清华大学计量经济学期末试题及参考答案Econometrics-THU

主蒸汽及高、低温再热蒸汽系统采用单元制系统，均采用“双管、单管、双管”的布置方式。主蒸汽管道和高温再热蒸汽管道分别从过热器和再热器的出口联箱的两侧引出，然后汇成一根母管，到汽轮机前再分成两根支管分别接入高压缸和中压缸左右侧主汽关断阀和再热关断阀。theoilleveltothenormaloillevel.(2)forthesecondarypreventionoftheleakageofcoolingwaterpipefittings,valvepartsbeforeinstallationtocheck...4.2measurestoeliminatequalitydefectsofcablescablelayinginfrontofthecableconstruction,design,supervisionandconstructionunitstodeliverthedesign,anddrawingthethird.Combinedtheengineeringfieldtofindfault,addingomitteditems.BecausetheunitusedcomputerDCScontrolandaddsagreatdealofcontrolandsignalcables.Soyoushouldcarefullyreview,checksformissingphysicalcable,readyforconstructionandtoverifycablelength,specifications,familiarwiththecablechannelandthedevicelocationandbracketcablebracketonthesectionnumber.Atthetimeofpreparationoftheinventoryofcable,firstofall,theprofessionalcarefullystudyelectricalschematics,inaccordancewiththeprincipleofaccountingthecablepathcablevolume,thenumberofcoresused,totalvolumeanddesigninventorycheckcabletocablewithandwithoutomission,layingofthecableinordertoensuretheprocessdoesnotputacableonecable.Finally,atthetimeofinventory,preparedtotakethesamepaththecablestogether.Inventorypreparationiscompleted,laterineachenclosureaffixedonbothsidesofeachsideofthecableyouwanttolayaccuratelyverifycablelengthsandsetaside.Bridgeshouldbecombined,correctingerrors,avoidstraight,nocablebridgescaffoldingusedintheconstruction,notallowedtouseelectricity(fire)cutting,fixcabletray,cabletrayisnotallowedasaweldinggroundconnectionorcabletraycannotbeusedforotherprocesses清华大学经济管理学院计量经济学期末试题及答案（2小时，开卷，满分100分）⒈（共40分，每小题4分）建立中国居民消费函数模型ttttCIC1210),0(~2Ntt=1978,1979,…,2001其中C表示居民消费总额，I表示居民收入总额。⑴能否用历年的人均消费额和人均收入数据为样本观测值估计模型？为什么？⑵人们一般选择用当年价格统计的居民消费总额和居民收入总额作为样本观测值，为什么？这样是否违反样本数据可比性原则？为什么？⑶如果用矩阵方程XY表示该模型，写出每个矩阵的具体内容，并标明阶数；⑷如果所有古典假设都满足，分别从最小二乘原理和矩方法出发，推导出关于参数估计量的正规方程组；⑸如果1tC与tI存在共线性，证明：当去掉变量1tC以消除共线性时，1的估计结果将发生变化；⑹如果模型中1tC为随机解释变量且与t相关，证明：如果用OLS估计该消费函数模型，其参数估计量是有偏的；⑺如果模型中1tC为随机解释变量且与t相关，选择政府消费tG为1tC的工具变量（tG满足工具变量的所有条件），写出关于参数估计量的正规方程组；⑻如果经检验表明模型存在一阶序列相关，而需要采用广义差分法估计模型，指出在常用的软件中是如何实现的？⑼在不受到限制的情况下，tC的值域为),0(，写出tC的对数似然函数；⑽试分析，以t=1978,1979,…,2001数据为样本观测值，能否说“样本是从母体中随机抽取的”？那么采用OLS估计模型参数，估计结果是否存在偏误？为什么？答：⑴不可以。因为历年的人均消费额和人均收入并不是从居民消费总额和居民收入总额的总体中随机抽取的样本，违背了样本与母体的一致性。⑵因为历年的居民消费总额和居民收入总额具有大致相同的“价格”指数，是否将它们转换为不变价数据并不重要，不影响数据在样本点之间的可比性。