大学MOOC 微观计量经济学（侯新烁）(湘潭大学)1451590196 最新慕课完整章节测试答案
第二章一般回归分析和模型设定
文章目录
Quiz1
1、单选题：
Which of the following belongs to the general methodology of modern economic research?
选项：
A: Data collection and summary of empirical stylized facts.
B: Development of economic theories/models.
C: Empirical verification of economic models.
D: All of the above
答案: 【 All of the above】
2、单选题：
Suppose 
is wage and 
is a gender dummy variable,taking value 1 if an employee is female and value 0 if an employee is male. Which of the following is NOT correct, regarding the interpretation of the conditional expectation 
?
选项：
A: 
can be interpreted as the average wage of a female worker
B: 
can be interpreted as the average wage of a male worker
C: 
D: 
答案: 【 】
3、单选题：
Econometrics has witnessed a rather rapid development in the past several decades because
选项：
A: There is a need for empirical verification of economic theory
B: More and more high quality economic and finance data are available.
C: Advance in computer technology
D: All of the above
答案: 【 All of the above】
4、单选题：
Suppose is an asset return and we have two different information sets 
and 
, where is a subset of so contains more information than . Which of the following is correct?
选项：
A: 
B: 
C: 
D: None of the above.
答案: 【 】
5、单选题：
Which of the following is correct about the best LS approximation coefficient vector 
?
选项：
A: Under some assumptions, minimizes the MSE for the class of affine functions defined in Chapter 2.
B: is a random vector.
C: is well-defined only when is linear in
D: None of the above.
答案: 【 Under some assumptions, minimizes the MSE for the class of affine functions defined in Chapter 2.】
6、判断题：
Let 
be the regression disturbance defined in Chapter 2. If 
, with 
being some constant, we say that there exists conditional homoskedasticity for .
选项：
A: 正确
B: 错误
答案: 【 正确】
7、判断题：
Let be the regression disturbance defined in Chapter 2. By definition we have 
.
选项：
A: 正确
B: 错误
答案: 【 正确】
8、判断题：
Let be the regression disturbance defined in Chapter 2. It is possible that is NOT orthogonal to , i.e., 
.
选项：
A: 正确
B: 错误
答案: 【 错误】
9、判断题：
Let be the regression disturbance defined in Chapter 2. It is impossible that but 
is a function of .
选项：
A: 正确
B: 错误
答案: 【 错误】
10、判断题：
Econometrics is simply an application of a general theory of mathematical statistics.
选项：
A: 正确
B: 错误
答案: 【 错误】
11、判断题：
Econometrics can help test validity of economic theories and economic hypotheses.
选项：
A: 正确
B: 错误
答案: 【 正确】
12、判断题：
Only when is a linear function of , can we write down the linear regression model 
.
选项：
A: 正确
B: 错误
答案: 【 错误】
13、判断题：
It is possible to define the the best LS approximation coefficient vector
even when is a nonlinear function of .
选项：
A: 正确
B: 错误
答案: 【 正确】
14、判断题：
The best LS approximation coefficient vector can be interpreted as the true parameter only when the linear regression model is correctly specified.
选项：
A: 正确
B: 错误
答案: 【 正确】
15、判断题：
The linear regression model 
, 
is said to be correctly specified for if 
for some 
.
选项：
A: 正确
B: 错误
答案: 【 正确】
第三章经典线性回归模型
Quiz2
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.