AÖF Soru Bankası
İKT326U

Econometrıcs II (ENG)

Ünite Sınavı Soruları

  • 20 soru
  • Soru metinleri açık; şıklar ve cevap anahtarı uygulamada
  1. 1
    What is the meaning of Ordinary Least Squares (OLS)?
  2. 2

    Which test checks both heteroskedasticity and functional form specification errors?

  3. 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. 4
    What is not one of the essential specialities of assumptions in OLS?
  6. 5

     Which challenge means that residuals are related to each other?

  7. 6
    Which test is not appropriate for serial correlation when lagged values of the dependent variable occur in the model?
  8. 7

    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?

  9. 8
    Which tool is used for the measure that how much of the variance in the dependent variable is explained by the explanatory variables?
  11. 9

    What is the spread, dispersion, or variability of the errors is consistent throughout the range of values of the explanatory variables?

  12. 10

    I. Generalized Least Squares

    II. Model Specification

    III. Non-Linear Models

    Which of the given can be used to deal with a model with heteroskedasticity?

  13. 11

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

  14. 12

    I. The explanatory variables must be controlled by the experimenter (non-stochastic) which is never the case.

    II.  The model that is tested must include an intercept.

    III. It only tests for second-order autocorrelation in the residuals in models with lagged dependent variables.

    What can be said to be true about the Durbin Watson (DW) d-test?

  16. 13

    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?

  17. 14

    Which of the given could be among the consequences of heteroskedasticity?

  18. 15

    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?

  19. 16
    Which undesired process occurs when the spread of the errors in the across all values of the independent variable?
  21. 17
    In which challenge’s existence, are the Cochrane- Orcutt and Prais- Winsten procedures applied to handle with?
  22. 18
    What is the two important specialities of OLS estimators?
  23. 19

    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?

  24. 20
    Which test statistics focuses on the statistical significance of coefficient?
Şıkları ve doğru cevapları görEconometrıcs II (ENG) dersinin tüm sınavları, cevap anahtarları, süreli mod ve yanlış analizi uygulamada.Uygulamada aç