課程名稱︰計量二 課程性質︰選修 課程教師︰劉錦添 開課學院： 開課系所︰經濟系 考試日期（年月日）︰2014.6.13 考試時限（分鐘）：180 mins 是否需發放獎勵金：yes （如未明確表示，則不予發放） 試題 : 1. The data in FERTIL2.RAW includes, for women in Botswana during 1988, information on number of children, years of education, age, and religious and economic status variables. (a) Estimate this model by OLS children = β0 + β1 educ + β2 age + β3 age^2 + u and interpret the estimates. In particular, holding age fixed, what is the estimated effect of another year of education on fertility? If 100 women receive another year of education, how many fewer children are they expected to have? (b) Frsthalf is a dummy variable equal to one if the woman was born during the first six months of the year. Assuming that frsthalf is uncorrelated with the error term from part (a), show that frsthalf is a reasonable IV candidate for educ. (Hint: You need to do a regression.) (c) Estimate the model from part (a) by using frsthalf as an IV for educ. Compare the estimated effect of education with the OLS estimate from part (a). (d) Add the binary variables electric, tv, and bicycle to the model and assume these are exogenous. Estimate the equation by OLS and 2SLS and compare the estimated coefficients on educ. Interpret the coefficient on tv and explain why television ownership has a negative effect on fertility. 2. Bernard and Busse use the Olympic Games data inolympics.dat to examine the share of medals won by countries. The total number of medals awarded in 1988 was 738; in 1992 there were 815 medals awarded, and in 1996, 842 medals were awarded. Using these totals, compute the share of medals (SHARE) won by each country in each of these years. (a) Construct a histogram for the variable SHARE. What do you observe? What percent of the observations are zero? (b) Estimate a least squares regression explaining SHARE as a function of the logarithms of population and real GDP, and the variables HOST and SOVIET. (i) Discuss the estimation results. (ii) Plot the residuals against ln(GDP). Do they appear random? (iii) Use your computer software to compute the skewness and kurtosis values of the residuals. How do these values compare to those for the normal distribution, which has skewness of zero and kurtosis of three? (c) In 2000, the GDP (in 1995 US $) of Australia was 3.22224E + 11, and that of Canada was 6.41256E + 11. The Australian population in 2000 was 19.071 million, and that of Canada was 30.689 million. Predict the share of medals won by Canada and Australia based on the estimates in part (b). Note that the 2,000 games were held in Sydney, Australia. In 2000, Australia won 58 medals and Canada won 14 out of the 929 medals awarded. How close were your predicted shares? (d) Estimate the model described in (b) using Tobit. Compare the parameter estimates to those in (b). 3. Is there a formula that can predict the outcome the Oscar Award for the best Picture? The file oscar.dta contains informations on the nominees for Best Picture since 1984. The variable are YEAR, TITLE, a dummy variable WINNER indicating the Oscar, the total number of NOMINATIONS, the total number of Golden Globe (GGLOBES) won, and a dummy variable indicating whether or not the film was a comedy (COMEDY). (a) Estimate a Probit model to predict the Oscar winning using NOMINATIONS and GGLOBES. Are the coefficients siginicant and of anticipated signs? (b) Calculate the marginal effect of an additional NOMINATION on the probability of winning a Oscar. (c) Calculate the marginal effect of an additional GGLOBES on the probability of winning a Oscar. (d) Preduct the probability of winning for each film up through 2003. Using the rule that the highest predicted probability predicts the winner, compute the percentage of correct predictions by this model. --

※ 發信站: 批踢踢實業坊(ptt.cc), 來自: 220.135.15.90 ※ 文章網址: http://webptt.com/m.aspx?n=bbs/NTU-Exam/M.1403312745.A.192.html