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

Câu 1: The numerical score assigned to the credit rating of a bond is best described as what type of number?

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?

Câu 3: What result is proved by the Gauss-Markov theorem?

Câu 4: The type I error associated with testing a hypothesis is equal to:

Câu 5: Which of the following is a correct interpretation of a “95% confidence interval” for a regression parameter?

Câu 6: Which of the following statements is correct concerning the conditions required for OLS to be a usable estimation technique?

Câu 7: Which of the following is NOT a good reason for including a disturbance term in a regression equation?

Câu 8: Which of the following is NOT correct with regard to the p-value attached to a test statistic?

Câu 9: Which one of the following is NOT an assumption of the classical linear regression model?

Câu 10: Which of the following is the most accurate definition of the term “the OLS estimator”?

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?

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?

Câu 13: What is the relationship, if any, between the normal and t-distributions?

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?

Câu 15: Which of the following is the correct value for?

Câu 16: What is the relationship, if any, between t-distributed and F-distributed random variables?

Câu 17: Which of the following would NOT be a potential remedy for the problem of multicollinearity between regressors?

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? 

Câu 19:  Which of the following is NOT a good reason for including lagged variables in a regression?

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?