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 MCQss Test with Answers
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
