Econometrics Tests with Synergy Answers

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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

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