Câu hỏi: 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
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 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
Câu 3: Consider a standard normally distributed variable, a t-distributed variable with d degrees of freedom, and an F-distributed variable with (1, d) degrees of freedom. Which of the following statements is FALSE?
A. The standard normal is a special case of the t-distribution, the square of which is a special case of the F-distribution
B. Since the three distributions are related, the 5% critical values from each will be the same
C. Asymptotically, a given test conducted using any of the three distributions will lead to the same conclusion
D. The normal and t- distributions are symmetric about zero while the F- takes only positive values
30/08/2021 9 Lượt xem
Câu 4: 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 5: 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 6: Which of the following is a correct interpretation of a “95% confidence interval” for a regression parameter?
A. We are 95% sure that the interval contains the true value of the parameter
B. We are 95% sure that our estimate of the coefficient is correct
C. We are 95% sure that the interval contains our estimate of the coefficient
D. In repeated samples, we would derive the same estimate for the coefficient 95% of the time
30/08/2021 9 Lượt xem

Câu hỏi trong đề: Bộ câu hỏi trắc nghiệm môn Kinh tế lượng - Phần 4
- 21 Lượt thi
- 30 Phút
- 20 Câu hỏi
- Sinh viên
Cùng chủ đề Bộ câu hỏi trắc nghiệm môn Kinh tế lượng có đáp án
- 6.0K
- 718
- 20
-
56 người đang thi
- 620.6K
- 153
- 20
-
32 người đang thi
- 1.2K
- 45
- 20
-
44 người đang thi
- 1.5K
- 126
- 20
-
24 người đang thi
Chia sẻ:
Đăng Nhập để viết bình luận