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

Trong SPSS Error là:

Công thức RSS là:

Bài toán nào sau đây không thuộc về các công việc phân tích kinh tế thông qua mô hình Kinh tế lượng? 

If the residuals of a model containing lags of the dependent variable are autocorrelated, which one of the following could this lead to?

If the errors are heteroskedastic, then:

What result is proved by the Gauss-Markov theorem?

What would typically be the shape of the news impact curve for a series that exactly followed a GARCH (1,1) process?

Màn hình quản lý biến là:

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?

Đối tượng Nghiên cứu của kinh tế lượng là:

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

Ý nghĩa kinh tế của  β₂ > 0 là:

Which of the following sets of characteristics would usually best describe an autoregressive process of order 3 (i.e. an AR(3))?

Executive summary should involve all of the following, except:

Biến định lượng là:

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?

Có mấy dạng đa cộng tuyến:

Các câu sau câu nào đúng:

The interval scale possesses all of the below properties, except:

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