B. 经济统计学C. 经济学D. 数学试题答案:C31、如果回归模型中解释变量之间存在严重的多重共线性,则方差膨胀因子为()(单选题)A. 小于5B. 大于5C. 小于0D. 在0,1之间试题答案:B32、DW检验适用于检验()(单选题)A. 异方差B. 序列相关C. 多重共线性D. 设定误差试题答案:B33、经济计量学与数理经济学区别的关键点是()(单选题)A. 经济计量学研究经济变量关系的随机性特征,数理经济学研究经济变量关系的精确特征B. 经济计量学研究经济变量关系的精确特征,数理经济学研究经济变量关系的随机性特征C. 经济计量学和数理经济学都研究经济变量关系的随机性特征D. 经济计量学研究经济变量关系的精确和随机性特征,数理经济学研究经济变量关系的精确特征试题答案:A34、在经典线性回归模型中,解释变量x与被解释变量y的性质为()(单选题)A. X是随机变量,Y是非随机变量B. Y是随机变量,X是非随机变量C. X和Y都是随机变量D. X和Y均为非随机变量试题答案:B35、已知三元线性回归模型估计的残差平方和为,估计用样本容量为n=24,则随机误差项u1的方差估计量S2为(单选题)A. 33.33B. 40C. 38.09D. 36.36试题答案:B36、对回归模型进行显著性检验时所用的F统计量可表示为(多选题)A.B.C.D.E.试题答案:B,C37、计量经济学模型的特征是()(单选题)A. 使用随机性的数学方程揭示经济活动中各个因素之间的定量关系B. 使用确定性的数学方程揭示经济活动中各个因素之间的定量关系C. 使用随机性的数学方程揭示经济活动中各个因素之间的定性关系D. 使用确定性的数学方程揭示经济活动中各个因素之问的定性关系试题答案:A38、如果模型中方差,则加权最小二乘法估计模型参数时,权数应为() (单选题)A.B.C.D.试题答案:C39、在对数线性模型度量了(单选题)A. X踱动1%时,Y变动的百分比B. Y动1%时,X动的百分比C. X变动一个单位时,Y动的数量D. Y动一个单位时,X变动的数量试题答案:A40、如果线性回归模型的误差项有异方差,则最小二乘估计量的性质为()(多选题)A. 无偏B. 线性C. 方差最小D. 方差非最小E. 一致试题答案:A,B,D,E41、应用经济计量模型进行结构分析的主要方法有()(多选题)A. 随机关系分析B. 方差分析C. 比较静力学分析D. 弹性分析E. 乘数分析试题答案:C,D,E42、经济计量分析的主要步骤有()(多选题)A. 设定模型B. 估计参数C. 检验模型D. 应用模型E. 规划政策试题答案:A,B,C,D43、进行相关分析要达到的目的为()(单选题)A. 研究被解释变量对解释变量的依赖关系B. 研究解释变量和被解释变量的相关关系C. 研究随机变量间的相关形式及相关程度D. 研究随机变量和非随机变量间的相关形式及相关程度试题答案:C44、方差膨胀因子法适用于检验()(单选题)A. 序列相关B. 异方差C. 多重共线性D. 设定误差试题答案:C45、下列关于工具变量的表述不正确的是(单选题)A. 工具变量必须与将要替代的内生解释变量高度相关B. 工具变量必须与结构方程中的随机误差项不相关C. 工具变量与所要估计的结构方程中的前定变量之问的相关性必须很弱,以避免多重共线性D. 若引入多个工具变量,即使工具变量之间存在多重共线性,也不影响估计结果试题答案:D46、设0LS法得到的样本回归直线为,最小二乘估计量方差最小是()(单选题)A. Y的方差最小B. X的方差最小C. 残差的方差最小D. 回归系数估计量的方差最小试题答案:D47、对经济计量模型进行检验的计量准则主要有()(多选题)A. WHITE(怀特)检验B. F检验C. DW检验D. t检验E. VIF(方差膨胀因子)检验试题答案:A,C,E48、最小二乘准则是指(单选题)A.随机误差项的平方和最小B.与它的期望值的离差平方和最小C.与它的均值的离差平方和最小D.残差的平方和最小试题答案:D49、题目(单选题)A.B.C.D.试题答案:D50、如果联立方程模型中两个结构方程的统计形式完全相同,则下列结论成立的是(单选题)A. 二者之一可以识别B. 二者均可识别C. 二者均不可识别D. 不确定试题答案:C51、多元回归模型中F检验的原假设为()(单选题)A. 偏回归系数全为0B. 所有回归系数为0C. 常数项为0D. 偏回归系数都不为0试题答案:A52、结构式方程过度识别是指()(单选题)A. 结构式参数有唯一数值B. 简化式参数具有唯一数值C. 结构式参数具有多个数值D. 简化式参数具有多个数值试题答案:C53、设0LS法得到的样本回归直线为,最小二乘估计量方差最小是()(单选题)A. Y的方差最小B. X的方差最小C. 残差的方差最小D. 回归系数估计量的方差最小试题答案:D54、已知三元线性回归模型估计的残差平方和为RSS=300,总平方和为TSS=3000,则R2为()(单选题)A. 0.1B. 0.9C. 0.95D. 1试题答案:B55、根据判定系数与调整的判定系数统计量的关系可知,当k>1时,有()(单选题)A.B.C.D.试题答案:D56、在线性回归模型中,若解释变量X和误差项U相关,则表明模型中存在()(单选题)A. 异方差B. 随机解释变量C. 序列相关D. 设定误差试题答案:B57、如果一个回归模型包含截距项,对一个具有4个特征的质的因素需要正确引入虚拟变量个数,引入虚拟变量个数为多少时会使0LS无解?()(单选题)A. 1B. 2C. 3D. 4试题答案:D58、判定系数R2是表示()(单选题)A. 模型对总体回归线的拟合程度B. 模型对样本观测值的拟合程度C. 模型对回归参数的拟合程度D. 模型对被解释变量的观测值的拟合程度试题答案:B59、对于,以表示判定系数,则以下结论中错误的是()(单选题)A.越接近1,X与Y之间的线性相关程度越高B.越接近0,X与Y之间的线性相关程度越低C.0≤≤1D.=0,则X与y相互独立试题答案:D60、如果回归模型中解释变量之间存在完全的多重共线性,则最d',--乘估计量(单选题)A. 不确定,方差无限大B. 确定,方差无限大C. 不确定,方差最小D. 确定,方差最小试题答案:A61、以下关于DW检验的说法,正确的有()(多选题)A. DW=0表示完全一阶正自相关B. DW=2表示无自相关C. DW=4表示完全一阶负自相关D. DW=1表示完全正自相关E. DW=-1表示完全负自相关试题答案:A,B,C62、一元回归模型回归系数未通过t检验,表示()(单选题)A.B.C.D.试题答案:A63、对于经典线性回归模型,回归系数的普通最小二乘估计量具有的优良特性有(多选题)A. 无偏性B. 线性性C. 有效性D. 确定性E. 误差最小性试题答案:A,B,C64、在半对数线性模型logY=105+0.09X+e中,Y为收入,X为受教育年限,下列说法正确的为()(单选题)A. X增加1年时,Y增加9%B. X增加1%年时,Y增加0.09C. X增加1年时,Y增加9D. X增加1%年时,Y增加9%试题答案:A65、最可能出现异方差的样本数据类型是()(单选题)A. 时间序列数据B. 虚拟变量数据C. 截面数据D. 混合数据试题答案:C66、自相关是指总体回归模型中()(单选题)A. 解释变量X的不同时期相关B. 被解释变量Y的不同时期相关C. 解释变量X与随机误差项u之间相关D. 随机误差项u的不同时期相关试题答案:D。
北京大学博士研究生入学考试试题.pdf
北京大学2004年博士研究生入学考试试题2006-08-16 10:56:00Part One Listening Comprehension (略)Part Two Structure and Written ExpressionDirections: In each question decide which of the four choices given will most suitably complete the sentence if inserted at the place marked. Put the letter of your choice on the ANSWER SHEET. (20%)41. The beauty of the reflected images in the limpid pool was the poignant beauty of things that are__________, existing only until the sunset.A. equitableB. ephemeralC. euphoniousD. evasive42. Brooding and hopelessness are the__________of Indians in the prairie reservations most of the time.A. occupationsB. promisesC.frustrations D. transactions43. What__________about that article in the newspaper was