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# Econometrics Tests with Synergy Answers

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**07.08.2019**

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## Description

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Synergy Test Answers

To describe the trend of a uniformly changing level, they use ... the model

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S-shaped

linear

exponential

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

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Student´s

Fisher

Darbin-watson

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

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overidentifiable

identifiable

unidentifiable

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

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

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

Under conditions of heteroactivity of residuals for evaluating the parameters of an economical model, use ...

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method of moments

generalized least squares method

maximum likelihood method

Non-identifiable system of economy related to exceeded ...

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the number of given coefficients over the number of structural

the number of structural coefficients over the number of reduced

the number of endogenous variables over the number of predefined variables

According to the number of explanatory factors of regression, they are…

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paired and multiple

simple and complex

double, triple, etc.

According to the characteristics of the connection between the variable regroupments, in general, I am sorry for two groups - ...

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positive and negative

equally accelerated and equally slow

uniformly increasing and uniformly decreasing

Multicollision is shown between ...

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sign and factor

factors

remnants

The multitude of factors - is ...

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linear relationship between several explanatory variables

lack of dependence between several studied variables

the presence of a linear relationship between two explained and explanatory variable

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

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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

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

The Fischer Criterion is used when checking ...

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statistical significance of the model as a whole

model factors independence

autocorrelation in the series of the actual error

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

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twice

three times

ten times

Stationary ...

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can be considered narrowly and broadly

happens high and low

there is a constant and a variable

Student´s tricks are used for ...

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checking the independence of the factors of the equation

checking the model for autocorrelation of residues

determining the statistical significance of each coefficient of the equation

The determination coefficient is proportional to ...

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variance of the dependent variable not explained by regression in the total variance of the dependent variable

scatter of a dependent variable not explained by regression

variance of the dependent variable, explained by regression in its total variance

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

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only solvency property

only property of effectiveness

properties of immobility, consistency and effectiveness

Parental Identity Identification Level - The product rank i