Câu hỏi: What result is proved by the Gauss-Markov theorem?

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30/08/2021
3.1 7 Đánh giá

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

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Câu hỏi khác cùng đề thi
Câu 1: Consider an increase in the size of the test used to examine a hypothesis from 5% to 10%. Which one of the following would be an implication?

A. The probability of a Type I error is increased

B. The probability of a Type II error is increased

C. The rejection criterion has become more strict

D. The null hypothesis will be rejected less often

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Câu 2: 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

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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

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Câu 4: 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

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Câu 6: Two researchers have identical models, data, coefficients and standard error estimates. They test the same hypothesis using a two-sided alternative, but researcher 1 uses a 5% size of test while researcher 2 uses a 10% test. Which one of the following statements is correct?

A. Researcher 2 will use a larger critical value from the t-tables

B. Researcher 2 will have a higher probability of type I error

C. Researcher 1 will be more likely to reject the null hypothesis

D. Both researchers will always reach the same conclusion

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