that its writer showed an attitude cool enough, professional enough and, therefore, cruel enough when facing that disaster-stricken family.A. worked me outB. knocked me outC. brought me upD. put me forward44. __________considered the human body aesthetically satisfactory.A. Neither prehistoric cave man nor late-industrial urban manB. Nor prehistoric cave man or late-industrial urban manC. No prehistoric cave man nor late-industrial urban manD. Neither prehistoric cave man or late-industrial urban man45. Not until the 1980's__________in Beijing start to find ways to preserve historic buildings from destruction.A. some concerned citizensB. some concerning citizensC. did some concerning citizensD. did some concerned citizens46. The buttocks are__________most other parts in the body.A. likely less to cause fatal damage thanB. likely less causing fatal damage toC. less likely to cause fatal damage thanD. less likey to cause fatal damage to47. The concept of internet,__________has intrigued scientists since the mid-20th century.A. the transmission of images, sounds and messages over distancesB. transmitting of images, sounds and messages along distancesC. to transmit images, sounds and messages on distanceD. the transmissibility of images, sounds and messages for distances48. Because of difficulties in getting a visa, the students had to__________the idea of applying for study in the United States.A. reduce B.yield C. relinquish D. waver49. His request for a day off__________by the manager of the company.A. was turned offB. was turned downC. was put downD. was put away50. The index of industrial production__________last year.A. raised up by 4 per centB. rose up with 4 per centC.arose up with 4 per centD. went up by 4 per cent51. Please__________if you ever come to Sydney.A. look at meB. look me upC. look me outD. look to me52. British hopes of a gold medal in the Olympic Games suffered__________yesterday, when Hunter failed to qualify during the preliminary heats.A. a sharp set-backB. severe set-backC. a severe blown-upD. sharp blown-up53. By the end of the year 2004, he__________in the army for 40 years.A. will have servedB. will serveC. will be servingD. will be served54. __________there was an epidemic approaching, Mr. Smith__________the invitation to visit that area.A. If he knew, would have declinedB. If he had known, would declineC. Had he known, would declineD. Had he known, would have declined55. In the dark they could not see anything clear, but could__________.A. hear somebody mournB. hear somebody mourningC. hear somebody mournedD. hear somebody had been mourning56. The team leader of mountain climbers marked out__________.A. that seemed to be the best routeB. what seemed to be the best routeC. which seemed to be the best routeD. something that to be the best route57. The scheme was so impracticable that I refused even__________.A. to consider supporting itB. considering to support itC. to considering to support itD. considering supporting it58. Among the first to come and live in North America__________, who later prospered mainly in New England.A. had been Dutch settlersB. Dutch settlers were thereC. were Dutch settlersD. Dutch settlers had been there59. The cargo box has a label__________on it. Please handle it with care.A. “flexible”B.“break” C.