Câu hỏi: 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
Câu 1: Which of the following would you expect to be a problem associated with adding lagged values of the dependent variable into a regression equation?
A. The assumption that the regressors are non-stochastic is violated
B. A model with many lags may lead to residual non-normality
C. Adding lags may induce multicollinearity with current values of variables
D. The standard errors of the coefficients will fall as a result of adding more explanatory variables
30/08/2021 8 Lượt xem
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
30/08/2021 9 Lượt xem
Câu 3: Which of the following statements is correct concerning the conditions required for OLS to be a usable estimation technique?
A. The model must be linear in the parameters
B. The model must be linear in the variables
C. The model must be linear in the variables and the parameters
D. The model must be linear in the residuals
30/08/2021 7 Lượt xem
Câu 4: 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
30/08/2021 8 Lượt xem
Câu 5: 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 6: Which of the following is the most accurate definition of the term “the OLS estimator”?
A. It comprises the numerical values obtained from OLS estimation
B. It is a formula that, when applied to the data, will yield the parameter estimates
C. It is equivalent to the term “the OLS estimate”
D. It is a collection of all of the data used to estimate a linear regression model.
30/08/2021 8 Lượt xem

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