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. If we omit a relevant variable from the model ___________

 
 
 
 

2. Collinearity or multicollinearity occurs whenever _________

 
 
 
 

3. Autocorrelation is most likely occurred in ____________ data?

 
 
 
 

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

 
 
 
 

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

 
 
 
 

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

 
 
 
 

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

 
 
 
 

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

 
 
 
 

9. If there is no overlapping between regressors then __________

 
 
 
 

10. What does a VIF of 1 mean?

 
 
 
 

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

 
 
 
 

12. Autocorrelation may be the result of _____________

 
 
 
 

13. The term Heteroscedasticity means ________

 
 
 
 

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

 
 
 
 

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

 
 
 
 

16. The generalized least square estimators are also called:

 
 
 
 

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

 
 
 
 

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

 
 
 
 

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