Basic Econometrics.docx

Basic Econometrics.docx

《Basic Econometrics.docx》由会员分享，可在线阅读，更多相关《Basic Econometrics.docx（17页珍藏版）》请在冰豆网上搜索。

BasicEconometrics

BasicEconometrics　

Part1:

BasicStatistics:

Chapter1Estimation:

Confidenceintervals

Chapter1.1Confidenceinterval随堂测验

1、Whatispointestimation

A、Pointestimationisonlyoneobservation.

B、pointestimationisonevalueofthesamplestatisticstoestimatethepopulationparameter.

C、pointestimationarangetoestimatethepopulationparameters.

D、noneoftheabaveiscorrect.

Test1

1、Whenestimatingpopulationparameters,apointestimateis:

A、Arangeofpossiblevaluesforapopulationparameter.

B、Alwaysequaltoapopulationvalue.

C、Astatisticthatestimatesapopulationparameter.

D、Thepopulationmean.

2、Acharacteristicofallconfidenceintervalsisthat:

A、aconfidenceintervalalwaysincludesthepopulationparameter.

B、aconfidenceintervalalwaysincreasesinwidthasthesamplesizeisincreased.

C、aconfidenceintervalcannotincludeavalueof0.

D、aconfidenceintervalalwaysincreasesinwidthasthelevelofconfidenceincreases.

3、Ifwewishtodecreasethewidth（increasetheprecision）ofaconfidenceinterval,wewould:

A、increasethesizeofthesample.

B、reducethesizeofthepopulation.

C、raisethelevelofconfidence.

D、computethemean.

4、Wewishtodevelopaconfidenceintervalforthepopulationmean.Thepopulationstandarddeviationisknown.Wehaveasampleof40observations.Wedecidetousethe92percentlevelofconfidence.Theappropriatevalueofzis:

A、1.75.

B、1.96.

C、1.65.

D、2.58.

5、Wewishtodevelopaconfidenceintervalforthepopulationmean.Thepopulationfollowsthenormaldistribution,thestandarddeviationofthepopulationis3,andwehaveasampleof10observations.Wedecidetousethe90percentlevelofconfidence.Theappropriatestatisticforthelevelofconfidenceis:

A、z=1.645.

B、z=1.960.

C、t=1.833.

D、t=2.262.

6、Thefractionofasamplepossessingacertaintraitiscalleda:

A、proportion.

B、population.

C、mean.

D、confidenceinterval.

7、Todevelopaconfidenceintervalforaproportion:

A、weapproximatethebinomialdistributionwithanormaldistribution.

B、thesamplesizeshouldbeatleast100.

C、pshouldbelessthan.05.

D、weusethetstatistic.

8、Wewishtodevelopaconfidenceintervalforthepopulationmean.Thepopulationfollowsthenormaldistributionandthepopulationstandarddeviationis3.Wecollectarandomsampleof10observations.Wedecidetousethe90percentlevelofconfidence.Themarginoferrorfortheconfidenceintervalis:

A、±1.565.

B、±1.645.

C、±2.262.

D、±2.146.

9、Wewishtodevelopaconfidenceintervalforthepopulationmean.Thepopulationfollowsthenormaldistribution.Wecollectarandomsampleof10observationsandthesamplestandarddeviationis3.Wedecidetousethe95percentlevelofconfidence.Themarginoferrorfortheconfidenceintervalis:

A、±2.146.

B、±1.859.

C、±1.960.

D、±2.262.

10、Whichofthefollowingstatementsisacharacteristicofthetdistribution

A、Itisacontinuousdistribution.

B、Itisadiscretedistribution.

C、Ithasameanof0.

D、Itissymmetrical.

Part1：

BasicStatistics：

Chapter2HypothesisTestiing

Chapter2.1OneSampleTestsofHypothesis随堂测验

1、Whenwedotheonesampleofhypothesistestforthepopulationmeanbutwedon'tknowthepopulationvariation,whatstatisticswecanchoosetouse

A、Tstatistics

B、Normalstatistics

C、Fstatistics

D、chi-square

Test2

1、Foranullhypothesisstatement,italwaysincludes:

A、ahypothesizedvalueforthesamplestatistic.

B、astatementofequality:

（=）,（≤）or（≥）.

C、astatementoflessthan:

（）.

D、astatementofgreaterthan:

（）.

2、Whichofthefollowingstatementsistrueaboutthealternatehypothesis

A、Itisacceptedifthenullhypothesisisrejected.

B、Itwillalwayscontainanequalsign.

C、Itisrejectedifthenullhypothesisistrue.

D、Itisacceptedifthenullhypothesisisaccepted.

3、ATypeIErroris:

A、calculatedfromsampleinformation.

B、aprobabilitydeterminedfromtheteststatistic.

C、theprobabilityofrejectingthenullhypothesiswhenitistrue.

D、theprobabilityofacceptingthenullhypothesiswhenitisfalse.

4、Whentestinganullhypothesis,acriticalvalueis:

A、calculatedfromsampleinformation.

B、alwayspositive.

C、thepointthatdividestheacceptanceregionfromtherejectionregion.

D、aprobabilitydeterminedfromtheteststatistic.

5、Inaone-tailedhypothesistest:

A、therejectionregionisinonlyoneofthetailsofadistribution.

B、therejectionregionissplitbetweenthetailsofadistribution.

C、theareaoftherejectionregionequalsthep-value.

D、theareaoftherejectionregionistwicethevalueofthep-value.

6、Touseazstatisticinaone-samplehypothesistestofamean,weneedtoknow:

A、thepopulationmean.

B、thepopulationstandarddeviation.

