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’s start with MCQs Econometric test

1. Autocorrelation is most likely occurred in ____________ data?

 
 
 
 

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

 
 
 
 

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

 
 
 
 

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

 
 
 
 

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

 
 
 
 

6. What does a VIF of 1 mean?

 
 
 
 

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

 
 
 
 

8. The generalized least square estimators are also called:

 
 
 
 

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

 
 
 
 

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

 
 
 
 

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

 
 
 
 

12. Collinearity or multicollinearity occurs whenever _________

 
 
 
 

13. If there is no overlapping between regressors then __________

 
 
 
 

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

 
 
 
 

15. The term Heteroscedasticity means ________

 
 
 
 

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

 
 
 
 

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

 
 
 
 

18. Autocorrelation may be the result of _____________

 
 
 
 

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