Econometrics quiz
131 questions across 1 difficulty level. Every attempt draws a fresh random set, so you can play as often as you like.
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Hard
131 questions
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Sample questions
- Which of the following is a typical characteristic of financial asset return time-series?
- Which of the following are advantages of the use of panel data over pure cross-sectional or pure time-series modelling? (i) The use of panel data can increase the number of degrees of freedom and therefore the power of tests (ii) The use of panel data allows the average value of the dependent variable to vary either cross-sectionally or over time or both (iii) The use of panel data enables the researcher allows the estimated relationship between the independent and dependent variables to vary either cross-sectionally or over time or both
- Which of the following conditions are necessary for a series to be classifiable as a weakly stationary process? (i) It must have a constant mean (ii) It must have a constant variance (iii) It must have constant autocovariances for given lags (iv) It must have a constant probability distribution
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