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计量经济学考博真题—山东财经大学

计量经济学考博真题—山东财经大学

一、简答

1.简述经典计量模型的设定程序及(第一章)

2.简述一元线性回归模型的经典假设(第二章)

3.

二、计算

1.有关虚拟变量的题(第五章)。

2.根据估计结果判断参数及方程总体的显著性、异方差性、序列相关性。以及异方差如何消除(第四章)。

3.如何将道格拉斯生产函数Q=AK*αL*βe*μ化为线性形式(第五章)。

三、证明

1.T检验和F检验有什么不同,对于一元线性方程T检验和F检验是等价的吗(第二章、第三章)。

2.类似于第二章课后习题9(第二章)。

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