Câu hỏi: Which of the following would probably NOT be a potential “cure” for non-normal residuals?
A. Transforming two explanatory variables into a ratio
B. Removing large positive residuals
C. Using a procedure for estimation and inference which did not assume normality
D. Removing large negative residuals
Câu 1: A normal distribution has coefficients of skewness and excess kurtosis which are respectively:
A. 0 and 0
B. 0 and 3
C. 3 and 0
D. Will vary from one normal distribution to another
30/08/2021 10 Lượt xem
Câu 2: If there are three variables that are being tested for cointegration, what is the maximum number of linearly independent cointegrating relationships that there could be?
A. 0
B. 1
C. 2
D. 3
30/08/2021 7 Lượt xem
Câu 3: If a series, yt, follows a random walk (with no drift), what is the optimal 1-step ahead forecast for y?
A. The current value of y
B. Zero
C. The historical unweighted average of y
D. An exponentially weighted average of previous values of y
30/08/2021 8 Lượt xem
Câu 4: Which of the following sets of characteristics would usually best describe an autoregressive process of order 3 (i.e. an AR(3))?
A. A slowly decaying acf, and a pacf with 3 significant spikes
B. A slowly decaying pacf and an acf with 3 significant spikes
C. A slowly decaying acf and pacf
D. An acf and a pacf with 3 significant spikes
30/08/2021 10 Lượt xem
Câu 5: Consider a series that follows an MA(1) with zero mean and a moving average coefficient of 0.4. What is the value of the autocorrelation function at lag 1?
A. 0.4
B. 0.34
C. 1
D. It is not possible to determine the value of the autocovariances without knowing the disturbance variance
30/08/2021 9 Lượt xem
Câu 6: If a series, yt, follows a random walk (with no drift), what is the optimal 1-step ahead forecast for y?
A. The current value of y
B. Zero
C. The historical unweighted average of y
D. An exponentially weighted average of previous values of y
30/08/2021 9 Lượt xem

Câu hỏi trong đề: Bộ câu hỏi trắc nghiệm môn Kinh tế lượng - Phần 3
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