Câu hỏi: Which of the following is NOT a good reason for including lagged variables in a regression?
A. Slow response of the dependent variable to changes in the independent variables
B. Over-reactions of the dependent variables
C. The dependent variable is a centred moving average of the past 4 values of the series
D. The residuals of the model appear to be non-normal
Câu 1: Which of the following is NOT correct with regard to the p-value attached to a test statistic?
A. p-values can only be used for two-sided tests
B. It is the marginal significance level where we would be indifferent between rejecting and not rejecting the null hypothesis
C. It is the exact significance level for the test
D. Given the p-value, we can make inferences without referring to statistical tables
30/08/2021 9 Lượt xem
Câu 2: Which of the following is the correct value for?
A. 2.89
B. 1.30
C. 0.84
D. We cannot determine the value of from the information given in the question
30/08/2021 8 Lượt xem
Câu 3: Consider an increase in the size of the test used to examine a hypothesis from 5% to 10%. Which one of the following would be an implication?
A. The probability of a Type I error is increased
B. The probability of a Type II error is increased
C. The rejection criterion has become more strict
D. The null hypothesis will be rejected less often
30/08/2021 7 Lượt xem
Câu 4: Two researchers have identical models, data, coefficients and standard error estimates. They test the same hypothesis using a two-sided alternative, but researcher 1 uses a 5% size of test while researcher 2 uses a 10% test. Which one of the following statements is correct?
A. Researcher 2 will use a larger critical value from the t-tables
B. Researcher 2 will have a higher probability of type I error
C. Researcher 1 will be more likely to reject the null hypothesis
D. Both researchers will always reach the same conclusion
30/08/2021 8 Lượt xem
Câu 5: Which of the following would you expect to be a problem associated with adding lagged values of the dependent variable into a regression equation?
A. The assumption that the regressors are non-stochastic is violated
B. A model with many lags may lead to residual non-normality
C. Adding lags may induce multicollinearity with current values of variables
D. The standard errors of the coefficients will fall as a result of adding more explanatory variables
30/08/2021 8 Lượt xem
Câu 6: Which of the following is NOT a good reason for including a disturbance term in a regression equation?
A. It captures omitted determinants of the dependent variable
B. To allow for the non-zero mean of the dependent variable
C. To allow for errors in the measurement of the dependent variable
D. To allow for random influences on the dependent variable
30/08/2021 8 Lượt xem

Câu hỏi trong đề: Bộ câu hỏi trắc nghiệm môn Kinh tế lượng - Phần 4
- 21 Lượt thi
- 30 Phút
- 20 Câu hỏi
- Sinh viên
Cùng chủ đề Bộ câu hỏi trắc nghiệm môn Kinh tế lượng có đáp án
- 6.1K
- 720
- 20
-
29 người đang thi
- 638.4K
- 154
- 20
-
89 người đang thi
- 1.3K
- 45
- 20
-
23 người đang thi
- 1.6K
- 126
- 20
-
11 người đang thi
Chia sẻ:
Đăng Nhập để viết bình luận