Thi thử bài tập trắc nghiệm ôn tập Kinh tế lượng online – Đề #4

Số câu20

Quiz ID538

Câu 1

Câu 1:

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

A Continuous B Cardinal C Ordinal D Nominal

Câu 2

Câu 2:

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?

A Simple B Continuously compounded C Neither approach would allow us to do this validly D Either approach could be used and they would both give the same portfolio return

Câu 3

Câu 3:

What result is proved by the Gauss-Markov theorem?

A That OLS gives unbiased coefficient estimates B That OLS gives minimum variance coefficient estimates C That OLS gives minimum variance coefficient estimates only among the class of linear unbiased estimators D That OLS ensures that the errors are distributed normally

Câu 4

Câu 4:

The type I error associated with testing a hypothesis is equal to:

A One minus the type II error B The confidence level C The size of the test D The size of the sample

Câu 5

Câu 5:

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

Câu 6

Câu 6:

Which of the following statements is correct concerning the conditions required for OLS to be a usable estimation technique?

A The model must be linear in the parameters B The model must be linear in the variables C The model must be linear in the variables and the parameters D The model must be linear in the residuals

Câu 7

Câu 7:

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

Câu 8

Câu 8:

Which of the following is NOT correct with regard to the p-value attached to a test statistic?

A p-values can only be used for two-sided tests B It is the marginal significance level where we would be indifferent between rejecting and not rejecting the null hypothesis C It is the exact significance level for the test D Given the p-value, we can make inferences without referring to statistical tables

Câu 9

Câu 9:

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

Câu 10

Câu 10:

Which of the following is the most accurate definition of the term “the OLS estimator”?

A It comprises the numerical values obtained from OLS estimation B It is a formula that, when applied to the data, will yield the parameter estimates C It is equivalent to the term “the OLS estimate” D It is a collection of all of the data used to estimate a linear regression model.

Câu 11

Câu 11:

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?

A Researcher 2 will use a larger critical value from the t-tables B Researcher 2 will have a higher probability of type I error C Researcher 1 will be more likely to reject the null hypothesis D Both researchers will always reach the same conclusion

Câu 12

Câu 12:

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?

A The probability of a Type I error is increased B The probability of a Type II error is increased C The rejection criterion has become more strict D The null hypothesis will be rejected less often

Câu 13

Câu 13:

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

Câu 14

Câu 14:

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

Câu 15

Câu 15:

Which of the following is the correct value for?

A 2.89 B 1.30 C 0.84 D We cannot determine the value of from the information given in the question

Câu 16

Câu 16:

What is the relationship, if any, between t-distributed and F-distributed random variables?

A A t-variate with z degrees of freedom is also an F(1, z) B The square of a t-variate with z degrees of freedom is also an F(1, z) C A t-variate with z degrees of freedom is also an F(z, 1) D There is no relationship between the two distributions

Câu 17

Câu 17:

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

Câu 18

Câu 18:

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?

A The residuals are positively autocorrelated B The residuals are negatively autocorrelated C There is no autocorrelation in the residuals D The test statistic has fallen in the intermediate region

Câu 19

Câu 19:

Which of the following is NOT a good reason for including lagged variables in a regression?

A Slow response of the dependent variable to changes in the independent variables B Over-reactions of the dependent variables C The dependent variable is a centred moving average of the past 4 values of the series D The residuals of the model appear to be non-normal

Câu 20

Câu 20:

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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