Which of the following is a correct interpretation of a “95% confidence interval” for a regression parameter?

What would be the consequences for the OLS estimator if autocorrelation is present in a regression model but ignored?

Quy trình thực hiện kinh tế lượng có mấy bước

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?

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

Biến định lượng là:

If a series, yt, follows a random walk (with no drift), what is the optimal 1-step ahead forecast for y?

ARCH and GARCH models are estimated using the:

 Which one of the following best describes most series of asset prices?

Ta có mẫu số liệu sau đây:

Lập mô hình hồi quy:

Sai số là:

A process, xt, which has a constant mean and variance, and zero autocovariance for all non-zero lags is best described as:

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

If a series, yt, follows a random walk (with no drift), what is the optimal 1-step ahead forecast for y?

Cho mô hình hồi quy:

A VAR with five variables, 4 lags and constant terms for each equation will have a total of:

Trong báo cáo kết quả hồi quy có thông tin * D:Heteroscedasticity *CHI-SQ(1) được dùng để kiểm định khuyết tật nào trong các khuyết tật sau:

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?

Consider the testing of hypotheses concerning the cointegrating vector(s) under the Johansen approach. Which of the following statements is correct?

Biểu đồ phân tán là:

ESS > RSS thì hàm hồi quy: