Econometrıcs II (ENG)
Deneme Sınavı Soruları
- 20 soru
- Cevap anahtarı açık: çöz, sonucunu gör
- 1
I. Breusch Pagan-Godfrey Test
II. Durbin’s t tests
III. Modified White (MWh) Test
Which of the given tests are used to test heteroskedasticity?
- 2
Years
Y(t)
t
Y(t)t
t2
2015
1
1
1
1
2016
3
2
6
4
2017
5
3
15
9
Using the data in table, which of the following is the estimation value of slope parameters using the least squares method?
- 3
For a regression TSS (total sum of squares)= 100, ESS (explained sum of squares)=50, and RSS (residual sum of squares) =50; what is the R2 (R-squared) statistics?
- 4
Using time series data consisting of 100 observations, the autocorrelations for the first and second lags are estimated as 0.5 and 0.325. Which of the following is the estimation value of the partial autocorrelation coefficient for the lag two?
- 5
What is the main purpose of the partial autocorrelation function (PACF) in time series analysis?
- 6
What is the spread, dispersion, or variability of the errors is consistent throughout the range of values of the explanatory variables?
- 7What is not one of the essential specialities of assumptions in OLS?
- 8Which tool is used for the measure that how much of the variance in the dependent variable is explained by the explanatory variables?
- 9
I. A simultaneous equation, also known as a system of equations, is a set of two or more equations with multiple variables that are connected and must be solved together.
II. The solution to a simultaneous equation is a set of values for the variables that satisfy all the given equations simultaneously.
III. In economics, simultaneous equations are rarely used to model various economic relationships and phenomena.
Which of the given statements can be said to be true about simultaneous equations?
- 10
I. LM-test
II. Model Specification
III. Robust Standard Errors
Which of the given can be used to deal with a model with serially correlated residuals?
- 11
Which of the given could be among the consequences of heteroskedasticity?
- 12What is the meaning of Ordinary Least Squares (OLS)?
- 13
Price for period 2020 is 2, price for period 2021 is 5 and price for period 2022 is 6. What is the chain base price index for period 2022?
- 14
Which two conditions should a proper instrument should satisfy?
- 15
What is a key advantage of exponential smoothing methods over moving averages?
- 16
Years
Y(t)
t
Y(t)t
t2
2015
1
1
1
1
2016
3
2
6
4
2017
5
3
15
9
Using the data in table, which of the following is the equation of the linear trend model by the LS method?
- 17
In an ARIMA(p, d, q) model, what does the 'd' represent?
- 18What is the two important specialities of OLS estimators?
- 19
The autocorrelations for first, second and third lags were calculated as 0.5, 0.3 and 0.2 for a time series of n=100 observations, respectively. Assuming that the adequate model for this time series data is the AR(2) model, which of the following the parameters with the method of moments?
- 20Which test is not appropriate for serial correlation when lagged values of the dependent variable occur in the model?