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

Cho hàm hồi quy mẫu với hệ số xác định R2 =0,98699, TSS=10286,7025

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?

ARCH and GARCH models are estimated using the:

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

Hàm hồi quy 3 biến có tính chất:

Which criticism of Dickey-Fuller (DF) -type tests is addressed by stationarity tests, such as the KPSS test?

Consider an increase in the size of the test used to examine a hypothesis from 5% to 10%. Which one of the following would be an implication?

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

Cho hàm hồi quy với ESS=560, RSS = 202 từ đó tìm được R2, kết quả nào đúng trong các kết quả sau:

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

The EG-ADF test:

The numerical score assigned to the credit rating of a bond is best described as what type of number?

Which among the following is not a noncomparative scaling technique?

Suppose that a researcher wanted to obtain an estimate of realised (“actual”) volatility. Which one of the following is likely to be the most accurate measure of volatility of stock returns for a particular day?

Biểu đồ phân tán là:

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

What is the relationship, if any, between the normal and t-distributions?

A normal distribution has coefficients of skewness and excess kurtosis which are respectively:

Hàm hồi quy bội có đặc điểm là:

Cho hàm hồi quy 3 biến: Y, X2, X3. Giả thiết nào đúng với ước lượng bình phương tối thiểu trong các giả thiết sau: