If a residual series is negatively autocorrelated, which one of the following is the most likely value of the Durbin Watson statistic?

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

Mô hình hồi quy 3 biến là dạng:

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

Kinh tế lượng là gì?

Thu thập số liệu có mấy dạng:

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

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

Ý nghĩa kinh tế của  β₂ > 0 là:

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

Thu thập số liệu  dạng nào sau đây:

If the number of non-zero eigenvalues of the pi matrix under a Johansen test is 2, this implies that

Which of the following is NOT a good reason for including a disturbance term in a regression equation?

Under the five extended least squares assumptions, the homoskedasticity-only tdistribution in this chapter:

Biến giả là:

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

Biểu đồ phân tán là:

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

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

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: