j计量经济学(共3页).doc
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1、精选优质文档-倾情为你奉上Multiple Choice Test Bank Questions No Feedback Chapters 1 and 2Correct answers denoted by an asterisk.1. The numerical score assigned to the credit rating of a bond is best described as what type of number?(a) Continuous(b) Cardinal(c)* Ordinal(d) Nominal2. Suppose that we wanted to su
2、m the 2007 returns on ten shares to calculate the return on a portfolio over that year. What method of calculating the individual stock returns would enable us to do this?(a)* Simple(b) Continuously compounded(c) Neither approach would allow us to do this validly(d) Either approach could be used and
3、 they would both give the same portfolio return 3. Consider a bivariate regression model with coefficient standard errors calculated using the usual formulae. Which of the following statements is/are correct regarding the standard error estimator for the slope coefficient?(i) It varies positively wi
4、th the square root of the residual variance (s)(ii) It varies positively with the spread of X about its mean value(iii) It varies positively with the spread of X about zero(iv) It varies positively with the sample size T(a) * (i) only(b) (i) and (iv) only(c) (i), (ii) and (iv) only(d) (i), (ii), (ii
5、i) and (iv).4. In a time series regression of the excess return of a mutual fund on a constant and the excess return on a market index, which of the following statements should be true for the fund manager to be considered to have “beaten the market” in a statistical sense?(a) * The estimate for a s
6、hould be positive and statistically significant(b) The estimate for a should be positive and statistically significantly greater than the risk-free rate of return(c) The estimate for b should be positive and statistically significant(d) The estimate for a should be negative and statistically signifi
7、cant.5. What result is proved by the Gauss-Markov theorem?(a) That OLS gives unbiased coefficient estimates(b) That OLS gives minimum variance coefficient estimates(c) * That OLS gives minimum variance coefficient estimates only among the class of linear unbiased estimators(d) That OLS ensures that
8、the errors are distributed normally6. The type I error associated with testing a hypothesis is equal to (a) One minus the type II error(b) The confidence level(c) * The size of the test(d) The size of the sample7. Which of the following is a correct interpretation of a “95% confidence interval” for
9、a regression parameter?(a) * We are 95% sure that the interval contains the true value of the parameter(b) We are 95% sure that our estimate of the coefficient is correct(c) We are 95% sure that the interval contains our estimate of the coefficient(d) In repeated samples, we would derive the same es
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