大学MOOC 高级计量经济学-杨馨越(南京农业大学)1457891178 最新慕课完整章节测试答案
第三章 经典线性回归模型
文章目录
Quiz 2
1、单选题：
The OLS estimator 
does NOT exist if
选项：
A: 
is singular
B: 
C: 
for some 
D: All of the above
答案: 【 is singular】
2、单选题：
If Assumption 3.1,3.2 and Assumption 3.3(a) and 3.4 holds, which of the following is NOT true about the OLS estimator 
?
选项：
A: 
B: 
C: 
D: 
答案: 【 】
3、单选题：
Which of the following is NOT true about the projection matrix 
?
选项：
A: P is symmetric
B: 
C: 
is also symmetric
D: 
答案: 【 】
4、单选题：
Which of the following is NOT true about Assumption 3.2 ?
选项：
A: Assumption 3.2 implies 
B: Assumption 3.2 implies
, for t = 1, 2, · · · , n.
C: Assumptions 3.1 and 3.2 ensure correct model specification on 
for a linear regression model.
D: Assumptions 3.1 and 3.2 can NOT guarantee correct model specification on for a linear regression model.
答案: 【 Assumptions 3.1 and 3.2 can NOT guarantee correct model specification on for a linear regression model.】
5、单选题：
Which of the following is not true about 
?
选项：
A: is always between 0 and 1
B: 
C: When X contains an intercept term, 
is between 0 and 1
D: When X does not contain an intercept term, might be negative
答案: 【 When X does not contain an intercept term, might be negative】
6、判断题：
When X is NOT stochastic, 
is equivalent to .
选项：
A: 正确
B: 错误
答案: 【 正确】
7、判断题：
If 
is an independent random sample, is equivalent to 
for t = 1, 2, · · · , n.
选项：
A: 正确
B: 错误
答案: 【 正确】
8、判断题：
Assumption 3.4 can be written more compactly as 
.
选项：
A: 正确
B: 错误
答案: 【 错误】
9、判断题：
Let 
be the estimated residual from the OLS estimation. We
always have 
.
选项：
A: 正确
B: 错误
答案: 【 错误】
10、判断题：
Let 
be the estimated residual from the OLS estimation. 
’s are independent.
选项：
A: 正确
B: 错误
答案: 【 错误】
11、判断题：
Let be the estimated residual associated with the OLS estimator 
. We have 
under some assumptions.
选项：
A: 正确
B: 错误
答案: 【 正确】
12、判断题：
In Section 3.7, under 
and some assumptions, we have 
.
选项：
A: 正确
B: 错误
答案: 【 正确】
13、判断题：
In Section 3.7, under 
and some assumptions, we have 
.
选项：
A: 正确
B: 错误
答案: 【 错误】
14、判断题：
When 
, where V is some known symmetric and positive definite matrix, in general.
选项：
A: 正确
B: 错误
答案: 【 错误】
15、判断题：
When , where V is some known symmetric and positive definite matrix, we can still use the T and F test statistics derived in Section 3.7 to conduct hypothesis testing.
选项：
A: 正确
B: 错误
答案: 【 错误】
第四章 独立同分布样本的线性回归模型
Quiz 3
1、单选题：
The asymptotic theory discussed in Chapter 4 is applicable for
选项：
A: Time series data with serial correlation
B: i.i.d cross-sectional data
C: None of the above
D: All of the above
答案: 【 i.i.d cross-sectional data】
2、单选题：
Which of the following assumption is dropped in Chapter 4?
选项：
A: 
is an observable i.i.d random sample.
B: Linearity, i.e., 
for t = 1, 2, · · · , n.
C:
D: 
答案: 【 】
3、单选题：
Which of the following is NOT true about Assumption 4.4, regarding 
?
选项：
A: The dimension of Q is n × n
B: Q is nonsingular
C: Every element of Q is finite
D: Q contains elements like 
’s.
答案: 【 The dimension of Q is n × n】
4、单选题：
Which of the following is NOT true about Assumption 4.5, regarding 
?
选项：
A: With 
B: The dimension of V is n × n
C: Every element of V is finite
D: V is symmetric
答案: 【 The dimension of V is n × n】
5、单选题：
Which of the following is NOT true about Assumptions 4.1-4.5?
选项：
A: Assumptions 4.1 and 4.3 imply that the strict exogeneity condition 
(Assumption 3.2) holds
B: When Xt contains the intercept term, Assumption 4.5 implies
C: 
in Assumption 4.3 rules out conditional heteroskedasticity
D: When there exits conditional homoskedasticity, Assumption 4.4 can ensure Assumption 4.5
答案: 【 in Assumption 4.3 rules out conditional heteroskedasticity】
6、判断题：
The correct model specification assumption, i.e., ensures consistency of the OLS estimator β
选项：
A: 正确
B: 错误
答案: 【 正确】
7、判断题：
We utilize a univariate Central Limit theorem for i.i.d random sample to establish the asymptotic normality of in Chapter 4.
选项：
A: 正确
B: 错误
答案: 【 错误】
8、判断题：
Under Assumptions 4.1-4.5, we can show that the asymptotic variance of 
is 
选项：
A: 正确
B: 错误
答案: 【 正确】
9、判断题：
With 
, the asymptotic variance of 
can be simplified to 
.
选项：
A: 正确
B: 错误
答案: 【 错误】
10、判断题：
With 
.
选项：
A: 正确
B: 错误
答案: 【 错误】
11、判断题：
We can use 
to consistently estimate Q.
选项：
A: 正确
B: 错误
答案: 【 正确】
12、判断题：
We can use 
to consistently estimate 
.
选项：
A: 正确
B: 错误
答案: 【 正确】
13、判断题：
In Section 4.6, under and conditional homoskedasticity, we have 
.
选项：
A: 正确
B: 错误
答案: 【 正确】
14、判断题：
In Section 4.6, under