Câu hỏi: Which of the following would probably NOT be a potential “cure” for non-normal residuals?

453 Lượt xem
30/08/2021
3.1 7 Đánh giá

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

Đăng Nhập để xem đáp án
Câu hỏi khác cùng đề thi
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

Xem đáp án

30/08/2021 10 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

Xem đáp án

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

Xem đáp án

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

Xem đáp án

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

Xem đáp án

30/08/2021 9 Lượt xem

Chưa có bình luận

Đăng Nhập để viết bình luận

Bộ câu hỏi trắc nghiệm môn Kinh tế lượng - Phần 3
Thông tin thêm
  • 45 Lượt thi
  • 30 Phút
  • 20 Câu hỏi
  • Sinh viên