武汉理工大学计量经济学B卷

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武汉理工大学考试试卷（B卷）

2014 ~2015 学年2 学期计量经济学课程闭卷

时间150分钟，56 学时，总分100分，占总评成绩70 % 2015 年6月

题号一二三四五六七八合计

满分30 25 15 15 15 100

得分

一、Multiple Choice （2X15 =30 points)

1）When a linear regression model includes a constant term, which of the following statements is correct?

A) ESS = RSS + TSS B) TSS = ESS + RSS C) ESS > TSS D) R2 =1 −(ESS/TSS)

2）In the simple linear regression model: log(Y )= β0 + β1X + ε, the slope parameter β1

A) indicates by how many percentages Y increases, given one percent increase in X.

B) indicates by how many units Y increases, given one unit increase in X.

C) indicates by how many percentages Y increases, given one unit increase in X.

D) represents the elasticity of Y with respect to X.

3) The OLS estimator is derived by

A) making sure that the standard error of the regression equals the standard error of the slope

estimator.

B) minimizing the sum of absolute residuals.

C) minimizing the sum of squared residuals.

D) connecting the Yi corresponding to the lowest Xi observation with the Yi corresponding to

the highest Xi observation..

5) In the case of the simple regression model Yi = β0 +β1Xi + εi, when Xi and εi are

correlated,

A) Xi is endogenous. B) the OLS estimator is unbiased.

C) the OLS estimator is consistent. D) the OLS estimator is BLUE

得分

6) The t-statistic in a linear regression model is calculated by dividing

A) the coefficient estimator by the standard deviation of the explanatory variable.

B) the OLS estimator by its standard error. C) the coefficient estimator by 1.96.

D) the coefficient estimator minus its hypothesized value by the standard error of the estimator.

7) Which of the following is least likely to cause the unexpected sign of a slope coefficient estimate?

A) Omission of a relevant variable. B) Inclusion of an irrelevant variable.

C) Incorrect functional form. D) Severe multicollinearity.

9) Which of the following criteria cannot be used for model comparisons?

A) R2 B) R2 C) AIC D) BIC

10）Which of the following is not a symptom of severe multicollinearity?

A) Few insignificant t ratios together with high R2.

B) The coefficient estimates may be very sensitive to the addition of small number of observations.

C) The coefficient estimates may be sensitive to the deletion of a statistically insignificant variable.

D) One may get very odd coefficien t estimates possibly with wrong signs.

11) Which of the followings about the tests for heteroskedasticity is not right?

A) The Park test has to specify the functional form of heteroskedasticity.

B) The White test has to specify the functional form of heteroskedasticity.

C) Both the Park and White tests specify homoskedasticity as the null hypothesis.

D) The White test is more powerful than the Park test.

12) In the linear probability model Y = β0 + β1X1 + ·+ βkXk + ε, the interpretation of the slope coefficient β1 is

A) not all that meaningful since the dependent variable is either 0 or 1.

B) the change in probability that Y =1 associated with a unit change in X1, holding other regressors constant.

C) the response in the dependent variable to a percentage change in the regressor.

D) the change in odds associated with a unit change in X1, holding other regressors constant.