Econometrics

Prepare for your econometrics exams, quizzes, job interviews, or data analysis roles with this Econometrics Online MCQs Test! This Econometrics Online MCQs Test covers essential topics like multicollinearity, autocorrelation, heteroscedasticity, dummy variables, OLS vs. WLS, VIF, and more. Perfect for students, statisticians, and data analysts, these multiple-choice questions (MCQs) will test your understanding of key econometric concepts and help you identify common violations in regression models. Sharpen your skills and boost your confidence for academic and professional success! Let us start with the Econometrics Online MCQs Test now.

Econometrics Online MCQs Test with Answers

• In case of perfect multicollinearity, the $X^t X$ is a ————-.
• Autocorrelation may occur due to
• Which of the following tests is used to compare OLS estimates and WLS estimates?
• The generalized least square estimators for correcting the problem of heteroscedasticity are called:
• Negative autocorrelation can be indicated by which of the following?
• Zero tolerance or VIF equal to one indicates
• Which of the following is an indication of the existence of multicollinearity in a model?
• Which one is not the rule of thumb?
• A variable showing the presence or absence of something is known as
• The dummy variable trap is caused by
• The dummy variable trap can be avoided by
• Eigenvalues can be used for detecting violations of the assumption of
• Variance inflation factor is a common measure for
• In a multiple regression model, the ideal situation is
• Generally, an acceptable value of the variance inflation factor (VIF) is
• If the covariance between two variables is positive, then their correlation coefficient will always be
• The range of covariance between two variables is
• Heteroscedasticity refers to a situation in which
• Which of these tests is suitable for only a  simple regression model
• Multicollinearity occurs whenever

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Test your knowledge with these Econometrics MCQs with Answers, covering autocorrelation, heteroscedasticity, multicollinearity, and OLS assumptions. The Econometrics Quiz is perfect for students, researchers, econometricians, and data scientists. Let us try Econometrics MCQs with Answers Quiz now.

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Online Econometrics MCQs with Answers

• An assumption underlying the $d$ statistics is that “The explanatory variables $X$’s are non-stochastic or fixed in —————-“.
• The term heteroscedasticity refers to
• Zero tolerance value indicates
• A system which have an infinite number of solutions has
• If we omit a relevant variable from the model
• When measurement errors are present in the explanatory variable(s), they make
• If $d*<d_l$ then we
• If a Durbin-Watson statistic takes a value close to zero, what will be the value of the first-order autocorrelation coefficient?
• Heteroscedasticity is more common in
• Autocorrelation may occur due to
• The AR(1) process is stationary if
• Heteroscedasticity may —————– the variance and standard errors of the OLS estimates.
• The value of $d$ lies between
• In case of homoscedasticity
• In the presence of autocorrelation, the OLS estimates are no longer
• What does a VIF of 1 mean?
• Multicollinearity causes
• If the calculated value of tolerance is 1, then there is an issue of
• If the value of R-squared between $X_2$ and $X_3$ approaches to 1 then
• Collinearity or multicollinearity occurs whenever

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The Post is about Online MCQs Econometrics. The MCQS Econometrics Quiz contains 20 multiple-choice questions on heteroscedasticity, multicollinearity, auxiliary regression, multiple regression, autocorrelation, and regression diagnostics. Let us start with the Online MCQs Econometrics quiz.

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Online MCQs Econometrics with Answers

• In a regression model with three explanatory variables, there will be ————– auxiliary regressions
• The AR(1) process is stationary if
• The value of Durbin Watson $d$ lies between
• Which of the following actions does not make sense to struggle against multicollinearity?
• Autocorrelation may occur due to
• Which of the following can indicate negative autocorrelation?
• Which one is not the rule of thumb?
• Heteroscedasticity can be detected by plotting the estimated $\hat{u}_i^2$ against
• If a Durbin Watson statistic takes a value close to zero what will be the value of the first-order autocorrelation coefficient?
• Which of the following statements is true about autocorrelation?
• When measurement errors are present in the explanatory variable(s) they make
• Heteroscedasticity is more common in
• Which one assumption is not related to error in explanatory variables?
• For the presence and absence of first-order autocorrelation valid tests are
• Choose a true statement about the Durbin-Watson test
• What technique models a categorical variable based on one or more independent variables?
• What is a nonlinear function that connects or links a dependent variable to the independent variables mathematically?
• What type of regression models a categorical variable based on one or more independent variables?
• In a linear regression model, what is the area surrounding the regression line that describes the uncertainty around the predicted outcome at every value of X?
• The ————- states that no two independent variables ($X_i$ and $X_j$) can be highly correlated with each other.

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