Câu hỏi: If there are three variables that are being tested for cointegration, what is the maximum number of linearly independent cointegrating relationships that there could be?

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30/08/2021
3.2 9 Đánh giá

A. 0

B. 1

C. 2

D. 3

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Câu hỏi khác cùng đề thi
Câu 1: 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 3: 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 4: 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 5: Which of the following conditions must hold for the autoregressive part of an ARMA model to be stationary?

A. All roots of the characteristic equation must lie outside the unit circle

B. All roots of the characteristic equation must lie inside the unit circle

C. All roots must be smaller than unity

D. At least one of the roots must be bigger than one in absolute value

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30/08/2021 7 Lượt xem

Câu 6: A normal distribution has coefficients of skewness and excess kurtosis which are respectively:

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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