The value of the Durbin Watson test statistic in a regression with 4 regressors (including the constant term) estimated on 100 observations is 3.6. What might we suggest from this?
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
Chọn đáp án: B
What is the relationship, if any, between t-distributed and F-distributed random variables?
Which of the following statements is correct concerning the conditions required for OLS to be a usable estimation technique?
Which one of the following is NOT an assumption of the classical linear regression model?
Which of the following is NOT a good reason for including a disturbance term in a regression equation?
Which of the following is NOT correct with regard to the p-value attached to a test statistic?
Which of the following is the most accurate definition of the term “the OLS estimator”?
Which of the following is a correct interpretation of a “95% confidence interval” for a regression parameter?
Two researchers have identical models, data, coefficients and standard error estimates. They test the same hypothesis using a two-sided alternative, but researcher 1 uses a 5% size of test while researcher 2 uses a 10% test. Which one of the following statements is correct?
Which of the following is NOT a good reason for including lagged variables in a regression?
The numerical score assigned to the credit rating of a bond is best described as what type of number?
Suppose that we wanted to sum the 2007 returns on ten shares to calculate the return on a portfolio over that year. What method of calculating the individual stock returns would enable us to do this?
Consider an increase in the size of the test used to examine a hypothesis from 5% to 10%. Which one of the following would be an implication?
What is the relationship, if any, between the normal and t-distributions?