Which of the following is the correct value for?

A t-variate with z degrees of freedom is also an F(1, z)

The square of a t-variate with z degrees of freedom is also an F(1, z)

A t-variate with z degrees of freedom is also an F(z, 1)

There is no relationship between the two distributions

Removing one of the explanatory variables

Transforming the data into logarithms

Transforming two of the explanatory variables into ratios

Collecting higher frequency data on all of the variables

0 and 0

0 and 3

3 and 0

Will vary from one normal distribution to another

Transforming two explanatory variables into a ratio

Removing large positive residuals

Using a procedure for estimation and inference which did not assume normality

Removing large negative residuals

Consistent and unbiased but inefficient

Consistent and asymptotically efficient but biased

Inconsistent

Consistent, unbiased and efficient

A slowly decaying acf, and a pacf with 3 significant spikes

A slowly decaying pacf and an acf with 3 significant spikes

A slowly decaying acf and pacf

 An acf and a pacf with 3 significant spikes

The current value of y

Zero

The historical unweighted average of y

An exponentially weighted average of previous values of y

An AR(1)

An AR(2)

An ARMA(1,1)

An MA(3)

There are 2 linearly independent cointegrating vectors

There are at most 2 linearly independent cointegrating vectors

There are 3 variables in the system

There are at least 2 linearly independent cointegrating vectors

It is the volatility of the underlying asset’s returns implied from the price of a traded option and an option pricing model

It is the volatility of the underlying asset’s returns implied from a statistical model such as GARCH

It is the volatility of an option price implied from a statistical model such as GARCH

It is the volatility of an option price implied from the underlying asset volatility