厦门大学计量经济学II课程试卷.pdfVIP

厦门大学《计量经济学II》课程试卷 王亚南经济研究院—系2008年级 专业 主考教师：Brett Graham 试卷类型：（A卷/B卷） Undergraduate Economics ECONOMETRICS INSTRUCTIONS TO STUDENTS 1 The time allowed for this examination paper is 3 hours. 2 This examination paper contains 32 questions. You are REQUIRED to answer ALL ques- tions. No marks will be deducted for wrong answers. 3 For each multiple choice question there is one and ONLY ONE suitable answer. 4 All numerical answers should be rounded to 3 decimal places. I will accept every answer to within 0.002 of the correct answer. All probabilities should be expressed in decimal form. 5 There are 16 printed pages including this instruction sheet and two blank pages for calcu- lations at the end of the exam. 6 This is a closed-book examination. You are allowed to bring one handwritten 9cm by 9cm piece of paper to the exam. You are also allowed to use a financial calculator. 7 You are required to return all examination materials at the end of the examination. 8 Where required, please use the following for standard normal critical values, z = 1.28 z = 1.645 z = 1.96 z = 2.33 z = 2.58 0.10 0.05 0.025 0.01 0.005 1. Consider a population and a random sample drawn from that population. As the number of observations in the random sample increases, which of the following statements is true? a. the variance of the sampling distribution of the sample mean, and the variance of the population distribution decrease. b. the variance of the sampling distribution of the sample mean, and the variance of the population distribution stay the same. c. the variance of the sampling distribution of the sample mean, and the variance of the population