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# Econometrics Synergy tests with answers

Uploaded:

**07.08.2019**

Content: 2.rar 33,44 kB

## Description

Rating excellent

The remainder in the i-th observation is the difference between the meanings ...

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variable Y in the ith observation and the predicted value of this variable obtained from the true regression line

explanatory variable in the ith observation and the predicted value of this variable

variable Y in the i-th observation and the predicted value of this variable obtained from the sample regression line

If the absolute value of the linear coefficient of correlation is close to zero, then ...

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in linear form, the relationship between the variables is weak

the connection between the variables is weak

the connection between the variables is strong

The model specifications will be understood ...

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finding the parameters of the equation

selection of factors affecting the result and the choice of the type of equation

statement of the problem and obtaining data to solve it

The rank of the identity of a large-sized armenia is…

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systems minus one

equations

the system

The null hypothesis when checking the coefficient of equation of regression on a static value is said that

...

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coefficient estimate is zero

coefficient value is zero

positive coefficient estimate

Estimates of the coefficients of a classic model obtained by using the least-priced method have ...

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only property of effectiveness

properties of immobility, consistency and effectiveness

only solvency property

Stationary ...

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there is a constant and a variable

happens high and low

can be considered narrowly and broadly

Homostaticity means ...

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lack of correlation between the random term and the explanatory variables of the regression model

lack of autocorrelation of a random member of the regression equation

constancy of variance of a random term in the regression equation

The availability of auto-tracking residuals can be found using statistics ...

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Fisher

Student´s

Darbin-watson

As a result of a compo- nent analysis of the time series, it cannot be obtained ... model

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structural

additive

steam regression

When building models, it is recommended that the number of samples exceeded the number of factors by no less than ...

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ten times

three times

twice

The two-step MNK is not applicable if the adjustment is ...

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identifiable

unidentifiable

overidentifiable

Effective assessment is an assessment, ...

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whose mathematical expectation is zero

the dispersion of which is zero

the variance of which is minimal in some class of unbiased estimates

About the presence of multicollearnost not see the fact that ... are close to one

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some pair correlation coefficients among explanatory factors modulo

multiple determination coefficients of some explanatory factors with the rest

pair correlation coefficients of the resulting attribute with each of the explanatory modulo

The component of the temporary range reflecting the influence of the constantly acting factors is…

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the trend

cyclic component

seasonal component

The coefficient for the indivisible variable in the linear linear equation of regression shows ...

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percent change in the dependent variable with a one percent change in the independent variable

change of result with change by one unit of an independent variable

average change in result with a change in factor of one unit

For the lack of autocompilation of residuals, it is characteristic ...

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constancy of the mathematical expectation of residues