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: The type I error associated with testing a hypothesis is equal to:
A. One minus the type II error
B. The confidence level
C. The size of the test
D. The size of the sample
30/08/2021 8 Lượt xem
Câu 2: Which one of the following is NOT an assumption of the classical linear regression model?
A. The explanatory variables are uncorrelated with the error terms
B. The disturbance terms have zero mean
C. The dependent variable is not correlated with the disturbance terms
D. The disturbance terms are independent of one another
30/08/2021 8 Lượt xem
Câu 3: Which of the following would NOT be a potential remedy for the problem of multicollinearity between regressors?
A. Removing one of the explanatory variables
B. Transforming the data into logarithms
C. Transforming two of the explanatory variables into ratios
D. Collecting higher frequency data on all of the variables
30/08/2021 9 Lượt xem
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
30/08/2021 8 Lượt xem
Câu 5: 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 6: 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 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
- 6.4K
- 722
- 20
-
70 người đang thi
- 652.2K
- 154
- 20
-
61 người đang thi
- 1.4K
- 45
- 20
-
58 người đang thi
- 1.7K
- 126
- 20
-
73 người đang thi
Chia sẻ:
Đăng Nhập để viết bình luận