阿摩線上測驗
登入
首頁
>
統計學
>
110年 - 110 國立臺灣大學_碩士班招生考試_經濟學研究所:統計學(A)#105677
> 申論題
題組內容
3. (10 %) Suppose pseudo uniform random numbers on the interval [o, 1], u
1
, u
2
,...,u
n
, are gen- erated by a specifc algorithm.
(b) Provide a theoretical justification for the inverse method.
相關申論題
(a) What is the impact of 1% increase in export growth on GDP growth for countries with a fixed exchange rate regime (ie, fixers)? Now suppose the empirical results are as follows:where standard errors are in parentheses.
#449461
(b) Can you conclude (at 5% level of significance) that impacts of export growth on GDP growth vary by exchange rate regime?
#449462
(c) What is the predicted percentage differe rence in GDP growth of a fixer and a non-fixer having the same growth rate of export?
#449463
(a) (5%) Multiplying the dependent variable by 1oo and the explanatory variable by 1,000 makes the regression R2 1o times larger.
#449464
(b) (5%) In a linear probability model, Yi=βo +B1Xi + ui, where Yi is a binary variable and takes the value of o or 1, the OLS estimate of β1 is consistent and efficient.
#449465
(c) (5%) For the modelLet be the OLS estimator ofβ1based on the available sample. Suppose that the i'thobservation is included in the sample only ifthen is consistent.
#449466
(d) (5%) In the context of a controlled experiment, consider the simple linear regression model , where Yi is the outcome, Xi is the randomly assigned treatment level, and u: contains all the additional determinants of the outcome. Then the OLS estimator of B will be inconsistent since there are omitted variables present.
#449467
(a) (4%) Consider the bivariate regression model,. Suppose that Xi is measured with error, and the measured is independent of X with variance using OIS, what is the probability limit of ?
#449468
(b) (7%) Consider the bivariate regression model with two-period panel data, where are correlated with correlation coefficient px > o. Suppose that X, is measured with error, and the measured Xi, is Xi. = Xis t wis where Wil is not autocorrelated and is independent of on
#449469
(c) (4%) Is the bias of in (b) greater or smaller than the bias of in (a)?
#449470
相關試卷
115年 - 115 身心障礙特種考試_四等_經建行政:統計學概要#138995
115年 · #138995
115年 - 115 關務特種考試_三等_關稅統計(選試英文):統計學#138987
115年 · #138987
115年 - 115 身心障礙特種考試_三等_統計:統計學#138977
115年 · #138977
115年 - 115 關務特種考試_四等_關稅統計(選試英文):統計學概要#138961
115年 · #138961
115年 - 115 身心障礙特種考試_三等_經建行政:統計學#138960
115年 · #138960
114年 - 114 地方政府公務、離島地區公務特種考試_三等_經建行政、農業行政:統計學#134798
114年 · #134798
114年 - 114 地方政府公務、離島地區公務特種考試_四等_經建行政:統計學概要#134781
114年 · #134781
114年 - 114 地方政府公務特種考試_三等_統計:統計學#134714
114年 · #134714
114年 - 114 地方政府公務特種考試_四等_統計:統計學概要#134710
114年 · #134710
114年 - 114 公務升官等考試_薦任_經建行政、工業行政:統計學#133268
114年 · #133268