题目 What is the difference between autocorrelation and partial autocorrelation? 选项 A.In the time series context, autocorrelation and partial autocorrelation are synonyms; there is no real [...]
题目 Which of the following items does not apply to the sum of squared residuals (SSR) from an ordinary least square (OLS) regression? 选项 A.SSR is equal to ∑ ei2 B.SSR is equal to ∑ [...]
题目 Which of the following statements related to the F-distribution and chi-squared distribution is wrong? Both distributions: 选项 A.Are asymmetrical. B.Are bound by zero on the left. C.Are [...]
题目 Which of the following statements is a key differentiator between a moving average (MA) representation and an autoregressive (AR) process? 选项 A.A moving average representation shows [...]
题目 Which assumption underlies the multiple linear model but NOT the two-variable regression model? 选项 A.Homoscedasticity B.Multicollinearity C.Error term is normal with mean = 0 and constant [...]
题目 An analyst regresses the returns of 60 stocks in a stock market and finds that the best fitting line is:Return=8% +9%×BetaIf the standard error of the estimate is 6% and the standard error of [...]
题目 In an ordinary least squares regression, t-tests are used to determine the statistical significance of: 选项 A.the individual parameter estimates B.the regression C.a set of parameters D.the [...]
题目 Given two variables X and Y that follow a lognormal distribution, which of the choices below is the correct about the distribution of X*Y? 选项 A.Normal B.Lognormal C.Exponential D.None of [...]
题目 Each of the following is a requirement for a series to be covariance stationary EXCEPT which is not a requirement? 选项 A.The mean of the series is stable over time; E[y(t)] = \u03bc(t) [...]
题目 We want to regress hourly Earnings against years of Education (the regressor) based on the following OLS regression model: Earnings(i) = B(0) + B(1)×Education(i) +u(i), where u(i) is the [...]
