150 câu Trắc nghiệm tổng hợp Kinh tế lượng có đáp án (Phần 5)

0 and 0

0 and 3

3 and 0

Will vary from one normal distribution to another

Transforming two explanatory variables into a ratio

Removing large positive residuals

Using a procedure for estimation and inference which did not assume normality

Removing large negative residuals

It will be biased

It will be inconsistent

It will be inefficient

All of a, b and c will be true

Close to zero

Close to two

Close to four

Close to one

Biased but consistent coefficient estimates

Biased and inconsistent coefficient estimates

Unbiased but inconsistent coefficient estimates

Unbiased and consistent but inefficient coefficient estimates

Consistent and unbiased but inefficient

Consistent and asymptotically efficient but biased

Inconsistent

Consistent, unbiased and efficient

A slowly decaying acf, and a pacf with 3 significant spikes

A slowly decaying pacf and an acf with 3 significant spikes

A slowly decaying acf and pacf

An acf and a pacf with 3 significant spikes

A white noise process

A covariance stationary process

An autocorrelated process

A moving average process

All roots of the characteristic equation must lie outside the unit circle

All roots of the characteristic equation must lie inside the unit circle

All roots must be smaller than unity

At least one of the roots must be bigger than one in absolute value

The current value of y

Zero

The historical unweighted average of y

An exponentially weighted average of previous values of y

0.4

0.34

1

It is not possible to determine the value of the autocovariances without knowing the disturbance variance

An AR(1)

An AR(2)

An ARMA(1,1)

An MA(3)

-0.1

0.27

-0.34

-0.31

DF tests have low power to reject the null hypothesis of a unit root, particularly in small samples

DF tests are always over-sized

DF tests do not allow the researcher to test hypotheses about the cointegrating vector

DF tests can only find at most one cointegrating relationship

An independently and identically distributed (iid, i.e. “completely random”) process

A random walk with drift

An explosive process

A deterministic trend process

0

1

2

3

There are 2 linearly independent cointegrating vectors

There are at most 2 linearly independent cointegrating vectors

There are 3 variables in the system

There are at least 2 linearly independent cointegrating vectors

The largest 1

The Second largest

The Second smallest

The smallest