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Econometrics || with 100% Error-free Answers.
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  • Econometrics |

If the data are missing at random, then the missing data do not cause any statistical problems. a. True b. False correct answers True A multiple regression model suffers from functional form misspecification when it does not properly account for the relationship between the dependent and...

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  • September 10, 2024
  • 11
  • 2024/2025
  • Exam (elaborations)
  • Questions & answers

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  • if the data are missing at random then the missin

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Econometrics || with 100% Error-free Answers.
If the data are missing at random, then the missing data do not cause any statistical problems.

a.
True

b.
False correct answers True

A multiple regression model suffers from functional form misspecification when it does not
properly account for the relationship between the dependent and the observed
explanatoryvariables.

a.
True

b.
False correct answers True

Consmptn= 0+ 1Inc + 2Consmptn-1+ u

where 'Consmptn' measures the monthly consumption expenditure of a household, 'Inc' measures
household income and 'Consmptn-1' is the consumption expenditure in the previous month.
Consmptn-1 is a _____ variable.

a.
exogenous
b.
binary variable
c.
lagged dependent
d.
proxy variable correct answers lagged dependent

In a static model, one or more explanatory variables affect the dependent variable with a lag.

a.
True

b.
False correct answers False

Dummy variables can be used to address the problem of seasonality in regression models.

a.

, True

b.
False correct answers True

Refer to the following model: yt = a0 + B0st + B1st-1 + B2st-2 + B3st-3 + ut

This is an example of a(n):

a.
infinite distributed lag model.

b.
finite distributed lag model of order
of 1

c.
finite distributed lag model of order 2.

d.
finite distributed lag model of order 3 correct answers finite distributed lag model of order 3

Which of the following is assumed in time series regression?

a.
There is no perfect collinearity between the explanatory variables.

b.
The explanatory variables are contemporaneously endogenous.

c.
The error terms are contemporaneously heteroskedastic.

d.
The explanatory variables cannot have temporal ordering. correct answers There is no perfect
collinearity between the explanatory variables.

The general form of the t statistic is correct answers

Which of the following is the reason why standard errors measured by OLS differ from standard
errors measured through Prais-Winsten transformation?

a.
OLS standard errors account for serial correlation, whereas Prais-Winsten estimations do not.

b.

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