Econometrics.Test Synergy 2021

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Passed with 97 points in 2021. 29 out of 30 questions are correct. A screenshot with a mark is attached to the work. Answers are highlighted in color After purchase, you will receive a file with answers to the questions listed below: 1. The Student's test is used to ... check the independence of the factors of the equation, determine the statistical significance of each coefficient of the equation, check the model for autocorrelation of the residuals 2. Null hypothesis when testing the coefficient of the regression equation for statistical significance states that ... the value of the coefficient is zero the estimate of the coefficient is positive the estimate of the coefficient is zero 3. Fisher's test is used to test ... the statistical significance of the model as a whole for autocorrelation in the series of the actual error of independence of the factors of the model 4. White noise is ... a first-order autoregressive model property of the coefficients regression model, a time series model with independent identically distributed observations 5. Using the coefficient of determination, you can estimate ... the level of autocorrelation of errors, the significance of regression coefficients, the quality of the regression equation as a whole 6. When constructing regression models, it is recommended that the sample size exceed the number of factors by at least ... ten times two times three times 7. The absence of autocorrelation of residuals is characterized by... inconstancy of the dispersion of residuals the absence of dependence between the residuals of current and previous observations the constancy of the mathematical expectation of the residuals 8. The presence of autocorrelation of residuals can be detected using statistics... Durbin-Watson Fisher Student 9. Stationarity... it can be high and it can be low, it can be constant and the variable can be considered in a narrow and broad sense 10. To check the significance of individual multiple regression coefficients, use ... the normal distribution law, the Fisher distribution, the Student distribution 11. If the absolute value of the linear correlation coefficient is close to zero, then ... in linear form connection between variables weak connection between variables weak connection between variables strong 12. To test an econometric model for homoscedasticity, the test ... Glaser Durbin-Watson Goldfeld-Quandt is not used 13. Indirect OLS is used if the equation ... not identifiably precisely identifiable overidentifiable 14. Biased estimate of the desired parameter has the following property: ... its variance is minimal its variance is zero its mathematical expectation is not equal to it 15. Ordinal condition for the identifiability of a structural equation: the number of predetermined variables excluded from the equation must be no less than the number of included ... endogenous variables plus one endogenous variables endogenous variables minus one 16. the nature of the relationship between the variables X and Y means that ... the growth of X does not affect the change in Y, with an increase in X there is a decrease in Y, with an increase in X there is an increase in Y 17. When estimating the parameters of a system of simultaneous equations, it is inappropriate to use ... the least squares two-step indirect classical method 18. The presence of multicollinearity is not evidenced by the fact that... the coefficients of multiple determination of some explanatory factors with the rest are close to one; the pairwise correlation coefficients of the resulting attribute with each of the explanatory factors are close to one; some pair correlation coefficients among the explanatory factors are modulo 19. The remainder in the i-th observation is this is the difference between the value ... of the explanatory variable in the i-th 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 true regression line of the variable Y in the i-th observation and the predicted value of this variable obtained from sample regression line 20. An effective estimate is an estimate... whose variance is equal to zero, whose variance is minimal in a certain class of unbiased estimates whose mathematical expectation is equal to

21. Multicollinearity manifests itself between... a sign and a factor, factors and residuals 22. As a result of a component analysis of a time series, it is not possible to obtain... a multiplicative multiple regression reduced model 23. The component of a time series, reflecting the influence of periodically acting factors, is... a seasonal component a random component a trend 24 Correlation is ... an indicator characterizing the closeness of a linear stochastic relationship between variables the phenomenon of a linear stochastic relationship between variables an indicator that allows one to establish the fact of the presence of a linear stochastic relationship between variables 25. The coefficient of determination characterizes the proportion ... of the variance of the dependent variable explained by regression in its total variance variance of the dependent variable variable not explained by regression in the total variance of the dependent variable variance of the dependent variable not explained by regression 26. It is incorrect to state, with respect to the ordinary least squares (OLS) method of estimating a linear regression model, that OLS ... minimizes the sum of the absolute values of the residuals minimizes the sum of the squares of the residuals maximizes the sum of the squares of the residuals 27. The significance of a multiple linear regression equation is checked by ... X^2-test F-test t-test 28. To reflect the influence on the structure of the model of qualitative variables, if they are observable, use ... variables fake fake dummy 29. Incorrect from the point of view of economic theory , the sign of the coefficient of a linear regression equation may indicate ... the autocorrelation of the residuals the multicollinearity of the factors the heteroscedasticity of the residuals 30. Homoscedasticity means ... the absence of autocorrelation of the random term of the regression equation the absence of a correlation between the random term and the explanatory variables of the regression model the constancy of the variance of the random term of the regression equation

Conometrics is a branch of economic science that studies mathematical methods for analyzing economic phenomena and processes. The 2021 Synergy Test contains 20 questions that test knowledge on topics such as regression analysis, statistical methods, hypothesis testing, economic process modeling, time series analysis and many others. All answers to the test questions are contained in the file that the buyer receives after purchasing the product. This allows you to use this product to prepare for exams, knowledge testing, or for self-education in the field of econometrics.

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Conometrics is a science that studies economic phenomena and processes using mathematical and statistical methods. The Synergy Test 2021 is a test designed to test knowledge in the field of econometrics. It contains questions on topics such as regression analysis, correlation, time series and other econometric techniques. The Synergy Test 2021 can be useful for students studying economics or econometrics, as well as for professionals in this field who want to test their knowledge and learn new things.

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