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Thí sinh đọc kỹ đề trước khi làm bài.
Tổng số câu hỏi: 20
<p><strong> Câu 1:</strong></p> <p>The numerical score assigned to the credit rating of a bond is best described as what type of number?</p>
<p><strong> Câu 2:</strong></p> <p>Suppose that we wanted to sum the 2007 returns on ten shares to calculate the return on a portfolio over that year. What method of calculating the individual stock returns would enable us to do this?</p>
<p><strong> Câu 3:</strong></p> <p>What result is proved by the Gauss-Markov theorem?</p>
<p><strong> Câu 4:</strong></p> <p>The type I error associated with testing a hypothesis is equal to:</p>
<p><strong> Câu 5:</strong></p> <p>Which of the following is a correct interpretation of a “95% confidence interval” for a regression parameter?</p>
<p><strong> Câu 6:</strong></p> <p>Which of the following statements is correct concerning the conditions required for OLS to be a usable estimation technique?</p>
<p><strong> Câu 7:</strong></p> <p>Which of the following is NOT a good reason for including a disturbance term in a regression equation?</p>
<p><strong> Câu 8:</strong></p> <p>Which of the following is NOT correct with regard to the p-value attached to a test statistic?</p>
<p><strong> Câu 9:</strong></p> <p>Which one of the following is NOT an assumption of the classical linear regression model?</p>
<p><strong> Câu 10:</strong></p> <p>Which of the following is the most accurate definition of the term “the OLS estimator”?</p>
<p><strong> Câu 11:</strong></p> <p>Two researchers have identical models, data, coefficients and standard error estimates. They test the same hypothesis using a two-sided alternative, but researcher 1 uses a 5% size of test while researcher 2 uses a 10% test. Which one of the following statements is correct?</p>
<p><strong> Câu 12:</strong></p> <p>Consider an increase in the size of the test used to examine a hypothesis from 5% to 10%. Which one of the following would be an implication?</p>
<p><strong> Câu 13:</strong></p> <p>What is the relationship, if any, between the normal and t-distributions?</p>
<p><strong> Câu 14:</strong></p> <p>Consider a standard normally distributed variable, a t-distributed variable with d degrees of freedom, and an F-distributed variable with (1, d) degrees of freedom. Which of the following statements is FALSE?</p>
<p><strong> Câu 15:</strong></p> <p>Which of the following is the correct value for?</p>
<p><strong> Câu 16:</strong></p> <p>What is the relationship, if any, between t-distributed and F-distributed random variables?</p>
<p><strong> Câu 17:</strong></p> <p>Which of the following would NOT be a potential remedy for the problem of multicollinearity between regressors?</p>
<p><strong> Câu 18:</strong></p> <p>The value of the Durbin Watson test statistic in a regression with 4 regressors (including the constant term) estimated on 100 observations is 3.6. What might we suggest from this?&nbsp;</p>
<p><strong> Câu 19:</strong></p> <p>&nbsp;Which of the following is NOT a good reason for including lagged variables in a regression?</p>
<p><strong> Câu 20:</strong></p> <p>Which of the following would you expect to be a problem associated with adding lagged values of the dependent variable into a regression equation?</p>