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.
Online Econometrics MCQss with Answers
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
