Deneme Sınavı Soruları

20 soru
Cevap anahtarı açık: çöz, sonucunu gör

0 doğru · 0 yanlış · 20 kaldı

1
What is the primary purpose of introducing time into the notation of outcomes in the Canonical Difference-in-Differences (DiD) setting?
2
In the DiD analysis, what does the term "counterfactual" refer to?
3
What does LSDV stand for in the context of estimating the parameters of fixed effect models?
4
In the context of the Difference-in-Differences (DiD) method, what does the consistency assumption ensure about the observed outcomes?
5
What is a common issue associated with the collection of panel data?
6
Which performance measure is most appropriate for balanced datasets?
7
What distinguishes panel data from other types of data?
8

Given the confusion matrix above, what is the F1 score of the related classification model?
9
What recent developments have occurred in theoretical research on panel data analysis?
10
Which of the following best exemplifies the concept of simultaneity in time series analysis as discussed in the context of time series models?
11
In the DiD framework, what does E[Y₁∣D=1] represent?
12
Why is endogeneity considered problematic in econometric analysis?
13
What is assumed in a pooled panel data model regarding intercept and slope coefficients?
14
What is the spread, dispersion, or variability of the errors is consistent throughout the range of values of the explanatory variables?
15
When calculating index numbers, what is the significance of choosing the base period?
16
I. R² is overstated giving the impression of a well-fitted model

II. The t and F tests are overstated, and prone to rejecting the null hypothesis even if it is correct

III. The OLS estimates of the standard errors of coefficients are unbiased

Which of the given could be among the consequences of serial correlation?
17
How are ARMA(p,q) models typically identified in time series analysis?
18

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?
19
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?
20
Which component of a time series reflects the observed but unpredictable changes after decomposing the effects of trend, cyclical movements, and seasonal variation?

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Years	Y(t)	t	Y(t)t	t²
2015	1	1	1	1
2016	3	2	6	4
2017	5	3	15	9