Câu hỏi: 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 1: 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 2: 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 3: 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 4: The value of the Durbin Watson test statistic in a regression with 4 regressors (including the constant term) estimated on 100 observations is 3.6. What might we suggest from this?
A. The residuals are positively autocorrelated
B. The residuals are negatively autocorrelated
C. There is no autocorrelation in the residuals
D. The test statistic has fallen in the intermediate region
30/08/2021 9 Lượt xem
Câu 5: 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 6: What is the relationship, if any, between t-distributed and F-distributed random variables?
A. A t-variate with z degrees of freedom is also an F(1, z)
B. The square of a t-variate with z degrees of freedom is also an F(1, z)
C. A t-variate with z degrees of freedom is also an F(z, 1)
D. There is no relationship between the two distributions
30/08/2021 8 Lượt xem
Câu hỏi trong đề: Bộ câu hỏi trắc nghiệm môn Kinh tế lượng - Phần 4
- 20 Lượt thi
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- 20 Câu hỏi
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