GM Statistics Advanced Statistics MCQs Econometrics-4

# MCQs Econometrics-4

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

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

2. The term Heteroscedasticity means ________

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

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

5. If there is no overlapping between regressors then __________

6. The generalized least square estimators are also called:

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

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

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

10. Collinearity or multicollinearity occurs whenever _________

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

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

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

14. Autocorrelation may be the result of _____________

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

16. Autocorrelation is most likely occurred in ____________ data?

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

18. What does a VIF of 1 mean?

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