What is the relationship, if any, between t-distributed and F-distributed random variables?

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?

Trong kiểm định Lagrange để phát hiện mô hình hồi quy bị thiếu biến ta phải tính qs2 . Nếu qs2 =nR2>χα(1) thì kết luận mô hình thiếu biến. Các kết luận sau, kết luận nào đúng?

The advantage of using heteroskedasticity-robust standard errors is that:

The process of marketing involves all of the following EXCEPT:

Rxy = 1 là:

Which of the following would represent the most appropriate definition for implied volatility?

Phân tích hồi quy có đặc tính khác các loại phân tích khác là:

Suppose that we wanted to sum the 2007 returns on ten shares to calculate the return on a portfolio over that year. What method of calculating the individual stock returns would enable us to do this?

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?

Trong hồi quy 3 biến, hàm hồi quy không phù hợp với trường hợp nào trong các trường hợp sau?

Hàm hồi quy là:

Phương sai của số ngẫu nhiên là:

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

Câu nào trong những câu sau là đúng?

Which of the following would you expect to be a problem associated with adding lagged values of the dependent variable into a regression equation?

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?

Phương sai và sai số chuẩn là:

Which of the following is NOT correct with regard to the p-value attached to a test statistic?

What is the optimal three-step ahead forecast from the AR(2) model given in question 14?

Bản chất của biến giả là: