Econometrics

Econometrics Quiz Questions 9

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This 20-question multiple-choice Econometrics Quiz Questions covers essential topics in econometrics, including heteroscedasticity, multicollinearity, dummy variables, OLS regression, instrumental variables (IV), and more. Designed for students, researchers, statisticians, data analysts, and data scientists, this Econometrics Quiz Questions helps assess your understanding of regression analysis, model diagnostics, and common econometric problems. Let us start with the Online Econometrics Quiz Questions now.

Online Econometrics Quiz Questions with Answers

Online Multiple Choice Questions about Econometrics Quiz and Answers

1. What is the meaning of the term heteroscedasticity?

 
 
 
 

2. Step -1 of the Glauber-Farrar procedure can be applied to see the ————-.

 
 
 
 

3. In common terminology, OLS stands for ————?

 
 
 
 

4. Which of the following is an indication of the existence of multicollinearity in a model?

 
 
 
 

5. The range of the multiple correlation coefficient is ————-.

 
 
 
 

6. Instrumental Variables (IV) estimation is used to address

 
 
 
 

7. Multicollinearity is NOT considered a serious concern if —————-.

 
 
 
 

8. $R^­2$ from auxiliary regression has a role in the detection of —————–.

 
 
 
 

9. Which of the following is a consequence in the case of imperfect multicollinearity?

 
 
 
 

10. The conditional variance of $Y_i$ conditional upon the given $X$ does not remain the same regardless of.the values taken by the variable $X$, when problem of ———– exists

 
 
 
 

11. In the context of a regression model, the ideal case is

 
 
 
 

12. A dummy variable in a regression model is used to capture

 
 
 
 

13. Which combination of regressors might lead to perfect collinearity?

 
 
 
 

14. High $R^2$ and only a few significant t-ratios are a classic symptom of ————-.

 
 
 
 

15. Which of the following is a consequence in the case of imperfect multicollinearity?

 
 
 
 

16. Heteroscedasticity can be detected by plotting the squared residuals against ———-.

 
 
 
 

17. What is the primary goal of econometrics?

 
 
 
 

18. White General Heteroscedasticity test statistic follows a ———— distribution?

 
 
 
 

19. In a regression model having 4 predictor variables, the degrees of freedom for individual t-tests will be

 
 
 
 

20. A situation known as the dummy variable trap is a result of —————.

 
 
 
 

Question 1 of 20

Online Econometrics Quiz Questions with Answers

  • What is the meaning of the term heteroscedasticity?
  • Which of the following is an indication of the existence of multicollinearity in a model?
  • Which combination of regressors might lead to perfect collinearity?
  • Which of the following is a consequence in the case of imperfect multicollinearity?
  • Heteroscedasticity can be detected by plotting the squared residuals against ———-.
  • Which of the following is a consequence in the case of imperfect multicollinearity?
  • The conditional variance of $Y_i$ conditional upon the given $X$ does not remain the same regardless of.the values taken by the variable $X$, when problem of ———– exists
  • White General Heteroscedasticity test statistic follows a ———— distribution?
  • A situation known as the dummy variable trap is a result of —————.
  • $R^­2$ from auxiliary regression has a role in the detection of —————–.
  • Step -1 of the Glauber-Farrar procedure can be applied to see the ————-.
  • In a regression model having 4 predictor variables, the degrees of freedom for individual t-tests will be
  • The range of the multiple correlation coefficient is ————-.
  • In common terminology, OLS stands for ————?
  • Multicollinearity is NOT considered a serious concern if —————-.
  • In the context of a regression model, the ideal case is
  • High $R^2$ and only a few significant t-ratios are a classic symptom of ————-.
  • A dummy variable in a regression model is used to capture
  • What is the primary goal of econometrics?
  • Instrumental Variables (IV) estimation is used to address

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Econometrics Quiz and Answers 8

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Test your econometrics knowledge with this comprehensive Econometrics Quiz and Answers MCQs Test! Perfect for statisticians and econometricians preparing for exams or job interviews. Covers measurement errors, multicollinearity, heteroscedasticity, dummy variables, VIF, and more. Check your understanding of key concepts in Econometrics today! Let us start with the Online Econometrics Quiz and Answers now.

Online Econometrics Quiz and Answers
Please go to Econometrics Quiz and Answers 8 to view the test

Online Econometrics Quiz and Answers

  • If measurement errors are present only in the dependent variable, then the parameter estimates remain
  • If we have a categorical variable with 4 categories, then how many dummy variables can be used in with intercept regression model
  • In a regression model with 3 explanatory variables, there will be ————- auxiliary regressions
  • When measurement errors are present in the explanatory variable(s), then parameter estimates become
  • Which one is NOT the rule of thumb?
  • The variance of regression slopes becomes infinite in the  case of
  • If the calculated value of VIF is equal to 1321, then it is an indication of
  • In case of multicollinearity, the confidence interval tends to be much ———–, leading to the acceptance of the zero null hypothesis
  • A high value of VIF indicates
  • In case of perfect multicollinearity, the $X’X$ is a ————-.
  • The presence of heteroscedasticity does not destroy the —————- of OLS estimators.
  • In case of homoscedasticity, we have
  • Robust standard errors are those that are corrected by
  • If the calculated value of the condition number is equal to 1, then it is an indication of
  • If the correlation coefficient between two explanatory variables approaches 1, then
  • If there is no overlap between regressors, then
  • Which of the actions does not make sense to take to struggle against multicollinearity?
  • Spearman’s rank correlation test can be applied for
  • The Park test can be applied for
  • If the calculated value of VIF is equal to 1, then it is an indication of

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Econometrics Online MCQs Test 7

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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
Please go to Econometrics Online MCQs Test 7 to view the test

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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