Câu hỏi:

14/10/2024 82

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

A. There are 2 linearly independent cointegrating vectors

B. There are at most 2 linearly independent cointegrating vectors

C. There are 3 variables in the system

D. There are at least 2 linearly independent cointegrating vectors

Xem lời giải

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

Bắt đầu thi

Trả lời:

Giải bởi Vietjack

Chọn đáp án: A

Bình luận

Câu 1:

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

A. It will be biased

B. It will be inconsistent

C. It will be inefficient

D. All of a, b and c will be true

Xem đáp án » 14/10/2024 137

Câu 2:

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

A. Close to zero

B. Close to two

C. Close to four

D. Close to one

Xem đáp án » 14/10/2024 136

Câu 3:

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

A. 0 and 0

B. 0 and 3

C. 3 and 0

D. Will vary from one normal distribution to another

Xem đáp án » 14/10/2024 133

Câu 4:

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

A. A white noise process

B. A covariance stationary process

C. An autocorrelated process

D. A moving average process

Xem đáp án » 14/10/2024 128

Câu 5:

Consider a series that follows an MA(1) with zero mean and a moving average coefficient of 0.4. What is the value of the autocorrelation function at lag 1?

A. 0.4

B. 0.34

C. 1

D. It is not possible to determine the value of the autocovariances without knowing the disturbance variance

Xem đáp án » 14/10/2024 124

Câu 6:

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

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

B. A slowly decaying pacf and an acf with 3 significant spikes

C. A slowly decaying acf and pacf

D. An acf and a pacf with 3 significant spikes

Xem đáp án » 14/10/2024 112

Câu 7:

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?

A. 0

B. 1

C. 2

D. 3

Xem đáp án » 14/10/2024 106

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

Sổ tay lớp 12 các môn Toán, Lí, Hóa, Văn, Sử, Địa, KTPL (chương trình mới)

Sổ tay Địa Lí 12 (chương trình mới)

Sổ tay Hóa học 12 (chương trình mới)

Sổ tay Lịch Sử 12 (chương trình mới)

Bình luận

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

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

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

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

Consider a series that follows an MA(1) with zero mean and a moving average coefficient of 0.4. What is the value of the autocorrelation function at lag 1?

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

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?

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🔥 Đề thi HOT:

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

Bình luận

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

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

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

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

Consider a series that follows an MA(1) with zero mean and a moving average coefficient of 0.4. What is the value of the autocorrelation function at lag 1?

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

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?

🔥 Đề thi HOT:

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