Deneme Sınavı Soruları

I. The main idea in testing overidentification restriction is to check whether any instrument is endogenous.

II. “Exogeneity” of the instruments dictates that the instruments should be related to the error term of the original regression

III. The test done to testing overidentification restriction can tell us which instrument(s) is(are) problematic.

Which of the given statements about "testing overidentification restrictions" can be said to be true?

How does a moving average address short-term fluctuations in a time series?

Price for the base period is 5 and price for the current period is 2. So what is the fixed price indes for the current period?

Which of the given functions could be a linear regression model?

Which component of a time series reflects the observed but unpredictable changes after decomposing the effects of trend, cyclical movements, and seasonal variation?

Which parameter estimation technique is typically used for moving average (MA) models due to their nonlinearity?

Which univariate time series model captures dependencies within a series based on its own past values?

I. Endogeneity problem in regression models occurs when the Gauss-Markov assumption on zero
the conditional expectation is violated. 

II. The endogeneity problem (bias) results from the independence between the model’s error term and regressor(s).

III. The error term is independent of the regressor if this assumption fails, we cannot control other variables since the error term and regressor move together.

What can be said to be true about the Endogeneity problem?

There is such a time series that autocovariancesare y(0)=1.45,and y(k)=0 for k>1. Which of the following time series models is the appropriate model for the data? 

I. According to the Gauss-Markov theorem, have the least variance among the class of estimators that are linear and unbiased. 

II. The minimum variance of an OLS estimator indicates it is the most efficient estimator as it provides the tightest estimates around the population value of the parameter.

III. According to the Gauss-Markov theorem, have the least variance among the class of estimators that are non-linear and biased. 

What can be said to be true about the OLS estimators?

Which test checks both heteroskedasticity and functional form specification errors?

Which of the given statements about the reasons to test for endogeneity can be said to be false?

When calculating index numbers, what is the significance of choosing the base period?

Which of the following is a key concept in time series analysis that implies statistical properties remain constant over time?

I. Supply and Demand Equations

II. Economic Profit Equation

III. IS-LM Model

IV. Investment and Savings Equations

Which of the given equations in economics can be listed as simultaneous equations?

What is a endogenous regressors?

 Which challenge means that residuals are related to each other?