Câu hỏi: 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
Câu 1: The numerical score assigned to the credit rating of a bond is best described as what type of number?
A. Continuous
B. Cardinal
C. Ordinal
D. Nominal
30/08/2021 10 Lượt xem
Câu 2: 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 3: 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
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: 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 6: 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

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