Econometrics MCQs with Answers 6

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 MCQs with Answers Quiz

Online Econometrics MCQss with Answers

1. Multicollinearity causes

 
 
 
 

2. Heteroscedasticity may —————– the variance and standard errors of the OLS estimates.

 
 
 
 

3. Autocorrelation may occur due to

 
 
 
 

4. An assumption underlying the $d$ statistics is that “The explanatory variables $X$’s are non-stochastic or fixed in —————-“.

 
 
 
 

5. What does a VIF of 1 mean?

 
 
 
 

6. Heteroscedasticity is more common in

 
 
 
 

7. If we omit a relevant variable from the model

 
 
 
 

8. The value of $d$ lies between

 
 
 
 

9. If a Durbin-Watson statistic takes a value close to zero, what will be the value of the first-order autocorrelation coefficient?

 
 
 
 

10. Collinearity or multicollinearity occurs whenever

 
 
 
 

11. If the calculated value of tolerance is 1, then there is an issue of

 
 
 
 

12. If the value of R-squared between $X_2$ and $X_3$ approaches to 1 then

 
 
 
 

13. A system which have an infinite number of solutions has

 
 
 
 

14. If $d*<d_l$ then we

 
 
 
 

15. The term heteroscedasticity refers to

 
 
 
 

16. The AR(1) process is stationary if

 
 
 
 

17. In case of homoscedasticity

 
 
 
 

18. Zero tolerance value indicates

 
 
 
 

19. In the presence of autocorrelation, the OLS estimates are no longer

 
 
 
 

20. When measurement errors are present in the explanatory variable(s), they make

 
 
 
 

Question 1 of 20

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

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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.

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Online MCQs Econometrics with Answers

Online MCQs Econometrics Quiz
  • 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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Best Econometrics Quiz (2023)

The post is about the Econometrics Quiz. Master core econometric concepts with this series of Econometrics MCQs covering autocorrelation, heteroscedasticity, multicollinearity, and OLS assumptions. Designed for students, researchers, and data analysts, each quiz includes detailed answers to reinforce learning and improve regression analysis skills. Perfect for exam prep, self-assessment, and econometrics proficiency. Click the link below to start with the desired Econometrics Quiz.

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Econometrics Quiz with Answers

An application of different statistical methods to economic data used to find empirical relationships between economic data is called Econometrics. In other words, Econometrics is “the quantitative analysis of actual economic phenomena based on the concurrent development of theory and observation, related by appropriate methods of inference”.

Econometrics means “Economic Measurement”. Econometrics is the quantitative analysis of actual economic phenomena based on the concurrent development of theory and observation, related by appropriate methods of statistical inference.

Econometrics can also be defined as the empirical determination of economic laws. Econometrics can be classified as (i) Theoretical Econometrics and (ii) Applied Econometrics.

MCQs Econometrics Quiz

Econometric methods allow economists to estimate relationships between different economic variables, identify causal relationships, and make informed decisions based on evidence from real-world data. Econometrics is widely used in academia, government, and industry to address a variety of economic questions and inform policy-making.

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