Econometrics Synergy Tests (answers for 73/100 points)

Econometrics Synergy (73/100 answers) Tests. 30 questions. Rating Good
Using the test ..., you can find the presence of autocorrelation between the regression residuals in the follower observations
White
Linga-Box
Darbin-Watson
Breusha-Godfrey

The Dickey-Fuller test has ... varieties
Two
Three
Four

Autocorrelation happens ...
explanatory and casual
simple and complex
positive and negative
random and non-random

Econometric modeling consists of ... main stages
three
four
six
seven

It is not true that time series models are related ...
autoregressive models
moving average models
regression models

In regression analysis, with a correlation between variables, each value of one variable corresponds to a certain ... to another variable
expected value
value
distribution

A structural parameter is called overidentifiable if ...
indirect least squares method gives several estimates
its value cannot be obtained, even knowing the values ​​of the parameters of the reduced form
it can be unambiguously estimated using the indirect least squares method

The result of the functioning of the analyzed economic system characterizes ... the function
dependent

Covariance is a measure of ...
the degree to which the values ​​of two variables are scattered relative to their mathematical expectations
the relationship of these variables
relationship between linear stochastic and variables
tightness of the linear stochastic relationship between the variables
To reflect the effect on the endogenous variable y (Y) of the accompanying qualitative variables, the regression model introduces ... variables
fake
fake
bogus

If the value of the structural parameter cannot be obtained, even knowing the values ​​of the parameters of the reduced form, then this is ... a parameter
unidentifiable

If the correlation coefficient takes on a value greater than zero, then ...
the relationship between variables is called direct
the relationship between variables is called feedback
no linear correlation
correlation becomes functional

There are random variables ...
discrete and continuous
strictly stationary and weakly stationary
positive and negative
simple and complex

The measure of the quality of the regression equation is the coefficient ...
determination
correlations
autocorrelation
elasticity

An ordered set x = (x1, x2, ... xn) of random variables □ is ... a random variable
multidimensional

Efficient estimation of the parameters of the classical linear regression model - estimation ...
the mathematical expectation of which is zero
whose variance is zero
having the least depression of all possible unbiased estimates

For the analysis of time series, in particular, a moving average model of order (q) (model MA (q)) is used, in which ...
the current value of the modeled variable is set by a function of the past values ​​of the variable itself
combines autoregressive processes with moving average processes
the simulated value is given by a function of past errors

The economic model looks like ...
y = f (x)
y = a bx b2x2
y = f (x) e
y = f (a bx b2x2)

The average coefficient of elasticity shows ...
percentage change in the dependent variable for a one percent change in the independent variable
average change in the result with a change in factor by one unit
change the result with a change of one unit in the independent variable

The Darbin-Watson test is used for ...
checking for autocorrelation between regression residuals in sequential observations
assessment of structural factors
checking the independence of the residuals of the time series model
determining the trend in the time series

In regression analysis, for ... dependence, each value of one variable corresponds to a certain distribution of another variable
functional
statistical
correlation