Thi thử bài tập trắc nghiệm ôn tập Kinh tế lượng online - Đề #4

I

Câu 1. (0,5 điểm)

• A.Continuous
• B.Cardinal
• C.Ordinal
• D.Nominal

Câu 2. (0,5 điểm)

• A.Simple
• B.Continuously compounded
• C.Neither approach would allow us to do this validly
• D.Either approach could be used and they would both give the same portfolio return

Câu 3. (0,5 điểm)

• A.That OLS gives unbiased coefficient estimates
• B.That OLS gives minimum variance coefficient estimates
• C.That OLS gives minimum variance coefficient estimates only among the class of linear unbiased estimators
• D.That OLS ensures that the errors are distributed normally

Câu 4. (0,5 điểm)

• A.One minus the type II error
• B.The confidence level
• C.The size of the test
• D.The size of the sample

Câu 5. (0,5 điểm)

• A.We are 95% sure that the interval contains the true value of the parameter
• B.We are 95% sure that our estimate of the coefficient is correct
• C.We are 95% sure that the interval contains our estimate of the coefficient
• D.In repeated samples, we would derive the same estimate for the coefficient 95% of the time

Câu 6. (0,5 điểm)

• A.The model must be linear in the parameters
• B.The model must be linear in the variables
• C.The model must be linear in the variables and the parameters
• D.The model must be linear in the residuals

Câu 7. (0,5 điểm)

• A.It captures omitted determinants of the dependent variable
• B.To allow for the non-zero mean of the dependent variable
• C.To allow for errors in the measurement of the dependent variable
• D.To allow for random influences on the dependent variable

Câu 8. (0,5 điểm)

• A.p-values can only be used for two-sided tests
• B.It is the marginal significance level where we would be indifferent between rejecting and not rejecting the null hypothesis
• C.It is the exact significance level for the test
• D.Given the p-value, we can make inferences without referring to statistical tables

Câu 9. (0,5 điểm)

• A.The explanatory variables are uncorrelated with the error terms
• B.The disturbance terms have zero mean
• C.The dependent variable is not correlated with the disturbance terms
• D.The disturbance terms are independent of one another

Câu 10. (0,5 điểm)

• A.It comprises the numerical values obtained from OLS estimation
• B.It is a formula that, when applied to the data, will yield the parameter estimates
• C.It is equivalent to the term “the OLS estimate”
• D.It is a collection of all of the data used to estimate a linear regression model.

Câu 11. (0,5 điểm)

• A.Researcher 2 will use a larger critical value from the t-tables
• B.Researcher 2 will have a higher probability of type I error
• C.Researcher 1 will be more likely to reject the null hypothesis
• D.Both researchers will always reach the same conclusion

Câu 12. (0,5 điểm)

• A.The probability of a Type I error is increased
• B.The probability of a Type II error is increased
• C.The rejection criterion has become more strict
• D.The null hypothesis will be rejected less often

Câu 13. (0,5 điểm)

• A.A t-distribution with zero degrees of freedom is a normal
• B.A t-distribution with one degree of freedom is a normal
• C.A t-distribution with infinite degrees of freedom is a normal
• D.There is no relationship between the two distributions

Câu 14. (0,5 điểm)

• A.The standard normal is a special case of the t-distribution, the square of which is a special case of the F-distribution
• B.Since the three distributions are related, the 5% critical values from each will be the same
• C.Asymptotically, a given test conducted using any of the three distributions will lead to the same conclusion
• D.The normal and t- distributions are symmetric about zero while the F- takes only positive values

Câu 15. (0,5 điểm)

• A.2.89
• B.1.30
• C.0.84
• D.We cannot determine the value of from the information given in the question

Câu 16. (0,5 điểm)

• A.A t-variate with z degrees of freedom is also an F(1, z)
• B.The square of a t-variate with z degrees of freedom is also an F(1, z)
• C.A t-variate with z degrees of freedom is also an F(z, 1)
• D.There is no relationship between the two distributions

Câu 17. (0,5 điểm)

• A.Removing one of the explanatory variables
• B.Transforming the data into logarithms
• C.Transforming two of the explanatory variables into ratios
• D.Collecting higher frequency data on all of the variables

Câu 18. (0,5 điểm)

• A.The residuals are positively autocorrelated
• B.The residuals are negatively autocorrelated
• C.There is no autocorrelation in the residuals
• D.The test statistic has fallen in the intermediate region

Câu 19. (0,5 điểm)

• A.Slow response of the dependent variable to changes in the independent variables
• B.Over-reactions of the dependent variables
• C.The dependent variable is a centred moving average of the past 4 values of the series
• D.The residuals of the model appear to be non-normal

Câu 20. (0,5 điểm)

• A.The assumption that the regressors are non-stochastic is violated
• B.A model with many lags may lead to residual non-normality
• C.Adding lags may induce multicollinearity with current values of variables
• D.The standard errors of the coefficients will fall as a result of adding more explanatory variables