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. Autocorrelation is most likely occurred in ____________ data?

 
 
 
 

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

 
 
 
 

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

 
 
 
 

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

 
 
 
 

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

 
 
 
 

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

 
 
 
 

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

 
 
 
 

8. The term Heteroscedasticity means ________

 
 
 
 

9. Autocorrelation may be the result of _____________

 
 
 
 

10. If there is no overlapping between regressors then __________

 
 
 
 

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

 
 
 
 

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

 
 
 
 

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

 
 
 
 

14. What does a VIF of 1 mean?

 
 
 
 

15. Collinearity or multicollinearity occurs whenever _________

 
 
 
 

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

 
 
 
 

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

 
 
 
 

18. The generalized least square estimators are also called:

 
 
 
 

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