Câu hỏi: 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

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

Câu 2: 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

Câu 3: What is the relationship, if any, between the normal and t-distributions?

A. A t-distribution with zero degrees of freedom is a normal

B. A t-distribution with one degree of freedom is a normal

C. A t-distribution with infinite degrees of freedom is a normal

D. There is no relationship between the two distributions

Câu 4: 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.

Câu 5:  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 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