Problem Set #4 Multiple Choice
random walk process.
The model yt =yt- 1 +et,t=1,2,...representsa:
any collection of random variables in a sequence is taken and shifted ahead by h time periods, the mean of random variables remains unchanged over time.
A process is stationary if:
a larger t statistic
A smaller standard error means
the test is inconclusive
For a given significance level, if the calculated value of the Durbin Watson statistic lies between the lower critical value and the upper critical value, _____.
estimated OLS values are not BLUE
In the presence of serial correlation:
finite distributed lag model of order 3.
Refer to the following model yt= 0+ 0st+ 1st-1+ 2st-2+ 3st-3+ut This is an example of a(n):
X2 distribution.
The Breusch-Godfrey test statistic follows a:
time periods over which we observe the variables of interest.
The sample size for a time series data set is the number of:
changes in the error term cannot cause future changes in d.
Under the assumptions of time series regression, which of the following statements will be true of the following model: yt = 0 + 1dt + ut?
Durbin Watson test
Which of the following is a test for serial correlation in the error terms?