C、thedegreesoffreedom.

D、themarginoferror.

7、Ap-valueisequaltothe:

A、populationproportion.

B、significancelevel.

C、fractionofthepopulationthathasaparticularcharacteristic.

D、probabilityoffindingavalueoftheteststatisticthatisequalormoreextreme（greaterthanorlessthan）thanthevalueoftheteststatisticassumingthenullhypothesisistrue.

8、ATypeIIErroroccurswhenwe:

A、acceptthenullhypothesiswhenitisfalse.

B、rejectthealternatehypothesiswhenitistrue.

C、rejectthenullhypothesiswhenitisfalse.

D、acceptthenullhypothesiswhenitistrue.

9、Whichofthefollowingstatementsistrueaboutthelevelofsignificance

A、Itisthelikelihoodofrejectingthenullhypothesiswhenitistrue.

B、Itisthelikelihoodofrejectingthenullhypothesiswhenitisfalse.

C、Itisaprobability.

D、Itcanbeanyvaluebetween0and1.

10、Whichofthefollowingstatementsarecorrectwhendecidingwhethertousethezorthetdistribution

A、Usethezdistributioninatestofproportionswhennπandn（1-π）aregreaterthanorequalto5.

B、Usethezdistributionwhenwehaveanormalpopulationandweknowthepopulationstandarddeviation.

C、Usetwhenthepopulationisnormalandthepopulationstandarddeviationisnotknown.

D、Usethetdistributioninatestofproportionswhennπandn（1-π）aregreaterthanorequalto5.

Part1:

BasicStatistics:

Chapter3Two-sampleTestsofHypothesis

Test3

1、Inahypothesistestcomparingtwopopulationmeans,the"="signalwaysappearsinthe:

A、nullhypothesis.

B、alternatehypothesis.

C、uppertailoftheteststatistic.

D、lowertailoftheteststatistic.

2、Inahypothesistestcomparingtwopopulationmeans,weusethezdistributionwhen:

A、bothpopulationstandarddeviationsareknown.

B、thetwopopulationstandarddeviationsareequal.

C、bothpopulationshaveatleast4000observations.

D、nπandn（1-π）arebothgreaterthan5.

3、Forthehypothesis,H0:

µ1≤µ2,arandomsampleof10observationsisselectedfromthefirstnormalpopulationand8fromthesecondnormalpopulation.Whatisthenumberofdegreesoffreedom

A、16

B、18

C、17

D、9

4、Forthehypothesis,H0:

µ1≤µ2,（.01significancelevel）,arandomsampleof10observationsisselectedfromthefirstnormalpopulationand8fromthesecondnormalpopulation.Populationstandarddeviationsareunknown.Whatis（are）thecriticalvalue（s）

A、2.583

B、-2.921,2.921

C、-2.583,2.583

D、-2.583

5、Whentestingahypothesisaboutthemeansfortwoindependentpopulations（populationstandarddeviationsunknown）,whatshouldbetrue

A、Bothpopulationsarenormallydistributed.

B、nπandn（1-π）arebothgreaterthan5.

C、Thesamplessizesselectedfromeachpopulationmustbeequal.

D、Theobservationsarematchedorpaired.

6、Toconductatestofmeansfortwoindependentpopulations,whichofthefollowingisrequired

A、Thepopulationstandarddeviationsmustbeequal.

B、Az-statisticisusedtotestthehypothesis.

C、nπandn（1-π）mustbe5orgreater.

D、Aone-tailedhypothesistest.

7、Anotherwaytostatethenullhypothesis:

H0:

µ1=µ2,is:

A、H0:

µ1-µ2=0

B、H0:

µ1≤µ2

C、H0:

µ1≥µ2

D、H0:

µ1-µ2≠0

8、Toconductatestofhypothesisfordependentpopulations,weassumethat:

A、thedistributionofthedifferencebetweenthesampledpairedobservationsfollowsthenormaldistribution.

B、bothsamplesareatleast30.

C、thesamplesareunrelated.

D、nπandn（1-π）arebothgreaterthan5.

9、Whenconductingatestofhypothesisfordependentsamples:

A、differencesbetweeneachmatchedpairofobservationsarecomputed.

B、thesamplesizeshouldbeatleast30pairsofobservations.

C、thesignificancelevelismorethan.05.

D、thep-valueismorethan.10.

10、Whichofthefollowingisnecessarytodetermineap-value

A、Knowledgeofwhetherthetestisone-tailedortwo-tailed

B、Thevalueoftheteststatistic

C、Thelevelofsignificance

D、Samplesize

Part1:

BasicStatistics:

Chapter4AnalysisofVariance

Test4

1、AF-statisticisusedtotestthehypothesisthat:

A、twopopulationvariancesareequal.

B、MSEequals0.

C、az-statisticisgreaterthan0.

D、azstatisticlessthanatstatistic.

2、TheshapeofaF-distributionis:

A、positivelyskewed.

B、symmetric.

C、negativelyskewed.

D、uniform.

3、Aone-wayANOVAisastatisticaltechniqueusedtotestanullhypothesisofequalpopulation:

A、means.

B、variances.

C、proportions.

D、skewness.

4、Inaone-wayANOVA,theFteststatisticistheratioofthe:

A、treatmentanderrormeansquares.

B、totalanderrormeansquares.

C、totalandtreatmentsquares.

D、twotreatmentvariances.

5、WhichofthefollowingisacharacteristicoftheFdistribution

A、Itisbasedontheratiooftwopopulationvariances.

B、Itisadiscretedistribution.

C、Itcannotbepositive.

D、Itistheratiooftwopopulationmeans.

6、