Câu hỏi: 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
Câu 1: 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 2: 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 3: 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 4: 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
30/08/2021 8 Lượt xem
Câu 5: 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
30/08/2021 9 Lượt xem
Câu 6: 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

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