Econometrics.d

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  1. What are econometrics?
  2. Who is often regarded as the «father of econometrics»?
  3. In econometrics, what does OLS stand for?
  4. What is the primary goal of regression analysis in econometrics?
  5. What does the term «endogeneity» refer to in econometrics?
  6. What is a key assumption of the classical linear regression model?
  7. What does the Durbin-Watson statistic test for in econometrics?
  8. What is the purpose of instrumental variables in econometrics?
  9. In time-series econometrics, what is a lag?
  10. What does the term «ceteris paribus» mean in the context of econometrics?
  11. What is the main objective of regression analysis?
  12. In a simple linear regression, how many variables are involved?
  13. What is the term for the predicted values obtained from a regression model?
  14. What is the purpose of the coefficient of determination (R-squared) in regression analysis?
  15. What does the slope coefficient (beta) represent in a linear regression equation?
  16. What is the term for the difference between the observed and predicted values in regression?
  17. In multiple regression, what is a variance inflation factor (VIF) used for?
  18. What is a heteroscedasticity test used for in regression analysis?
  19. What assumption in regression analysis states that there is no perfect correlation between independent variables?
  20. Which type of regression analysis is used when the dependent variable is binary?
  21. What is a key assumption for large sample methods in hypothesis testing?
  22. In hypothesis testing, what is the p-value?
  23. What is the null hypothesis in hypothesis testing?
  24. In large sample methods, what distribution is often used for hypothesis testing?
  25. What is the critical region in hypothesis testing?
  26. What is Type I error in hypothesis testing?
  27. What is the power of a statistical test?
  28. What does the term «statistically significant» mean in hypothesis testing?
  29. What is a critical value in hypothesis testing?
  30. What is the purpose of the Z-test in large sample hypothesis testing?
  31. What is the defining characteristic of a simultaneous equation model?
  32. In a simultaneous equation model, what is endogeneity?
  33. What is the identification problem in simultaneous equation models?
  34. What is the difference between structural equations and reduced-form equations in a simultaneous equation model?
  35. What is the primary purpose of instrumental variables in simultaneous equation models?
  36. What is meant by the term «exogeneity» in the context of simultaneous equation models?
  37. In a recursive system of equations, how are the equations ordered?
  38. What is the concept of over-identification in the context of simultaneous equation models?
  39. What is the primary challenge in estimating parameters in a simultaneous equation model?
  40. What type of estimation method is commonly used in simultaneous equation models?
  41. What is a time series?
  42. In time series analysis, what is autocorrelation?
  43. What is the purpose of differencing in time series analysis?
  44. What does stationarity mean in the context of time series?
  45. What is a moving average in time series analysis?
  46. What is a seasonal component in a time series?
  47. What is a unit root in time series analysis?
  48. What is the purpose of the Autoregressive Integrated Moving Average (ARIMA) model in time series analysis?
  49. In time series analysis, what is a lag?
  50. What is the Box-Jenkins methodology used for in time series analysis?
  51. What is panel data?
  52. What is the advantage of panel data over cross-sectional or time series data alone?
  53. In a panel data model, what does the term «fixed effects» refer to?
  54. What is the key assumption in the fixed effects model for panel data?
  55. What is the primary advantage of the random effects model in panel data analysis?
  56. What is the Difference-in-Differences (DiD) method used for?
  57. In the DiD method, what is the «treatment» group?
  58. What is the parallel trends assumption in the DiD method?
  59. What is the main limitation of the DiD method?
  60. How does the DiD method help control for selection bias?
  61. What is a key characteristic of nonparametric methods?
  62. In nonparametric statistics, what is the Mann-Whitney U test used for?
  63. What is the purpose of the Wilcoxon signed-rank test in nonparametric statistics?
  64. What does the Kruskal-Wallis test assess in nonparametric statistics?
  65. What is the primary advantage of the Spearman rank correlation coefficient?
  66. In nonparametric regression, what does the LOESS (Locally Weighted Scatterplot Smoothing) method do?
  67. What is the Wilcoxon rank-sum test commonly used for in nonparametric statistics?
  68. What is the primary purpose of the Friedman test in nonparametric statistics?
  69. What is the bootstrap method in nonparametric statistics?
  70. When is the Kruskal-Wallis test preferred over the one-way ANOVA in nonparametric statistics?
  71. What is a key characteristic of nonlinear methods in statistics?
  72. What is a common application of the logistic regression model?
  73. In nonlinear regression, what does the term «heteroscedasticity» refer to?
  74. What is a limitation of polynomial regression?
  75. What is a spline in the context of nonlinear regression?
  76. What is the primary purpose of the kernel density estimation (KDE) method?
  77. What is the advantage of the support vector machine (SVM) algorithm?
  78. In time series analysis, what is a common nonlinear forecasting method?
  79. What is chaos theory in the context of nonlinear methods?
  80. What is the Monte Carlo simulation method used for in statistical analysis?