Phillips & perron using the?

Nonparametric satistical method

∆ yt = B1 + B2 t + drift yt-1 + ut?

Yt is a RWWD around a stochastic trend

Sabtract the mean of Yt form Yt

Staionarity is many useful?

Aanlytical tools and satistical test

Stationary main features?

Time invariant and mean reversion

studbud

Applied econometrics

30 termsStudBud Administration33 plays

Maths

Flashcards30 cardsFPractice quizPHost liveL

Questions 30

Answers

1
Continues variable is denoted by?
Y tt
Y (t)
Y (tt)
Y t
2
Phillips & perron using the?
Nonparametric satistical method
Cumulative statistical method
A and B
Parametric statistical method
3
Error connection mechanism value decided by the?
Tau
Beeta
Alpha
Gaama
4
Nonstaionary is a main features?
Not auto variance
RWM
Time variance
CNLRM
5
Logit model main features
As p goes from 0 to 2
As p goes from 0 to 1
The probabilities lie between 0 and 1
A & B
6
How do we identify the Nonsationary?
White noise
Purely random or white noise
Purely random
Not purely ramdom
7
The probability for underlying logit model is
Logistics distribution
F distribution
Normal distribution
Chi squre distribution
8
Random walk without drift is
No constant and no intercept
Constant
No intercept
Varinace and constant
9
Randomwalk said to be?
Infinite memory
Countioues memory
Finite memory
Discret memory
10
Agumented dickey- fuller test this test is conducted by?
Legged value
Dependenden variable
Augmenting
Consists variable
11
Q and LB statistics follow the?
T - distribution
Chi-square distribution
Normal distribution
F- distribution
12
∆ yt = B1 + B2 t + drift yt-1 + ut?
Yt is a RWWD around a derminstic trend
Yt is random walk
Yt is RWOD around a stochastic trend
Yt is a RWWD around a stochastic trend
13
Tobit model is developed by?
Non of the above
James Tobin
Lawrence tobin
Thomas tobin
14
How do we check the Power of test?
Sample size n, span is small
Sample size N, span is large
Sample size n,span is large
Sample size N,span is small
15
Q statistics who is developed by?
James tobin
Dickey fuller
Ljung box
Box and pierce
16
Second order stationary is also called?
Auto covariance
Weak stationary
Analytical tools
Satistical stationary
17
Logit model types?
A & d
Data at the individual
Non of the above
Grouped or replicated data
18
Why do we check for stationarity?
Second order analysis
Statistics analysis
Co variance analysis
Time series analysis
19
Pk is denoted by?
Unitless
Unitless or pure number
Non of the above
Pure number
20
Yt= B1+B2+Ut this equation is called ?
Deterministic trend process
Non of the above
Treand stationary process
Stochastic trend process
21
Time serious is a
1 time period
3 time period
5 time period
2 time period
22
In an LPM
The error are homoscedastic
The errors are Heteroscedastic
The errors are normally distributed
The errors are all equal to zero
23
Which one Slope parameter ?
B1 cointegrating parameter
Non of the above
B1 and B2 cointegrating parameter
B2 cointegrating parameter
24
ISP is also called
Integrated of order o
Integrated of order 2
Integrated of order 1& 0
Integrated of order 1
25
How do u Detrending?
Sabtract the mean of Yt form Yt
Non of the above
(A&B)
Subtract the variances Yt from yt
26
The probit model although sometimes it is also known as the?
Cumulative logistics function
Logit model
Normit model
Tobit model
27
Staionarity is many useful?
Independent variable
Aanlytical tools and satistical test
RWM
Continues variable test
28
Weakly stationary is also called?
Hetrosacatisity
Mean and covariance stationary
Multicolinarity
Auto coralation
29
Stationary main features?
Time invariant and mean reversion
Mean reversion
Time invariant
Second order stationary
30
Procedure of remanig the trend is called by
Determinstic trend
Detrending
A and c
Trend Stationary

Applied econometrics Flashcards | StudBud