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
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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