Econometrics Quiz Questions 9

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

• 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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