“fragile” D. “stiff”60. __________we wish him prosperous, we have objections to his ways of obtaining wealth.A. Much asB. As muchC. More asD. As well asPart Four Cloze TestDirections: Fill in each numbered blank in the following passage with ONE suitable word to complete the passage. Put your answers on the ANSWER SHEET. (10%)Flowers for the DeadSince flowers symbolize new life, it may seem inappropriate to have them at funerals. Yet people in many cultures top coffins or caskets with wreaths and garlands and put blossoms on the graves of the (76) __________. This custom is part of a widespread, long-lived pattern. Edwin Daniel Wolff speculated that floral tributes to the dead are an outgrowth of the grave goods of ancient (77)__________. In cultures that firmly believed in an (78)__________, and believed further that thedeparted could enter that afterlife only (79) __________they took with them indications of their worldly status, it was a necessity to bury the dead with material goods: hence the wives and animals that were killed to accompany (80)__________rulers, the riches (81)__________with Egyptian pharaohs, and the coins that Europeans used to place on the departed person's eyes as payment for the Stygian ferryman. In time, as economy modified tradition, the actual (82)__________goods were replaced (83)__________symbolic representations. In China, for example, gold and silver paper became a stand-in (84)__________real money. Eventually even the symbolic significance became obscured. Thus, Wolff said, flowers may be the (85)__________step in “three well-marked stages of offerings to the dead: the actual object, its substitute in various forms, and —finally —mere tributes of respect.”Part Five ProofreadingDirections: This part consists of a short passage. In this passage, there are altogether 10 mistakes, one in each underlined sentence or part of a sentence. You may have to change a word, add a word or just delete a word. If you change a word, cross it out with a slash (\) and write the correct word near it. If you add a word, write the missing word between the words (in brackets) immediately before and after it. If you delete a word, cross it out with a slash (\). Put your answers on the ANSWER SHEET. (10%)Examples:e.g.1 (86) The meeting begun 2 hours ago.Correction in the ANSWER SHEET: (86) begun begane.g.2 (87) Scarcely they settled themselves in their seats in the theatre when the curtains went up.Correction in the ANSWER SHEET: (87) (Scarcely) had (they)e.g.3 (88) Never will I not do it again.Correction in the ANSWER SHEET: (88) not(86) Homes could start been connected to the Internet through electrical outlets. (87) In this way, consumers and business may find easier to make cheaper telephone calls under new rules that the Federal Communications Commission began preparing on Thursday. (88) Taking together, the new rules could profoundly affect the architecture of the Internet and the services it provides. (89) They also have enormous implications for consumers, the telephone and energy industries, equipment manufacturers. Michael K. Powell, the F. C. C. chairman, and his two Republican colleagues on the five-member commission said that (90) a 4-to-1 vote on Thursday to allow a small company providingcomputer-to-computer phone connections to operate in different rules from ordinary phone companies, would ultimately transform the telecommunications industry and the Internet. (91) “This is a reflecting of the commission's commitment to bring tomorrow's technology to consumers today,” said Mr. Powell. He added that (92)the rules governing the new phone services sought to make them as wide available as e-mail, (93) and possibly much less expensive than traditional phones, and given their lower regulatory costs. At the same time, (94) once while the rules allowing delivery of the Internet through power lines are completed, (95) companies could provide consumers with the ability to plug their modems directly into wall sockets, just like they do with a toaster, or a desk lamp.Part Six WritingDirections: Write a short composition of about 250 to 300 words on the topic given below. And write the composition on the ANSWER SHEET. (15%)Topic: Epidemic Diseases and Public Health Crises试题详解Part One Listening Comprehension(略)Part Two Structure and Written Expression41. B 42. A 43. B 44. A 45. D 46. C 47. A 48. C 49. B 50. D51. B 52. A 53. A 54. D 55. B56. B 57. A 58. C 59. C 60. APart Three Reading ComprehensionⅠ.Passage One61. C 62. C 63. A 64. CPassage Two65. D 66. B 67. APassage Three68. B 69. D 70. BⅡ.