Câu hỏi: A normal distribution has coefficients of skewness and excess kurtosis which are respectively:

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30/08/2021
3.9 8 Đánh giá

A. 0 and 0

B. 0 and 3

C. 3 and 0

D. Will vary from one normal distribution to another

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Câu hỏi khác cùng đề thi
Câu 1: If a regression equation contains an irrelevant variable, the parameter estimates will be

A. Consistent and unbiased but inefficient

B. Consistent and asymptotically efficient but biased

C. Inconsistent

D. Consistent, unbiased and efficient

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30/08/2021 7 Lượt xem

Câu 2: Which of the following would probably NOT be a potential “cure” for non-normal residuals?

A. Transforming two explanatory variables into a ratio

B. Removing large positive residuals

C. Using a procedure for estimation and inference which did not assume normality

D. Removing large negative residuals

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30/08/2021 9 Lượt xem

Câu 3: If the residuals of a model containing lags of the dependent variable are autocorrelated, which one of the following could this lead to?

A. Biased but consistent coefficient estimates

B. Biased and inconsistent coefficient estimates

C. Unbiased but inconsistent coefficient estimates

D. Unbiased and consistent but inefficient coefficient estimates

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30/08/2021 7 Lượt xem

Câu 5:  Which one of the following best describes most series of asset prices?

A. An independently and identically distributed (iid, i.e. “completely random”) process

B. A random walk with drift

C. An explosive process

D. A deterministic trend process

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Câu 6: If the number of non-zero eigenvalues of the pi matrix under a Johansen test is 2, this implies that

A. There are 2 linearly independent cointegrating vectors

B. There are at most 2 linearly independent cointegrating vectors

C. There are 3 variables in the system

D. There are at least 2 linearly independent cointegrating vectors

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30/08/2021 7 Lượt xem

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