中级计量金融06.docVIP

武汉理工大学考试试题 A卷 课程名称－中级计量经济学－专业班级—金融SY0601 题号 一 二 三 四 五 六 七 八 总分 题分 一、Multiple Choice: ( 220= 40 marks) Read each question carefully and select the best response. 1) A random sample of 5 mosquitos is sampled. The number of mosquitos carrying the West Nile Virus in the sample is an example of which random variable? a. normal b. student’s t c. binomial d. uniform e. none of the above 2)A researcher is studying students in college in California. She takes a sample of 400 students from 10 colleges. The average age of all college students in California is A) a statistic. B) a parameter. C) the median. D)a population. E) none of the above 3)You are conducting a one-sided test of the null hypothesis that the population mean is 532 versus the alternative that the population mean is less than 532. If the sample mean is 529 and the p-value is 0.01, which of the following statements is true? a. There is a 0.01 probability that the population mean is smaller than 529. b. The probability of observing a sample mean smaller than 529 when the population mean is 532 is 0.01. c. There is a 0.01 probability that the population mean is smaller than 532. d. If the significance level is 0.05, you will accept the null hypothesis. e. none of the above 5) In the simple linear regression model: log(Y)= β +β X +ε, the slope parameter β A) indicates by how many percentages Y increases, given one percent increase in X. B) indicates by how many units Y increases, given one unit increase in X. C) indicates by how many percentages Y increases, given one unit increase in X. D) represents the elasticity of Y with respect to X. 6) When a linear regression model includes a constant term, which of the following statements is correct? A) ESS = RSS +TSS B) TSS = ESS +RSS C) ESS TSS D) R =1-(ESS/TSS) 7）The OLS estimator is derived by A)making sure that the standard error of the regression equals the standard error of the slope estim