(71) If you are seriously ill, it's good for you not to be panic and depressed.(72) Medical researchers, among whom Galen, an ancient Greek doctor, is the first one, have found out that depression can not only result in other illness but also aggravate existing ones.(73) Once they know what illness they've got, they get worse.(74) For most people, it's difficult to accept the terrible fact and remain sensible, but we should at least have confidence in ourselves.(75) Even if you get a HIV diagnosis, it is still possible for you to avoid the outbreak.Part Four Cloze Test(76) dead (77) traditions (78) afterlife (79) if(80) the (81) or(82) grave (83) by (84) for(85)lastPart Five Proofreading(86) been being (87) (finD. it (easier) (88) taking Taken(89) (industries), and (equipment) (90) in under(91) reflecting reflection(92) wide widely (93) and given given (94) while (95) like asPart Six WritingEpidemic Diseases and Public Health CrisesWhen SARS epidemic swept across China and stirred up even the entire globe last year, people finally came to realize the concept of public health crises, which in reality have already affected our life in various ways. Why didn't we recognize this until our life has been endangered? Surely, epidemic diseases as a kind of public health crises, have contributed to people's perception of public health crises.Public health itself is not new, but the term ”public health crises “has been fresh for most people in China. It includes not only outbreaks of diseases, but also water erosion, deforestation, desertification and many other problems which mankind as a whole must face. Ever since the industrial revolution and great economic expansion, people's life has been challenged in one way or another due to lots of irresponsible behaviors of mankind. Most of the time, people have accustomed to their ordinary way of life and do not spare time in comprehending the imminent crises.On the other hand, epidemic outbreaks always take on a very severe outlook and thus pose direct dangers to common people. They affect people's daily activities and even their lives, and that is why they can successfully arouse people's concerns about their own health. To some extent, our awareness of our dining habits and carelessness in protecting the environment can be attributed to the outbreak of some epidemics, like SARS and bird flu.We should all be gratitude for this awareness brought about by some epidemics. As China and the world's economy continue to expand, governments and people are fully aware that some measures have to be taken to fend off any possible danger to public health.A. is to send them to clinicsB. offers recapture of earlier experiencesC. is in the provision of clockwork toys and trainsD. is to capture them before they are sufficiently experienced47. The child in the nursery__________.A. quickly learns to wait for foodB. doesn't initially sleep and wake at regular intervalsC. always accepts the rhythm of the world around themD. always feels the world around him is warm and friendly48. The encouragement of children to achieve new skills__________.A. can never be taken too farB. should be left to school teachersC. will always assist their developmentD. should be balanced between two extremes49. Jigsaw puzzles are__________.A. too difficult for childrenB. a kind of building-block toyC. not very entertaining for adultsD. suitable exercises for parent-child cooperation50. Parental controls and discipline__________.A. serve a dual purposeB. should be avoided as much as possibleC. reflect the values of the communityD. are designed to promote the child's happinessQuestions 51 to 55 are based on the following passage:More than half of all Jews married in U. S. since 1990 have wed people who aren't Jewish. Nearly 