140 câu trắc nghiệm Kinh tế lượng

A. 0 and 0

B. 0 and 3

C. 3 and 0

D. Will vary from one normal distribution to another

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

A. It will be biased

B. It will be inconsistent

C. It will be inefficient

D. All of a, b and c will be true

A. Close to zero

B. Close to two

C. Close to four

D. Close to one

A. Biased but consistent coefficient estimates

B. Biased and inconsistent coefficient estimates

C. Unbiased but inconsistent coefficient estimates

D. Unbiased and consistent but inefficient coefficient estimates

A. Consistent and unbiased but inefficient

B. Consistent and asymptotically efficient but biased

C. Inconsistent

D. Consistent, unbiased and efficient

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

A. A white noise process

B. A covariance stationary process

C. An autocorrelated process

D. A moving average process

A. All roots of the characteristic equation must lie outside the unit circle

B. All roots of the characteristic equation must lie inside the unit circle

C. All roots must be smaller than unity

D. At least one of the roots must be bigger than one in absolute value

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

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

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

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

A. An AR(1)

B. An AR(2)

C. An ARMA(1,1)

D. An MA(3)

A. -0.1

B. 0.27

C. -0.34

D. -0.31

A. DF tests have low power to reject the null hypothesis of a unit root, particularly in small samples

B.  DF tests are always over-sized

C. DF tests do not allow the researcher to test hypotheses about the cointegrating vector

D. DF tests can only find at most one cointegrating relationship

A. An independently and identically distributed (iid, i.e. “completely random”) process

B. A random walk with drift

C. An explosive process

D. A deterministic trend process

A. 0

B. 1

C. 2

D. 3

A. There are 2 linearly independent cointegrating vectors

B. There are at most 2 linearly independent cointegrating vectors

C. There are 3 variables in the system

D. There are at least 2 linearly independent cointegrating vectors

A. The largest 1

B. The Second largest

C. The Second smallest

D. The smallest