Top Online MCQs Econometrics 1

The Post is about Online MCQs Econometrics. The MCQS Econometrics Quiz contains 20 multiple-choice questions on heteroscedasticity, multicollinearity, auxiliary regression, multiple regression, autocorrelation, and regression diagnostics. Let us start with the Online MCQs Econometrics quiz.

Online MCQs Econometrics with Answers

• In a regression model with three explanatory variables, there will be ————– auxiliary regressions
• The AR(1) process is stationary if
• The value of Durbin Watson $d$ lies between
• Which of the following actions does not make sense to struggle against multicollinearity?
• Autocorrelation may occur due to
• Which of the following can indicate negative autocorrelation?
• Which one is not the rule of thumb?
• Heteroscedasticity can be detected by plotting the estimated $\hat{u}_i^2$ against
• If a Durbin Watson statistic takes a value close to zero what will be the value of the first-order autocorrelation coefficient?
• Which of the following statements is true about autocorrelation?
• When measurement errors are present in the explanatory variable(s) they make
• Heteroscedasticity is more common in
• Which one assumption is not related to error in explanatory variables?
• For the presence and absence of first-order autocorrelation valid tests are
• Choose a true statement about the Durbin-Watson test
• What technique models a categorical variable based on one or more independent variables?
• What is a nonlinear function that connects or links a dependent variable to the independent variables mathematically?
• What type of regression models a categorical variable based on one or more independent variables?
• In a linear regression model, what is the area surrounding the regression line that describes the uncertainty around the predicted outcome at every value of X?
• The ————- states that no two independent variables ($X_i$ and $X_j$) can be highly correlated with each other.

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