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: Suppose that we wanted to sum the 2007 returns on ten shares to calculate the return on a portfolio over that year. What method of calculating the individual stock returns would enable us to do this?

A. Simple

B. Continuously compounded

C. Neither approach would allow us to do this validly

D. Either approach could be used and they would both give the same portfolio return

Câu 2: What result is proved by the Gauss-Markov theorem?

A. That OLS gives unbiased coefficient estimates

B. That OLS gives minimum variance coefficient estimates

C. That OLS gives minimum variance coefficient estimates only among the class of linear unbiased estimators

D. That OLS ensures that the errors are distributed normally

Câu 3: 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

Câu 4: 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

Câu 5: The numerical score assigned to the credit rating of a bond is best described as what type of number?

A. Continuous

B. Cardinal

C. Ordinal

D. Nominal

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