Econometrics NSUEU Differentiated set of 30 questions
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Example questions from the test:
1. Variables defined outside the model are called
Choose one answer:
a. endogenous.
b. exogenous
c. predetermined
d. lagged
3. The sample variance is:
Choose one answer:
a. unbiased, consistent and effective evaluation for the mathematical expectation of the feature under study
b. an untenable and effective evaluation for the mathematical expectation of the feature under study
c. biased and consistent estimate for the mathematical expectation of the feature under study
d. unbiased and untenable estimate for the mathematical expectation of the test feature
9. The structural form of the model is:
Choose one answer:
a. system of interrelated equations
b. system of recursive equations
c. system of independent equations
d. equations with a fixed set of factors.
11. Variables defined within a model are called
Choose one answer:
a. exogenous
b. predetermined
c. lagged
d. endogenous.
13. A hypothesis on the presence of heteroscedasticity is tested using the criterion
Choose one answer:
a. Spearmana
b. χ2
c. Durbin-Watson
d. Student
17. Autocorrelation is called:
Choose one answer:
a. The presence of a correlation between the independent variable and the random component of equation
b. The presence of correlation between independent variables
c. The presence of a correlation between the dependent variable and the random component of equation
d. The presence of a correlation between random components in different observations
23. Let M be the number of endogenous variables in the system; L is the number of predefined variables that are not present in the equation. A sufficient condition for identifying the equation is:
Choose one answer:
a. the determinant of the coefficient matrix for variables that are not in the equation is not 0
b. L + 1> M
c. c) L + 1
d. a) L + 1 = M
24. To assess the parameters of the identified equation, apply
Choose one answer:
a. OLS
b. its parameters can not be estimated
c. two-step OLS
d. indirect least squares
26. The sample average is:
Choose one answer:
a. unbiased and effective, but not consistent evaluation for the mathematical expectation of the feature
b. unbiased and consistent, but not effective, estimate for the mathematical expectation of the trait under study
c. consistent and effective, but not unbiased, estimate for the mathematical expectation of the trait under study
d. unbiased, consistent and effective evaluation for the mathematical expectation of the feature under study
29. To estimate the parameters of the overidentified equation, apply
Choose one answer:
a. two-step OLS
b. generalized OLS
c. indirect least squares
d. its parameters can not be estimated
Example questions from the test:
1. Variables defined outside the model are called
Choose one answer:
a. endogenous.
b. exogenous
c. predetermined
d. lagged
3. The sample variance is:
Choose one answer:
a. unbiased, consistent and effective evaluation for the mathematical expectation of the feature under study
b. an untenable and effective evaluation for the mathematical expectation of the feature under study
c. biased and consistent estimate for the mathematical expectation of the feature under study
d. unbiased and untenable estimate for the mathematical expectation of the test feature
9. The structural form of the model is:
Choose one answer:
a. system of interrelated equations
b. system of recursive equations
c. system of independent equations
d. equations with a fixed set of factors.
11. Variables defined within a model are called
Choose one answer:
a. exogenous
b. predetermined
c. lagged
d. endogenous.
13. A hypothesis on the presence of heteroscedasticity is tested using the criterion
Choose one answer:
a. Spearmana
b. χ2
c. Durbin-Watson
d. Student
17. Autocorrelation is called:
Choose one answer:
a. The presence of a correlation between the independent variable and the random component of equation
b. The presence of correlation between independent variables
c. The presence of a correlation between the dependent variable and the random component of equation
d. The presence of a correlation between random components in different observations
23. Let M be the number of endogenous variables in the system; L is the number of predefined variables that are not present in the equation. A sufficient condition for identifying the equation is:
Choose one answer:
a. the determinant of the coefficient matrix for variables that are not in the equation is not 0
b. L + 1> M
c. c) L + 1
d. a) L + 1 = M
24. To assess the parameters of the identified equation, apply
Choose one answer:
a. OLS
b. its parameters can not be estimated
c. two-step OLS
d. indirect least squares
26. The sample average is:
Choose one answer:
a. unbiased and effective, but not consistent evaluation for the mathematical expectation of the feature
b. unbiased and consistent, but not effective, estimate for the mathematical expectation of the trait under study
c. consistent and effective, but not unbiased, estimate for the mathematical expectation of the trait under study
d. unbiased, consistent and effective evaluation for the mathematical expectation of the feature under study
29. To estimate the parameters of the overidentified equation, apply
Choose one answer:
a. two-step OLS
b. generalized OLS
c. indirect least squares
d. its parameters can not be estimated