国外大学计量试题, 求答案!!!!

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都免费发了,都没人给些答案

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2006-12-6 09:59:00 上传

国外大学计量试题, 求答案!!!!

[此贴子已经被作者于2006-12-8 16:48:00编辑过]

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关键词：国外大学 求答案 试题 大学 国外 计量

怎么都没人给答案捏,呵呵

不要光看啊,大虾,给点答案!

哎.................

it is not that easy. but anyway,  the first one is c, the second one is b, I wish i have enough time to go through all of these.

谢谢了,大家继续多给答案啊,最主要的是那些问答题,11,12等等

11. since covariance is not close to zero as t changes to infinite, it is not weakly dependent. so the autocorrelation issue is at stake

durbin -watson test is centered around 2, by which you can judge whether it is or not

12, heteroskedascity issue. when it is unknown, robust way to do.

feasible GLS is to know what variance looks like and then transform the original equation into newly variance-constant one, so that better efficiency.

read the book from woodridge, it is pretty easy to do this. more advanced topic is not touched here.