MCQs Econometrics-4

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.