Top Online MCQs Econometrics 1

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.

MCQs about Multicollinearity, Dummy Variable, Selection of Variables, Error in Variables, Autocorrelation, Time Series, Heteroscedasticity, Simultaneous Equations, and Regression analysis

1. Autocorrelation may occur due to

 
 
 
 

2. Heteroscedasticity can be detected by plotting the estimated $\hat{u}_i^2$ against

 
 
 
 

3. Which of the following can indicate negative autocorrelation?

 
 
 
 

4. The value of Durbin Watson $d$ lies between

 
 
 
 

5. What type of regression models a categorical variable based on one or more independent variables?

 
 
 
 

6. For the presence and absence of first-order autocorrelation valid tests are

 
 
 
 

7. Which one assumption is not related to error in explanatory variables?

 
 
 
 

8. In a regression model with three explanatory variables, there will be _______ auxiliary regressions

 
 
 
 

9. The AR(1) process is stationary if

 
 
 
 

10. Choose a true statement about the Durbin-Watson test

 
 
 
 

11. Which of the following statements is true about autocorrelation?

 
 
 
 

12. If a Durbin Watson statistic takes a value close to zero what will be the value of the first-order autocorrelation coefficient?

 
 
 
 

13. What technique models a categorical variable based on one or more independent variables?

 
 
 
 

14. 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?

 
 
 
 

15. Which of the following actions does not make sense to struggle against multicollinearity?

 
 
 
 

16. Which one is not the rule of thumb?

 
 
 
 

17. Heteroscedasticity is more common in

 
 
 
 

18. What is a nonlinear function that connects or links a dependent variable to the independent variables mathematically?

 
 
 
 

19. When measurement errors are present in the explanatory variable(s) they make

 
 
 
 

20. The _____ states that no two independent variables ($X_i$ and $X_j$) can be highly correlated with each other.

 
 
 
 

Online MCQs Econometrics with Answers

Online MCQs Econometrics Quiz
  • 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.
MCQs Econometrics: Statistics Help

https://gmstat.com, https://rfaqs.com

Best Econometrics Quiz (2023)

The post is about Econometrics Quiz.

MCQs Econometrics Quiz List

Econometrics Quiz – 6MCQs Econometrics – 5MCQs Econometrics – 4
MCQs Econometrics – 3MCQs Econometrics – 2MCQs Econometrics – 1
Econometrics Quiz with Answers

An application of different statistical methods applied to the economic data used to find empirical relationships between economic data is called Econometrics. In other words, Econometrics is “the quantitative analysis of actual economic phenomena based on the concurrent development of theory and observation, related by appropriate methods of inference”.

Econometrics means “Economic Measurement”. Econometrics is the quantitative analysis of actual economic phenomena based on the concurrent development of theory and observation, related by appropriate methods of statistical inference.

Econometrics can also be defined as the empirical determination of economic laws. Econometrics can be classified as (i) Theoretical Econometrics and (ii) Applied Econometrics.

MCQs Econometrics Quiz

Econometric methods allow economists to estimate relationships between different economic variables, identify causal relationships, and make informed decisions based on evidence from real-world data. Econometrics is widely used in academia, government, and industry to address a variety of economic questions and inform policy-making.

R Programming Language