Econometrics Synergy Tests (answers for 73/100 points)
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Econometrics Synergy (73/100 answers) Tests. 30 questions. Rating Good
Using the test ..., you can find the presence of autocorrelation between the regression residuals in the follower observations
White
Linga-Box
Darbin-Watson
Breusha-Godfrey
The Dickey-Fuller test has ... varieties
Two
Three
Four
Autocorrelation happens ...
explanatory and casual
simple and complex
positive and negative
random and non-random
Econometric modeling consists of ... main stages
three
four
six
seven
It is not true that time series models are related ...
autoregressive models
moving average models
regression models
In regression analysis, with a correlation between variables, each value of one variable corresponds to a certain ... to another variable
expected value
value
distribution
A structural parameter is called overidentifiable if ...
indirect least squares method gives several estimates
its value cannot be obtained, even knowing the values of the parameters of the reduced form
it can be unambiguously estimated using the indirect least squares method
The result of the functioning of the analyzed economic system characterizes ... the function
dependent
Covariance is a measure of ...
the degree to which the values of two variables are scattered relative to their mathematical expectations
the relationship of these variables
relationship between linear stochastic and variables
tightness of the linear stochastic relationship between the variables
To reflect the effect on the endogenous variable y (Y) of the accompanying qualitative variables, the regression model introduces ... variables
fake
fake
bogus
If the value of the structural parameter cannot be obtained, even knowing the values of the parameters of the reduced form, then this is ... a parameter
unidentifiable
If the correlation coefficient takes on a value greater than zero, then ...
the relationship between variables is called direct
the relationship between variables is called feedback
no linear correlation
correlation becomes functional
There are random variables ...
discrete and continuous
strictly stationary and weakly stationary
positive and negative
simple and complex
The measure of the quality of the regression equation is the coefficient ...
determination
correlations
autocorrelation
elasticity
An ordered set x = (x1, x2, ... xn) of random variables □ is ... a random variable
multidimensional
Efficient estimation of the parameters of the classical linear regression model - estimation ...
the mathematical expectation of which is zero
whose variance is zero
having the least depression of all possible unbiased estimates
For the analysis of time series, in particular, a moving average model of order (q) (model MA (q)) is used, in which ...
the current value of the modeled variable is set by a function of the past values of the variable itself
combines autoregressive processes with moving average processes
the simulated value is given by a function of past errors
The economic model looks like ...
y = f (x)
y = a bx b2x2
y = f (x) e
y = f (a bx b2x2)
The average coefficient of elasticity shows ...
percentage change in the dependent variable for a one percent change in the independent variable
average change in the result with a change in factor by one unit
change the result with a change of one unit in the independent variable
The Darbin-Watson test is used for ...
checking for autocorrelation between regression residuals in sequential observations
assessment of structural factors
checking the independence of the residuals of the time series model
determining the trend in the time series
In regression analysis, for ... dependence, each value of one variable corresponds to a certain distribution of another variable
functional
statistical
correlation
Additional information
It is possible to establish the fact of the presence (absence) of a relationship between variables, check the statistical significance of this relationship, and also predict the unknown values of the endogenous variable using the specified values of the exogenous variables using ...
regression equations
least squares method
correlation coefficient
Aytket's theorems
Goldfeld - Quandt test
It is not true that the test is used to test the econometric model for homoscedasticity ...
Goldfeld-Quandt
Darbin-Watson
Glazer
White
An exogenous variable can be ...
positive and negative
discrete and continuous
random and non-random
To test the significance of individual multiple regression coefficients, the ...
Fisher
Darbin-Watson
Foster-Stewart
Student's
Classic examples of systems of simultaneous equations, such as the Kuinxian income generation model and the demand generation model, refer to ...
indirect least squares
two-step least squares
three-step least squares
In an econometric model, the dependent variable is split into two parts - ...
explanatory and casual
positive and negative
simple and complex
Boxing and Jenkins suggested ...
a systematic approach to building ARMA models
stationary time series "White noise"
indirect square method
The generalized least squares method is applied to eliminate ...
autocorrelation
residual depression bias
heteroscedasticity
the nature of the dynamics of the process
A structural parameter is called identifiable if ...
indirect least squares gives multiple estimates
its value cannot be obtained, even knowing the values of the parameters of the reduced form
it can be unambiguously estimated using the indirect least squares method