题目 Which of the following is most likely in the case of high multicollinearity? 选项 A.Low F ratio and insignificant partial slope coefficients B.High F ratio and insignificant partial slope [...]
题目 Pretend GARP regressed the exam scores (FRM Score) against preparation time (Hours) and returned the following regression: FRM Score(i) = 23.2 + 0.18×Hours(i) + u(i). Which of the following [...]
题目 We reject the null hypothesis in a Durbin-Watson D test. Which assumption is violated? 选项 A.Homoscedasticity B.Multicollinearity C.Model is linear D.No autocorrelation between error terms [...]
题目 Samantha Xiao is trying to get some insight into the relationship between the return on stock LMB (RLMD,t) and the return on the S&P 500 index (RS&P,t). Using historical data she [...]
题目 A factor analysis of the dividend-adjusted returns of ABC Ltd.'s stock price was undertaken to determine which economic factors contributed to its performance. The regression was performed on [...]
题目 If the F-test shows that the set of X variables explain a significant amount of variation in the Y variable, then: 选项 A.Another linear regression model should be tried. B.A t-test should [...]
题目 Analyst Wang examines a single-factor regression for a hedge fund and he thinks: Statement 1: Heretroskedasticity causes the t-statistics of the regression to be incorrectly calculated using [...]
题目 The error term represents the portion of the: 选项 A.Dependent variable that is not explained by the independent variable but could possibly be explained by adding additional independent [...]
题目 Analyst Joseph Lockwood examines a single-factor regression for a hedge fund and makes the following two statements: Statement 1: Heteroscedasticity exists if the regression residuals are [...]
题目 A linear time trend model is estimated on annual real euro-area GDP. measured in billions of 2010 euros, using data from 1995 until 2018. The estimated model is RGDPt=-234178.8+121.3×t+εt. [...]
