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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件
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2011-04-20
9.  Indicate whether each of the following statements is true or false:  If false, explain     why, or correct the statement to make it true.

A.        An unbiased estimator for a parameter is an estimator whose expected value is equal to the true value of that parameter.                  

B.        An estimate is a random variable, since it depends on the data used.

C.        For an F-test the alternative hypothesis states that one or more of the equalities in the null hypothesis is not true.  The alternative hypothesis may not include any “greater than” or “less than” options.                                               
D.        The least squares estimator is not defined whenever there are one or more exact linear relationships among the explanatory variables.                               
E.        A dummy variable that is incorporated into a regression model to capture a shift in the intercept as the result of some quantitative factor is called an intercept dummy variable.  
F.        The Chow test, a test for whether only the slope parameters differ when pooling samples of data, requires the construction of dummy and interaction variables.                       
G.        If we have a linear regression model with heteroskedasticity, and we use least squares estimator to estimate the unknown coefficients, or parameters, then the least squares estimator is no longer unbiased.                                                       
H.        A generalized least squares estimator is a weighted least squares estimator.       
I.        The autoregressive model asserts that shocks to an economic variable do not work themselves out in one period.                                                       
J.        Given the existence of autocorrelated errors, the formulas for the standard errors usually computed for the least squares estimator are no longer correct, and hence confidence intervals and hypothesis test that use these standard errors may be misleading.       




判断正误。
我知道太多了,我也没有金币悬赏。
我就是要考试了,快疯了。
希望有好人帮我做做这几个判断题。

我只能诚心的说谢谢了。
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