Thi thử bài tập trắc nghiệm ôn tập Kinh tế lượng online - Đề #5

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Câu 1. (0,5 điểm)

• A.0 and 0
• B.0 and 3
• C.3 and 0
• D.Will vary from one normal distribution to another

Câu 2. (0,5 điểm)

• A.Transforming two explanatory variables into a ratio
• B.Removing large positive residuals
• C.Using a procedure for estimation and inference which did not assume normality
• D.Removing large negative residuals

Câu 3. (0,5 điểm)

• A.It will be biased
• B.It will be inconsistent
• C.It will be inefficient
• D.All of a, b and c will be true

Câu 4. (0,5 điểm)

• A.Close to zero
• B.Close to two
• C.Close to four
• D.Close to one

Câu 5. (0,5 điểm)

• A.Biased but consistent coefficient estimates
• B.Biased and inconsistent coefficient estimates
• C.Unbiased but inconsistent coefficient estimates
• D.Unbiased and consistent but inefficient coefficient estimates

Câu 6. (0,5 điểm)

• A.Consistent and unbiased but inefficient
• B.Consistent and asymptotically efficient but biased
• C.Inconsistent
• D.Consistent, unbiased and efficient

Câu 7. (0,5 điểm)

• A.A slowly decaying acf, and a pacf with 3 significant spikes
• B.A slowly decaying pacf and an acf with 3 significant spikes
• C.A slowly decaying acf and pacf
• D.An acf and a pacf with 3 significant spikes

Câu 8. (0,5 điểm)

• A.A white noise process
• B.A covariance stationary process
• C.An autocorrelated process
• D.A moving average process

Câu 9. (0,5 điểm)

• A.All roots of the characteristic equation must lie outside the unit circle
• B.All roots of the characteristic equation must lie inside the unit circle
• C.All roots must be smaller than unity
• D.At least one of the roots must be bigger than one in absolute value

Câu 10. (0,5 điểm)

• A.The current value of y
• B.Zero
• C.The historical unweighted average of y
• D.An exponentially weighted average of previous values of y

Câu 11. (0,5 điểm)

• A.The current value of y
• B.Zero
• C.The historical unweighted average of y
• D.An exponentially weighted average of previous values of y

Câu 12. (0,5 điểm)

• A.The current value of y
• B.Zero
• C.The historical unweighted average of y
• D.An exponentially weighted average of previous values of y

Câu 13. (0,5 điểm)

• A.0.4
• B.0.34
• C.1
• D.It is not possible to determine the value of the autocovariances without knowing the disturbance variance

Câu 14. (0,5 điểm)

• A.An AR(1)
• B.An AR(2)
• C.An ARMA(1,1)
• D.An MA(3)

Câu 15. (0,5 điểm)

• A.-0.1
• B.0.27
• C.-0.34
• D.-0.31

Câu 16. (0,5 điểm)

• A.DF tests have low power to reject the null hypothesis of a unit root, particularly in small samples
• B.DF tests are always over-sized
• C.DF tests do not allow the researcher to test hypotheses about the cointegrating vector
• D.DF tests can only find at most one cointegrating relationship

Câu 17. (0,5 điểm)

• A.An independently and identically distributed (iid, i.e. “completely random”) process
• B.A random walk with drift
• C.An explosive process
• D.A deterministic trend process

Câu 18. (0,5 điểm)

• A.0
• B.1
• C.2
• D.3

Câu 19. (0,5 điểm)

• A.There are 2 linearly independent cointegrating vectors
• B.There are at most 2 linearly independent cointegrating vectors
• C.There are 3 variables in the system
• D.There are at least 2 linearly independent cointegrating vectors

Câu 20. (0,5 điểm)

• A.The largest 1
• B.The Second largest
• C.The Second smallest
• D.The smallest