MCQs Econometrics-4

This quiz is about Econometrics, which covers the topics of Regression analysis, correlation, dummy variable, multicollinearity, heteroscedasticity, autocorrelation, and many other topics. Let start with MCQs Econometric test

1. One can test the pure randomness of residual from _______


2. If value of R-square between $X_2$ and $X_3$ approaches to 1 then ____________.


3. If we omit a relevant variable from the model ___________


4. What does a VIF of 1 mean?


5. The term Heteroscedasticity means ________


6. Robust standard errors are the ones that are corrected by __________.


7. Autocorrelation may be the result of _____________


8. Autocorrelation is most likely occurred in ____________ data?


9. Which of the following could be used as a test for autocorrelation up to third-order?


10. Which one of the following is not a plausible remedy for near multicollinearity?


11. Which of the following is an indication of the existence of multicollinearity?


12. Collinearity or multicollinearity occurs whenever _________


13. If measurement errors are present only in dependent variable, then the estimate remains:


14. The generalized least square estimators are also called:


15. In the case of multicollinearity, the confidence interval tends to much ______, leading to the acceptance of zero null hypothesis


16. The presence of heteroscedasticity does not destroy the _______________ of OLS estimators.


17. If there is no overlapping between regressors then __________


18. The Durbin-Watson d test has no__________ for the rejection of the null hypothesis.


Try another Econometrics Quiz

Try Quiz about Computational Thinking

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