B卷_金融计量B0300510

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1、中南财经政法大学2012-2013学年第学期期末考试试卷课程名称：《金融计量学（双语）》（B）卷课程代号：B0300510考试形式：闭卷、笔试使用对象：!蚩辄麻!.题号—•二三四五六七总分总分人分值得分注意：可以用英文或中文作答得分评阅人请把单选题答案写在下面的空格里•、选择题：（共10题，每题2分）123456789101.WhichoneofthefollowingisNOTanassumptionoftheclassicallinearregressionmodel?(a)Tlieexplanatoryvariablesareuncon-elatedwitht

2、heerrorterms.(b)Thedisturbancetermshavezeromean(c)Thedependentvariableisnotcorrelatedwiththedisturbanceterms(d)Thedisturbancetermsareindependentofoneanother.2・WhichofthefollowingisNOTagoodreasonforincludingadisturbanceterminaregressionequation?(a)Itcapturesomitteddeterminantsofthedepen

3、dentvariable(b)Toallowforthenon-zeromeanofthedependentvariable(c)Toallowforerrorsinthemeasurementofthedependentvariable(d)Toallowforrandominfluencesonthedependentvariable3.Whichofthefollowingisacorrectinterpretationofa“95%confidenceinterval"foraregressionparameter?(a)Weare95%surethatth

4、eintervalcontainsthetmevalueoftheparameter(b)Weare95%surethatourestimateofthecoefficientiscorrect(c)Weare95%surethattheintervalcontainsourestimateofthecoefficient(d)Inrepeatedsamples,wewouldderivethesameestimateforthecoefficient95%ofthetime4.Thenumericalscoreassignedtothecreditratingof

5、abondisbestdescribedaswhattypeofnumber?(a)Continuous(b)Cardinal(c)Ordinal(d)Nominal5.SupposethatthevalueofR~foranestimatedregressionmodelisexactlyone.Whichofthefollowingaretrue?(i)Allofthedatapointsmustlieexactlyontheline(ii)Alloftheresidualsmustbezero(iii)Allofthevariabilityofyaboutis

6、meanhavehasbeenexplainedbythemodel(iv)Thefittedlinewillbehorizontalwithrespecttoalloftheexplanatoryvariables(a)(ii)and(iv)only(b)(i)and(iii)only(c)(i),(ii),and(iii)only(d)(i),(ii),(iii),and(iv)6.WhichofthefollowingwouldNOTbeapotentialremedyfortheproblemofmulticollinearitybetweenregress

7、ors?(a)Removingoneoftheexplanatoiyvariables(b)Transformingthedataintologaiithms(c)Transfonningtwooftheexplanatoryvariablesintoratios(d)Collectinghigherfrequencydataonallofthevariables77=0.3+0.5>7_i-0.4et.+&where&isazeromeanerrorproce