课程名称︰计量经济学二 课程性质︰选修 课程教师︰刘锦添 教授 开课学院：社会科学院 开课系所︰经济学系 考试日期（年月日）︰97年6月19日 考试时限（分钟）：9:00 ~ 12:00 是否需发放奖励金：是 （如未明确表示，则不予发放） 试题 : 计量经济学期末考 日期：2008年6月19日 9:00~12:00 1. Suppose that we to estimate the effect of several variables on annual saving and that we have a panel data set on January 31, 1990, and January 31, 1992. If we include a year dummy for 1992 and use first diffencing, can we also include age in the original model? Explain. 2. In order to determine the effects of collegiate athletic performance on applicants, you collect data on applications for a sample of Division I college for 1985, 1990, and 1995. (a) What measures of athletic success would you include in an equation? What are some of the timing issues? (b) What other factors might you control for in the equation? (c) Write an equation that allows you to estimate the effects of athletic success on the percentage change in applications. How would you estimate this equation? Why would you choose this method? 3. Let grad be a dummy variable for whether a student-athlete at a large university graduates in five years. Let hsGPA and SAT be high school grade point average and SAT score, respectively. Let study be the number of hours spent per week in an organized study hall. Suppose that, using data on 420 student-athletes, the following logit model is obtained: capP(grad = 1|hsGPA, SAT, study) = A(-1.17 + 0.24hsGPA + 0.00058SAT + 0.073study) where A(z) = exp(z)/[1 + exp(z)] is the logit function. Holding hsGAP fixed at 3.0 and SAT fixed at 1,200; compute the estimated difference in the graduation probability for someone who spent 10 hours per week in study hall and someone who spent 5 hours per week. 4. Consider a family saving function for the population of all families in the United States: sav = b0 + b1*inc + b2*hhsize +b3*educ + b4*age + u Where hhsize is household size, educ is years of education of the household head, and age is age of the household head. Assume that E(u|inc, hhxize, educ, age) = 0. (这里好像打错了，应该是hhsize) (a) Suppose that the sample includes only families whose head is over 25 years old. If we use OLS on such a sample, do we get unbiased estimators of the bj? Explain. (b) Now, suppose our sample includes only married couples without children. Can we estimate all of the parameters in the saving equations? Which ones can we estimate? (c) Suppose we exclude from our sample families that save more that $25,000 per year. Does OLS produce consistent estimators of the bj? 5. Suppose you are hire by a university to study the factors that determine whether students admitted to the university actually come to the university. You are given a large random sample of students who were admitted the previous year. You have information on whether each student chose to attend, high school performance, family income, financial aid offered, rave, and geographic variables. Someone says to you, "Any analysis of that data will lead to biased results because it is not a random sample of all college applicants, but only those who apply to this university." What do you think of this criticism? -- 很多事情错过了之後不管怎麽做都无法弥补了 不是你没有魅力 只是属於你俩的时机已经消逝了 -- hilosima --

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