⑶XY其中124200119791978CCCY324200020011978197919771978111CICICIX13210124200119791978⑷从最小二乘原理出发，推导关于参数估计量的正规方程组：)ˆ()ˆ(12βXYβXYeeniieQ主蒸汽及高、低温再热蒸汽系统采用单元制系统，均采用“双管、单管、双管”的布置方式。主蒸汽管道和高温再热蒸汽管道分别从过热器和再热器的出口联箱的两侧引出，然后汇成一根母管，到汽轮机前再分成两根支管分别接入高压缸和中压缸左右侧主汽关断阀和再热关断阀。theoilleveltothenormaloillevel.(2)forthesecondarypreventionoftheleakageofcoolingwaterpipefittings,valvepartsbeforeinstallationtocheck...4.2measurestoeliminatequalitydefectsofcablescablelayinginfrontofthecableconstruction,design,supervisionandconstructionunitstodeliverthedesign,anddrawingthethird.Combinedtheengineeringfieldtofindfault,addingomitteditems.BecausetheunitusedcomputerDCScontrolandaddsagreatdealofcontrolandsignalcables.Soyoushouldcarefullyreview,checksformissingphysicalcable,readyforconstructionandtoverifycablelength,specifications,familiarwiththecablechannelandthedevicelocationandbracketcablebracketonthesectionnumber.Atthetimeofpreparationoftheinventoryofcable,firstofall,theprofessionalcarefullystudyelectricalschematics,inaccordancewiththeprincipleofaccountingthecablepathcablevolume,thenumberofcoresused,totalvolumeanddesigninventorycheckcabletocablewithandwithoutomission,layingofthecableinordertoensuretheprocessdoesnotputacableonecable.Finally,atthetimeofinventory,preparedtotakethesamepaththecablestogether.Inventorypreparationiscompleted,laterineachenclosureaffixedonbothsidesofeachsideofthecableyouwanttolayaccuratelyverifycablelengthsandsetaside.Bridgeshouldbecombined,correctingerrors,avoidstraight,nocablebridgescaffoldingusedintheconstruction,notallowedtouseelectricity(fire)cutting,fixcabletray,cabletrayisnotallowedasaweldinggroundconnectionorcabletraycannotbeusedforotherprocesses0)ˆ()ˆ(ˆβXYβXYβ0)ˆˆˆˆ(ˆβXXββXYYXβYYβ0)ˆˆˆ2(ˆβXXββXYYYβ0ˆβXXYXβXXYXˆ从矩方法出发，推导关于参数估计量的正规方程组：μXXβXYXμXXβ(YX)0XβYX)((EYXβX)X(ˆ⑸从矩方法出发推导关于参数估计量的正规方程组的第一步可以写成：)(1210ttttttCIC)(1210ttttttttCIICI)(121011ttttttttCICCC导出的方程组为：)ˆˆˆ(1210tttttCIC)ˆˆˆ(1210tttttttCIICI)ˆˆˆ(121011tttttttCICCC当去掉变量1tC，构成一个一元模型，其关于参数估计量的正规方程组为)(10tttttIC)(10tttttttIICI由于1tC与tI存在共线性，上式第2个方程中缺少的1tC与tI乘积项不为0，所以去掉该项会影响方程组的解，使得1的估计结果将发生变化。主蒸汽及高、低温再热蒸汽系统采用单元制系统，均采用“双管、单管、双管”的布置方式。主蒸汽管道和高温再热蒸汽管道分别从过热器和再热器的出口联箱的两侧引出，然后汇成一根母管，到汽轮机前再分成两根支管分别接入高压缸和中压缸左右侧主汽关断阀和再热关断阀。theoilleveltothenormaloillevel.(2)forthesecondarypreventionoftheleakageofcoolingwaterpipefittings,valvepartsbeforeinstallationtocheck...4.2measurestoeliminatequalitydefectsofcablescablelayinginfrontofthecableconstruction,design,supervisionandconstructionunitstodelive