爱考云 - 搜题找答案神器_海量试题解析在线查

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 [...]

题目 Assume the shock (aka, innovation), ε(t), in a time series is approximated by Gaussian white noise. The lagged (yesterday's) realization was 0.0160 and the lagged shock was -0.280;i.e., [...]

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 Regarding Q-statistics, the Box-Pierce and Ljung-Box Q-statistics: 选项 A.Produce different results. B.Are more accurate for smaller datasets. C.Essentially yield the same result. D.Both use [...]

题目 Assume the value of the independent variable is zero, then the expected value of the dependent variable would be equal to which of the following? 选项 A.Slope coefficient B.Intercept [...]