Câu hỏi:

14/10/2024 122

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

A. The assumption that the regressors are non-stochastic is violated

B. A model with many lags may lead to residual non-normality

C. Adding lags may induce multicollinearity with current values of variables

D. The standard errors of the coefficients will fall as a result of adding more explanatory variables

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Câu hỏi trong đề: 150 câu Trắc nghiệm tổng hợp Kinh tế lượng có đáp án !!

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Trả lời:

Giải bởi Vietjack

Chọn đáp án: A

Bình luận

Câu 1:

Which one of the following is NOT an assumption of the classical linear regression model?

A. The explanatory variables are uncorrelated with the error terms

B. The disturbance terms have zero mean

C. The dependent variable is not correlated with the disturbance terms

D. The disturbance terms are independent of one another

Xem đáp án » 14/10/2024 154

Câu 2:

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

A. We are 95% sure that the interval contains the true value of the parameter

B. We are 95% sure that our estimate of the coefficient is correct

C. We are 95% sure that the interval contains our estimate of the coefficient

D. In repeated samples, we would derive the same estimate for the coefficient 95% of the time

Xem đáp án » 14/10/2024 146

Câu 3:

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

A. It captures omitted determinants of the dependent variable

B. To allow for the non-zero mean of the dependent variable

C. To allow for errors in the measurement of the dependent variable

D. To allow for random influences on the dependent variable

Xem đáp án » 14/10/2024 125

Câu 4:

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

A. A t-distribution with zero degrees of freedom is a normal

B. A t-distribution with one degree of freedom is a normal

C. A t-distribution with infinite degrees of freedom is a normal

D. There is no relationship between the two distributions

Xem đáp án » 14/10/2024 123

Câu 5:

Which of the following would NOT be a potential remedy for the problem of multicollinearity between regressors?

A. Removing one of the explanatory variables

B. Transforming the data into logarithms

C. Transforming two of the explanatory variables into ratios

D. Collecting higher frequency data on all of the variables

Xem đáp án » 14/10/2024 121

Câu 6:

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?

A. The standard normal is a special case of the t-distribution, the square of which is a special case of the F-distribution

B. Since the three distributions are related, the 5% critical values from each will be the same

C. Asymptotically, a given test conducted using any of the three distributions will lead to the same conclusion

D. The normal and t- distributions are symmetric about zero while the F- takes only positive values

Xem đáp án » 14/10/2024 119

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

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Bình luận

Which one of the following is NOT an assumption of the classical linear regression model?

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

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

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

Which of the following would NOT be a potential remedy for the problem of multicollinearity between regressors?

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?

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🔥 Đề thi HOT:

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

Bình luận

Which one of the following is NOT an assumption of the classical linear regression model?

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

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

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

Which of the following would NOT be a potential remedy for the problem of multicollinearity between regressors?

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?

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