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    D FINALS Econometrics-II MCQs

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    akmalik.pu.796
    Econometrics MCQs on SEM

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    D FINALS Econometrics-II MCQs

    Uploaded by

    akmalik.pu.796
    6 views6 pages
    Econometrics MCQs on SEM

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    D FINALS Econometrics-II MCQs

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    Econometrics MCQs on SEM

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    6 views6 pages

    D FINALS Econometrics-II MCQs

    Uploaded by

    akmalik.pu.796
    Econometrics MCQs on SEM

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 6

    1. In SEM, OLS is applied to the estimate The coefficient of.

     Structural equations.
     Linear equations.
     Reduced form equations.
     Simultaneous equations.
     None of these.
    2. The Nulll hypothesis of Granger causality test is.
     Xt granger causes yt
     Xt does not cause granger yt
     Xt is independent of yt
     Xt effects yt
     None
    3. In the context. Of simultaneous creation modeling. Which of the following statement is true
    concerning and endogenous variable?
     The values of endogenous variables are determined outside the system.
     There can be favored equations in the system than there are endogenous variables.
     Reduced form equations will not contain any endogenous variable on the RHS.
     Reduce form equations will contain only endogenous variables on the RHS.
     None.
    4. ARDL approach to cointegration can be applied if
     All variables are I(1)
     All independent variables have mixed order of integration.
     All variables are nonstationary.
     All of the above.
     nONE
    5. In contrast to the single equation model. In simultaneous equation model, there must be more
    than one.
     Exogenous variables.
     Endogenous variables.
     Parameters to be estimated.
     Equations to be estimated.
     None.

    6. There is no unique way of estimating parameters of SEM if model is.


     Under identified.
     Overidentified
     exactly identified.
     Exactly or overidentified.
     None.
    7. A model that refers to no passage of time is called.
     Continuous model.
     Cursive model
     static model.
     Dynamic model.

    8. The random walk model is an example of.


     Stationary model.
     Determinstic trend model.
     Stochastic trend model.
     No binomial model. None.

    9. In simultaneous equation model the endogenous are.


     Determined outside the model.
     Determined within the model.
     Non stochastic variables.
     Variable values are predetermined.
     None of these.

    10. A large P value implies.


     Insignificant of coefficient.
     A large t-statistics.
     A large mean of y.
     A large mean of X.
     None.
    11. The Possible reason of endogeneity are the following, except.
     Measurement error
     multicollinearity.
     Simultairaity.
     Omitted variables.
     none
    12. SEM is set to be exactly identified if.
     Unequal numerical values of structural parameters can be obtained.
     More than one numerical value Structural parameters can be obtained.
     Unique solution is not possible.
     Structural coefficients cannot be estimated.
     None.

    13. if value of adjustment coefficient(alpha) is positive then.


     yt should increase to reach the quote?
     yt should decrease to reach the Calibri.
     Equilibrium cannot be achieved.
     Only short run exists.
     None.

    Which of the following statement is true concerning vars?

     The coffee and estimates have intuitive theoretical and reputations.


     The coefficient estimates usually have the same sign for all the lags of a given variable in a given
    equation.
     Wars often produce better forecasts than simultaneous equation structural models.
     All of the assumptions of our must be nonstationary before it can be used for forecasting.
     None.

    In SEM model the number of equations to be estimated is.

     One more than the number of endogenous variable.


     Equal to the number of endogenous variables.
     Depend on underlying the economic theory.
     Equal to the number of endogenous and exogenous variables.
     None.

    Endogenity means.

     Independent variables are related to each other.


     Independent variables are related to error term.
     Independent variables are related to dependent variables.
     Variance of error term is not constant.
     None.

    If a series YT is set to be integrated of order 2. Which of the following statements is correct?

     It regards differencing twice to generate a stationary series.


     It contains exactly 2 unit roots.
     If the series is differential difference three times, the resulting series will be stationary.
     It is stationarynon stationary at level.
     None.

    In which of the following equations each endogenous variable is expressed as function of exogenous
    variables and error term?

     Structural equations.
     Linear equations.
     Reduced form equations.
     Simultaneous equations.
     None of these.

    When ADF test is applied to check the stationarity of residuals, the option selected is.
     Constant only.
     Trend only.
     Constant and trend.
     No constant notrend.
     All of the above selected.

    Air DL approach to cointegration can be applied if except.

     All variables areI(1).


     Dependent variable is I(0).
     All variables have mixed order of integration.
     All variables are nonstationary.
     None.

    SEM is said to be overidentified if.

     Unique numerical values of structural parameters can be obtained.


     More than one numerical values of structural parameters can be obtained.
     Unique solution is not possible.
     Structural coefficients cannot be estimated.
     None.

    Which of the following statements are true? Are you gression between nonstationary series of engines
    as per IAS relationship? 1. reggression between nonstationary series often giggles as spurious
    relationship. 2. If two time series are go integrated and both require one difference To become
    stationary, there is at least a linear combination between bothWhich requires two regular differences to
    become stationary. 2 In a spurious regression, parameters are often significant and the R-squared is
    typically very high.

     Statement one and three are true.


     Statement two and three are true.
     Statement One and two are true.
     All are true.
     None.

    And equilibrium of a model is where the system.

     Destabilize.
     Divert.
     Settle down.
     None.

    To estimate, number of unknown coefficients we must have.

     K+1 number of equations.


     K * K number of equations.
     K - 1 number of situations.
     K number of equations.
     None.

    For a simultaneously equation model with K unkowns and more than k Reduced form equations. The
    model is said to be.

     Exactly identified.
     Overidentified
     under identified.
     unidentified
     None of these.

    Any question can be identified in SEM.

     If the structural parameters can be obtained from reduced form parameters.


     If the reduced form parameters can be obtained from sTRUCTUall parameters.
     If underline economic theory is strong. If all variables appeared in all equations.
     None of the above.

    The indirect least square is applied to estimate the coefficients of.

     Structural equations.
     Linear equations.
     Reduced form equations.
     Simultaneous equations.
     None of these.

    For a simultaneously equation model with K unkowns and k Reduced form equations. The model is said
    to be.

     Exactly identified.
     Overidentified
     under identified.
     unidentified
     None of these.

    For an exactly identified equation. The order condition that should be fulfilled in that equation must be.

     Exclude one less the total number of endogenous variables in the model.
     Include one less the total number of endogenous variables in the model.
     Include only one of the endogenous variable in the model.
     Exclude two or more endogenous variables.
     None of these.
    In simultaneously creation, model the endogenous variable in one equation may appear as

     Regressend in one equation.


     Regressor in other equation.
     Parameter in one equation.
     Not appeares in other equation.
     None.

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