480, 000 Americanhildren under the age of ten have one Jewish and one non-Jewish parent. And, if a survey compiled by researchers at the University of California at Los Angeles is any indication, it's almost certain that most of these children will not identify themselves as “Jewish” when they get older.That survey asked college freshmen, who are usually around age 18, about their own and their parents' religious identities. Ninety-three percent of those with two Jewish parents said they thought of themselves as Jewish. But when the father wasn't Jewish, the number dropped to 38 percent, and when the mother wasn't Jew, just 15 percent of the students said they were Jewish, too.“I think what was surprising was just how low the Jewish identification was in these mixed marriage families.” Linda Sax is a professor of education at UCLA. She directed the survey which was conducted over the course of more than a decade and wasn't actually about religious identity specifically. But Professor Sax says the answers to questions about religion were particularly striking, and deserve a more detailed study. She says it's obvious that interfaith marriage works against the development of Jewis h identity among children, but says it's not clear at this point why that's the case. “This new study is necessary to get more in-depth about their feelings about their religion. That's something that the study that I completed was not able to do. We didn't have information on how they feel about their religion, whether they have any concern about their issues of identification, how comfortable they feel about their lifelong goals. I think the new study's going to cover some of that,” she says.Jay Rubin is executive director of Hilel, a national organization that works with Jewish college students. Mr. Rubin says Judaism is more than a religion, it's an experience. And with that in mind, Hillel has commissioned a study of Jewish attitudes towards Judaism. Researchers will concentrate primarily on young adults, and those with two Jewish parents, and those with just one, those whosee themselves as Jewish and those who do not. Jay Rubin says Hillel will then use this study to formulate a strategy for making Judaism more relevant to the next generation of American Jews.51. The best title of this passage is__________.A. Jewish and Non-Jewish in AmericanB. Jewish Identity in AmericaC. Judaism-a Religion?D. College Jewish Students52. Among the freshmen at UCLA__________thought themselves as Jewish.A. mostB. 93% of those whose parents were both JewishC. 62% of those only whose father were JewishD. 15% of those only whose mother were Jewish53. The phrase “interfaith marriage” in the Paragraph 3 refers to the__________.A. marriage of people based on mutual beliefB. marriage of people for the common faithC. marriage of people of different religious faithsD. marriage of people who have faith in each other54. Which of the following statements is NOT true about professor Sax's research?A. The research indicates that most students with only one Jewish parent will not think themselves as Jewish.B. The survey was carried out among Jewish Freshmen.C. The research survey didn't find out what and how these Jewish students think about their religion.D. The research presents a new perspective for the future study.55. Which of the following is true according to the last paragraph?A. Mr. Rubin is the founder of Hillel.B. Mr. Rubin thinks that Judaism is not a religion and it's an experience.C. Hillel is an organization concerned with Jewish college students in the world.D. Hillel has asked certain people to carry out a study about Jewish attitudes towards Judaism.Questions 56 to 60 are based on the following passage:Governments that want their people to prosper in the burgeoning world economy should guarantee two basic rights: the right to private property and the right