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

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?

Phân tích hồi quy là gì?

Trong SPSS Error là:

Hàm hồi quy bội có đặc điểm 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?

Phương sai của số ngẫu nhiên là:

Hệ số RSS là:

Mô hình hồi quy 3 biến là dạng:

The EG-ADF test:

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?

Executive summary should involve all of the following, except:

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

Suppose that we wanted to sum the 2007 returns on ten shares to calculate the return on a portfolio over that year. What method of calculating the individual stock returns would enable us to do this?

Which of the following conditions must hold for the autoregressive part of an ARMA model to be stationary?

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

The value of the Durbin Watson test statistic in a regression with 4 regressors (including the constant term) estimated on 100 observations is 3.6. What might we suggest from this? 

Đại lượng X trong phân tích hồi quy:

Có mấy dạng đa cộng tuyến:

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

If the errors are heteroskedastic, then: