2020 计量经济学(湖南师范大学)1452150451 最新满分章节测试答案

分类：已完结, 网课答案
标签： MOOC答案, 网课小帮手, 网课答案

【作业】绪论计量经济学导论 homework01
【作业】第一章概率统计复习 homework02
【作业】第二章一般回归分析和模型设定 homework03
第二章一般回归分析和模型设定 Quiz1
【作业】第三章经典线性回归模型 homework04
【作业】第三章经典线性回归模型 homework05
【作业】第四章独立同分布样本的线性回归模型 homework06
【作业】第五章非独立样本的线性回归模型 homework07

本答案对应课程为:点我自动跳转查看
本课程起止时间为:2020-02-24到2020-06-24
本篇答案更新状态:已完结

【作业】绪论计量经济学导论 homework01

1、问题:In Lecture note by Hong (2016), he argured modern econometrics is essentially built upon the following fundamental axioms:(1)Any economy can be viewed as a stochastic process governed by some probability law.(2)Economic phenomenon, as often summarized in form of data, can be reviewed as a realization of this stochastic data generating process.Discuss their roles and implications.
评分规则: 【阐述清楚“stochastic process”, “probability law”, “data”, “stochastic data generating process”的关系即可
】

【作业】第一章概率统计复习 homework02

1、问题:Suppose that X and Y are two binary random variables. Their joint distribution is given in the following table. Y=0Y=1X=00.160.37X=10.290.18(1) What is the marginal distribution of Y ?(2) What is the distribution of Y conditional on X = 0? What is the distribution of Y conditional on X = 1?(3) Demonstrate the Law of Iterated Expectations explicitly by showing that E[E(X|Y)] = E(X). (4) Let h(Y) = . Show explicitly that E[Xh(Y)|Y] =h(Y)E(X|Y) in this case.
评分规则: 【老师评卷
】

2、问题:Show that the variance of the random variable X1–E(X1|X2) cannot be greater than the variance of X1, and that the two variances are equal if X1 and X2 are independent. This result shows how one random variable can be informative about another: Conditioning on it reduces variance unless the two variables are independent.
评分规则: 【老师评卷
】

3、问题:Let a random variable X1 be distributed as N(0,1). Now suppose that a second random variable, X2, is constructed as the product of X1 and an independent random variable Z, which equals 1 with probability 1/2 and -1 with probability 1/2. (1)What is the (marginal) distribution of X2? (2)What is the covariance between X1 and X2? (3)What is the distribution of X1 conditional on X2?
评分规则: 【老师评卷
】

4、问题:Suppose Y=1+X+0.5(-1)+u, where X~N(0,1), u~N(0,1), X and u are independent.(1) If the model is Y=1+X+ε, show that E(Xε)=0;(2) Calculate E(X|ε).
评分规则: 【老师评卷
】

【作业】第二章一般回归分析和模型设定 homework03

1、问题:本章共5道练习题；共100分。请大家以word版本编辑，已附件形式提交。
评分规则: 【老师批改
】

第二章一般回归分析和模型设定 Quiz1

1、问题: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、问题: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、问题: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、问题: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: 【】