to enforceable contracts, says Mancur Olson in his book Power and Prosperity. Olson was an economics professor at the University of Maryland until his death in 1998.Some have argued that such rights are merely luxuries that wealthy societies bestow, but Olson turns that argument around and asserts that su ch rights are essential to creating wealth. “In comes are low in most of the countries of the world, in short, because the people in those countries do nothave secure in dividual rights,” he says.Certain simple economic activities, such as food gathering and making handicrafts, rely mostly on individual labor; property is not necessary. But more advanced activities, such as the mass production of goods, require machines and factories and offices. This production is often calledcapital-intensive, but it is really property-intensive, Olson observes.“No one would normally engage in capital-intensive production if he or she did not have rights that kept the valuable capital from being taken by bandits, whether roving or stationary,”he argues. “There is no private property without government—individuals may have possessions, the way a dog possesses a bone, but there is private property only if the society protects and defends a private right to that possession against other private parties and against the go vernment as well.”Would-be entrepreneurs, no matter how small, also need a government and court system that will make sure people honor their contracts. In fact, the banking systems relied on by developed nations are based on just such an enforceable con tract system. “We would not deposit our money in banks...if we could not rely on the bank having to honor its contract with us, and the bank would not be able to make the profits it needs to stay in business if it could not enforce its loan contracts with borrowers,” Olson writes.Other economists have argued that the poor economies of Third World and communist countries are the result of governments setting both prices and the quantities of goods produced rather than letting a free market determine them. Olson agrees there is some merit to this point of view, but he argues that government intervention is not enough to explain the poverty of these countries. Rather, the real problem is lack of individual rights that give people incentive to generate wealth. “If a society has clear and secure individual rights, there are strong incentives (刺激,动力)to produce, invest, and engage in mutually advantageous trade, and therefore at least some economic advance,” Olson concludes.56. Which of the following is true about Olson?A. He was a fiction writer.B. He edited the book Power and Prosperity.C. He taught economics at the University of Maryland.D. He was against the ownership of private property.57. Which of the following represents Olson's point or view?A. Protecting individual property rights encourages wealth building.B. Only in wealthy societies do people have secure individual rights.C. Secure individual rights are brought about by the wealth of the society.D. In some countries, people don't have secure individual rights because they're poor.58. What does Olson think about mass production?A. It's capital intensive.B. It's property intensive.C. It relies on individual labor.D. It relies on individual skills.59. What is the basis for the banking system?A. Contract system that can be enforced.B. People's willingness to deposit money in banks.C. The possibility that the bank can make profits from its borrowers.D. The fact that some people have surplus money while some need loans.60. According to Olson, what is the reason for the poor economies of Third World countries?A. government interventionB. lack of secure individual rightsC. being short of capitalD. lack of a free marketPart Ⅳ Cloze (10%)Directions: There are 20 blanks in the following passage. For each blank there are four