题目 Ordinary least square refers to the process that: 选项 A.maximizes the number of independent variables. B.minimizes the number of independent variables. C.produces sample regression [...]
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 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 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 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 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 Your colleague Patricia is conducting a regression analysis based on a large sample (N> 30) from her bank's customer database. The dependent variables the customer's FICO credit score. The [...]
题目 Analyst Joe wants to apply the square root rule to scale daily asset volatility into monthly asset volatility. For example, if the daily volatility is (D), then the scaled monthly volatility [...]
题目 For a sample of the past 30 monthly stock returns for McCreary, Inc., the mean return is 4% and the sample standard deviation is 20%. Since the population variance is unknown, the Standard [...]
题目 The test statistic for an F-test of the equality of two sample variances is the: 选项 A.product of the two sample variances. B.ratio of the two sample standard deviations. C.product of the [...]