经济学院财政系2012级本科—期末考试主考教师：王艺明

PAGE \* 7厦门大学《计量经济学基础》课程试卷经济学院财政系2012级本科——期末考试主考教师：王艺明 试卷类型：（A卷/B卷）主考教师：王艺明主考教师：王艺明A卷1。Using the data in 。RAW经济学基础试卷, the was by OLS：rdin?ten (0。429) _ (0。00014) sale (0。) =32, =0。1484。(i) At what point does the of sales on ?(ii) Would you keep the term in the model? 。(iii) as sales in of : =sales/1,000。 the with and as the 。 #

Be sure to and the R-。 [Hint: Note that = /。]2。 Using the data in 。RAW (see also 3。3), we the (235。11) (。018)(5。86) (11。21) (。134) (34。33)n=706, =0。123, =0。117。The sleep is total per week spent at night, is total spent , educ and age are in years, and male is a dummy。(i) All other being equal, is there that men sleep more than women? How is the ?(ii) Is there a and ? What is the ?(iii) What other do you need to run to test the null that, other fixed, age has no on ?3。

a model to beer :Write the that has a error term。4。 if you agree or with each of the and give a brief of your :(i) Like cross- , we can that most time are 。(ii) The OLS in a time is under the first three Gauss- 。(iii) A be used as the in 。

#

5。 The three were using the 1,534 in 401K。RAW:(0。78) (0。52)(0。045) (0。00004)=0。100, =0。098。(1。95) (0。51) (0。044)(0。28)= 0。144, =0。142。 (0。78) (0。52)(0。045) (0。00009)(0。)=0。108, =0。106。Which of these three do you 。 Why?6。 the ：where Y = labor force rate (LFPR) of women in 1972 and X = LFPR of women in 1968。 The were from a of 19 in the 。 #

(i) How do you this ?(ii) Test the : 。 Which test do you use? And why? What are the of the test(s) you use?(iii) that the LFPR in 1968 was 0。58 (or 58 )。 On the basis of the given above, what is the mean LFPR in 1972? a 95% for the mean 。(iv) How would you test the that the error term in the is ? Show the 。

7。 The were based on data over the 1978 to 1987:p value=(0。7984) (0。0186) p value=(0。0131) where Y = rate of on stock,%经济学基础试卷, and X = rate of ,%。(i) What is the the two ?(ii) Given the , would you the term in the first model? Why or why not?(iii) How would you the slope in the two ?(iv) What is the the two ?(v) Can you the terms of the two ? Why or why not?8。 #

the 。Model A: Model B: (i) Will OLS of and be the same? Why?(ii) Will OLS of and be the same? Why?(iii) What is the and ?(iv) Can you the terms of the two ? Why or why not?9。 From a of 209 firms, the 。se = (0。32) (0。035) (0。0041) (0。00054) = 0。 = of = firm = on in = on firm’s where in the are the 。 #

(i) the into any prior that you may have about the signs of the 。(ii) Which of the are at the 5 level?(iii) What is the of the ? Which test do you use? And why?(iv) Can you the of roe and ros as ? Why or why not?10。 the Y = of a = years of = dummy for three ways of the dummy 。 #

(i) D = 1 for male, 0 for 。(ii) D = 1 for , 2 for male。(iii) D = 1 for , ?1 for male。 the model for each dummy 。 Is one to ? your 。T table for