choices marked A, B, C and D. You should choose the ONE that best fits into the passage. Then mark the corresponding letter on the Answer Sheet.For the people who have never traveled across the Atlantic the voyage is a fantasy. But for the people who cross it frequently one crossing of the Atlantic is very much like another, and they do not make the voyage for the__61__of its interest. Most of us are quite happy when we feel__62__to go to bed and pleased when the journey__63__. On the first night this time I felt especially lazy and went to bed__64__earlier than usual. When I__65__my cabin, I was surprised__66__that I was to have a companion during my trip, which made me feel a little unhappy. I had expected__67__but there was a suitcase__68__mine in the opposite corner. I wondered who he could be and what he would be like. Soon afterwards he came in. He was the sort of man you might meet__69__, except that he was wearing__70__good clothes that I made up my mind that we would not__71__whoever he was and did not say__72__. As I had expected, he did not talk to me either but went to bed immediately.I suppose I slept for several hours because when I woke up it was already the middle of the night.I felt cold but covered__73__as well as I could and tries to go back to sleep. Then I realized thata __74__was coming from the window opposite. I thought perhaps I had forgotten__75__the door, so I got up__76__the door but found it already locked from the inside. The cold air was coming from the window opposite. I crossed the room and__77__the moon shone through it on to the other bed.__78__there. It took me a minute or two to__79__the door myself. I realized that my companion__80__through the window into the sea.61. A. reason B.motive C.cause D. sake62. A. tired enough B. enough tired C. enough tiring D. enough tiring63. A. is achieved B. finish C. isover D. is in the end64. A. quite B. rather C.fairly D. somehow65. A. arrived in B. reached to C. arrivedto D. reached at66. A. for seeing B. that I saw C. at seeing D. to see67. A. being lonely B. to be lonely C. being alone D. to be alone68. A. like B. as C. similar than D. the same that69. A. in each place B. for all parts C.somewhere D. anywhere70. A. a so B. so C. sucha D. such71. A. treat together well B. pass together wellC. get on well togetherD. go by well together72. A. him a single word B. him not one wordC. a single word to himD. not one word to him73. A. up me B. upmyself C. up to myself D. myself up74. A. draft B. voice C.air D. sound75. A. to close B. closing C. to have toclose D. for closing76. A. to shut B. for shutting C. inshutting D. but shut77. A. while doing like that B. as I did like thatC. as I did soD. at doing so78. A. It was no one B. There was no oneC. It was anyoneD. There was anyone79. A. remind to lock B. remember to lockC. remind lockingD. remember locking80. A. had to jump B. was to have jumpedC. must have jumpedD. could be jumpedPart Ⅴ Writing (20%)Directions: In this part, you are asked to write a composition on the title of “Effect of Research Event on My Later Life and Work” with no less than 200 English words. Your composition should be学无止境based on the following outline given in Chinese. Put your composition on the ANSWER SHEET.1. 在科研和学习中使我最难忘的一件事情是。
- 1、下载文档前请自行甄别文档内容的完整性,平台不提供额外的编辑、内容补充、找答案等附加服务。
- 2、"仅部分预览"的文档,不可在线预览部分如存在完整性等问题,可反馈申请退款(可完整预览的文档不适用该条件!)。
- 3、如文档侵犯您的权益,请联系客服反馈,我们会尽快为您处理(人工客服工作时间:9:00-18:30)。
《计量经济学》博士研究生入学试题(A )一、简答题(每题5分,共40分)1、 指出稳健标准误和稳健t 统计量的适用条件。
2、 若回归模型的随机误差项可能存在q (1>q )阶自相关,应采用什么检验?其检验过程和检验统计量是什么?3、 谬误回归的主要症状是什么?检验谬误回归的方法主要有哪些?在回归中使用非平稳的时间序列必定会产生伪回归吗?4、一般的几何滞后分布模型具有形式:()∑∞=-+-+=01i t i t it x y ελβλα, ()0=t E ε,()s t s t ,2,cov δσεε=, 10<<λ 。
如何对这类模型进行估计,才能获得具有较好性质的参数估计量? 5、假定我们要估计一元线性回归模型:t t t x y εβα++=, ()0=t E ε, ()s t s t ,2,cov δσεε=但是担心t x 可能会有测量误差,即实际得到的t x 可能是t t t x x ν+=*,t ν是白噪声。
如果已经知道存在与*t x 相关但与t ε和t ν不相关的工具变量t z ,如何检验t x 是否存在测量误差? 6、考虑一个单变量平稳过程t t t t t x x y y εββαα++++=--110110 (1) 这里,()2,0σεIID t ≅ 以及11<α 。
由于(1)式模型是平稳的,t t x y 和都将达到静态平衡值,即对任何t 有: ()t y E y =* , ()t x E x =* 于是对(1)式两边取期望,就有****+++=x x y y 1010ββαα ( 2) 也就是()***+=-++-=x k k x y 101101011αββαα (3) 这里1k 是*y 关于*x 的长期乘数, 重写(1)式就有:()()t t t t t x x y y εβββαα+++∆+-+=∆--11001101()()t t t t x x k k y εβαα+∆+---+=--01101101 (4) 我们称(4)式为(1)式的误差修正机制(Error-correction Mechanism )表达式(ECM )。
在 (4)式中我们可以发现长期均衡的正、负偏离对短期波动的作用是对称的。
假如这种正、 负偏离对短期波动的作用不是对称的,那么模型应该如何设计与估计?7、检验计量经济模型是否存在异方差,可以用布罗歇—帕甘检验(Breusch Pagan )和怀 特(White )检验,请说明这二种检验的差异和适用性。
8、在模型设定时,如果遗漏重要变量,那么模型中保留下来的变量系数的OLS 估计是无 偏和一致的吗?请举简例说明。
二、综合题(每题15分,共60分)1、为了比较A 、B 和C 三个经济结构相类似的城市由于不同程度地实施了某项经济改革政策后的绩效差异,从这三个城市总计C B A N N N ++个企业中按一定规则随机抽取C B A n n n ++个样本企业,得到这些企业的劳动生产率y 作为被解释变量,如果没有其它可获得的数据作为解释变量,并且A 城市全面实施这项经济改革政策,B 城市部分实施这项经济改革政策,C 城市没有实施这项经济改革政策。
如何建立计量经济模型检验A 、B 和C 这三个城市之间由于不同程度实施某项经济改革政策后存在的绩效差异?2、用观测值201,,y y 和2010,,,x x x 估计模型t t t t e x x y +++=-110ββα得到的OLS 估计值为()23.20.5ˆ=α ()21.28.0ˆ0=β ()86.13.0ˆ1=β 86.02=R 和 25ˆ2=σ括号内为t 统计量。
由于1ˆβ的t 值较小,去掉滞后回归自变量1-t x 重新估计模型,这时,R 2为多少?3、对线性回归模型:'i i i y x βε=+ , (n i ,,2,1 =) ------------ (1)满足 0≠i i Ex ε。
假定 i z 可以作为i x 合适的工具变量,且2(|)Var Z I εσ=,请导出工具变量估计量,并给出它的极限分布。
4、考虑如下受限因变量问题:1)、二元离散选择模型中的Logit 模型,在给定i x ,N i ,,2,1 =条件之下1=i y 的条件概率为:{}()()exp Pr 1|1exp i i i i i x p y x x ββ'==='+在重复观测不可得的情况下,运用极大似然估计方法证明:11ˆN Ni ii i py ===∑∑其中,()121,,,,i i i ip x x x x '= ,()()ββˆexp 1ˆexp ˆi i i x x p '+'= 。
2)、为什么利用观测所获得的正的数据*i y 来估计Tobit 模型是不合理的?3)、对Tobit 模型: i i i x y εβ+'=*,n i ,,2,1 =以及i ε服从正态()2,0σN 分布,0,>=**i i i y y y 若; 0,0≤=*i i y y 若 ;求:(1)、()0>*i i y y E ;(2)、对重复观测不可得的情况详细说明Heckman 提出的模型估计方法。
《计量经济学》博士研究生入学试题(B )一、简答题(每题5分,共40分)1、 说明随机游动过程和单位根过程的联系与差异?如何检验某个经济变量具有单位根?2、 协积的概念是什么?如何检验两个序列是协积的?3、在二元离散选择的模型中解释变量ik x 变化作用的符号与其系数k β的符号有什么关系?为什么? 至少写出二点关于Tobit 模型与二元离散选择的模型的区别?4、海德拉斯(Hildreth )和卢(Lu )(1960) 检查分析了30个月度的时间序列观测数据(从1951年3月到1953年7月),定义了如下变量: cons = 每人冰激凌的消费量(按品脱计) income = 每周平均的家庭收入(按美元计) price = 每品脱冰激凌的价格(按美元计) temp = 平均气温(°F )1)、用cons 对income ,price ,tem 和常数作线性回归模型,得到DW 统计量的数值为1.0212,请说明模型存在什么病态? 2)、上述模型中加入平均气温的一阶滞后项tem(-1),得到5822.1=DW ,并且该项的系数估计为负,请说明加入该项的作用以及系数为负的经济含义。
3)、请写出2)中模型的另一种表达式,说明该表达式中变量系数的符号,解释符号的经济意义。
5、说明2R 和调整的2R 之间的差异,为什么在多变量线性回归模型的拟合评价中人们主要用2R ,而不是一般的决定系数2R 呢?6、 对于一种简化的异方差模型,即假定:{}22/i i i h x Var σε=,这里假定i h 可以被ih ˆ估计 的。
那么关于参数β的可行的广义最小二乘估计(FGLS )量如何得到?它是否还具有广义最小二乘估计的优良性质?7、在美国有人对密歇根的Ann Arbor 的大学生进行调查,认为男生和女生对空间(用ROOMPER 度量)和距学校的距离(用DIST 度量)具有不同的观点。
试问如何利用租金(用RENT 度量)数据对下述模型:())(()1234RENT SEX ROOM PER DIST ββββε=++++用F 检验法检验假设()()Var Var εε>女男?注:SEX 为虚拟变量 ——(1;如果是女生; 0;如果是男生)。
8、为了研究美国住房需求情况,我们利用对3120个家庭调查的截面资料资料,对以下回归模型:εβββ+++=Y P Q log log log 321其中 Q=3120个家庭中的任何一个家庭每年所需要的住房面积平方英尺数;P=家庭所在地住房的价格; Y=家庭收入。
假设我们认为住房需求由两个方程组成,一个描述黑人的住房需求,另一个描述白人的住房需求,这个模型可以写成:εβββ+++=Y P Q log log log 321 ;白人家庭 εγγγ+++=Y P Q log log log 321 ;黑人家庭我们希望对黑人需求方程的系数等于白人需求方程的系数的原假设进行检验。
这个假设是联合假设: 11γβ= 22γβ= 33γβ=为了对上述假设进行检验,我们首先对上述模型进行估计,并将每个方程的误差平方和相加,得到13640=U R ESS 。
现在,假设原假设为真,则模型简化为 εβββ+++=Y P Q log log log 321 所有家庭对这个模型进行估计,得到它的误差平方和13838=R ESS 。
我们能否认为系数全相等是正确的?二、综合题(每题15分,共60分)1、假定模型的矩阵形式为:εβ+=X y ,其中()0=εE , ()0='εX E ;1)、假定()T I E 2σεε=',求在r R =β条件下,参数β的最小二乘估计量。
2)、假定()T I E 2σεε='且ε是正态向量()T I N 2,0σ,构造检验原假设0H :r R =β[)(R rank q =] 的检验统计量,并说明该检验统计量服从F 分布。
3)、如何判断参数线性约束条件是否成立,请做说明。
4)、证明:对模型显著性检验的统计量()()1122---=k T R k R F ,请说明原假设是什么?其中,2R 是模型 εβ+=X y 在无约束条件下作OLS 估计所得到的拟合优度。
2、对线性回归模型:y X βε=+, 其中随机误差向量ε满足高斯-马尔可夫条件。
1)、 定义最小二乘估计量b .2)、 如果X 的第一列每个元素都是1, 证明最小二乘残差和为零,即0ie=∑。
3)、 令121212(',')',(',')',K K Rb b b βββ+=∈= 和 12(,),X X X = 推导1b 和 2b 的表达式。
4)、 如果2'E εεσ=Ω 与单位矩阵不成比例,试推出b 和ˆβ(GLS)方差形式。
3、假设年轻男性职员与年轻女性职员的工资之间存在着恒定的差别,为检验年轻男性职员与年轻女性职员受教育的回报是否相同以及方便起见,在模型中只包含受教育水平和性别二个定性的解释变量。
试设计模型既能体现存在恒定的工资差别,又能反映存在受教育回报上的差别,并对模型参数的估计及其所蕴涵的意义进行讨论。
4、投资学说中的资本存量调整原理认为人们根据最近的市场需求情况预期当前的需求量*t Y ,然后根据生产技术关系确定最合适的资本存量*t K 为:v K t =**t Y ,从而得到必要的净投资量1-**-=t t t K I NI δ。