Quiz 8 Chap 9

11/19/23, 12:49 PM Review Test Submission: Online Quiz 8 (Chapter 9) – ...
Hai Nhu Thai 163

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ECON3006 (Vietnam Session 3 2023) Economic and Financial Modelling

Assessment 3 (10%) - Online Quizzes Review Test Submission: Online Quiz 8 (Chapter 9)
Review Test Submission: Online Quiz 8 (Chapter 9)
User Hai Nhu Thai

Subject ECON3006 (Vietnam Session 3 2023) Economic and Financial Modelling
Test Online Quiz 8 (Chapter 9)
Started 19/11/23 4:40 PM
Submitted 19/11/23 4:49 PM
Due Date 20/11/23 3:59 AM
Status Completed
Attempt Score 10 out of 10 points
Time Elapsed 9 minutes out of 20 minutes
Results All Answers, Submitted Answers, Correct Answers, Incorrectly Answered
Displayed Questions
Question 1 1 out of 1 points
The square root of the quantity is called the _____ for
Selected Answer: heteroskedasticity-robust standard error
Answers: heteroskedasticity-robust t statistic
heteroskedasticity-robust standard error
heteroskedasticity-robust F statistic
heteroskedasticity-robust Wald statistic
Which of the following is true of heteroskedasticity?
https://vuws.westernsydney.edu.au/webapps/assessment/review/review.jsp?attempt_id=_31439329_1&course_id=_47714_1&content_id=_9641803_1&return_c… 1/5
Selected
Answer: The Ordinary Least Square estimators are not the best linear
unbiased estimators if heteroskedasticity is present.
Answers: Heteroskedasticty causes inconsistency in the Ordinary Least

Squares estimators.
Population R2 is affected by the presence of heteroskedasticty.
The Ordinary Least Square estimators are not the best linear
unbiased estimators if heteroskedasticity is present.
It is not possible to obtain F statistics that are robust to

heteroskedasticity of an unknown form.
The heteroskedasticity-robust _____ is also called the heteroskedastcity-robust

Wald statistic.
Selected Answer: F statistic
Answers: t statistic
F statistic
LM statistic
z statistic
Which of the following is a difference between the White test and the Breusch-
Pagan test?
Selected
Answer: The number of regressors used in the White test is larger than the
number of regressors used in the Breusch-Pagan test.
Answers: The White test is used for detecting heteroskedasticty in a linear

regression model while the Breusch-Pagan test is used for
detecting autocorrelation.
The White test is used for detecting autocorrelation in a linear

regression model while the Breusch-Pagan test is used for
detecting heteroskedasticity.
The number of regressors used in the White test is larger than the
number of regressors used in the Breusch-Pagan test.
The number of regressors used in the Breusch-Pagan test is larger

than the number of regressors used in the White test.
Weighted least squares estimation is used only when _____.
Selected the functional form of the error variances is known

Answer:
Answers: the dependent variable in a regression model is binary
the independent variables in a regression model are

correlated
the error term in a regression model has a constant variance
the functional form of the error variances is known
Which of the following is true?
Selected
Answer: The WLS method fails if i is negative or zero for any
observation.
Answers: If we can estimate hi for each i, it means that we can

proceed directly with WLS estimation.
The WLS method fails if i is negative or zero for any

observation.
The simplest way to deal with homoskedasticity in the

linear probability model is to continue to use OLS
estimation.
The probability p(x) depends on the error term.
Which of the following is true of the White test?
Selected
Answer: The White test assumes that the square of the error term in a
regression model is uncorrelated with all the independent
variables, their squares and cross products.
Answers: The White test is used to detect the presence of multicollinearity

in a linear regression model.
The White test cannot detect forms of heteroskedasticity that

invalidate the usual Ordinary Least Squares standard errors.
The White test can detect the presence of heteroskedasticty in a

linear regression model even if the functional form is
misspecified.
The White test assumes that the square of the error term in a
regression model is uncorrelated with all the independent
variables, their squares and cross products.
Which of the following tests helps in the detection of heteroskedasticity?
Selected Answer: The Breusch-Pagan test
Answers: The Breusch-Pagan test
The Breusch-Godfrey test
The Durbin-Watson test
The Chow test
What will you conclude about a regression model if the Breusch-Pagan test
results in a small p-value?
Selected Answer: The model contains heteroskedasticty.
Answers: The model contains homoskedasticty.
The model contains heteroskedasticty.
The model contains dummy variables.
The model omits some important explanatory factors.
A test for heteroskedasticty can be significant if _____.
Selected
Answer: the functional form of the regression model is misspecified
Answers: the Breusch-Pagan test results in a large p-value
the White test results in a large p-value
the functional form of the regression model is misspecified
the regression model includes too many independent

variables
Sunday, 19 November 2023 4:49:38 PM AEDT
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11/19/23, 12:49 PM Review Test Submission: Online Quiz 8 (Chapter 9) – ...

Hai Nhu Thai 163

ECON3006 (Vietnam Session 3 2023) Economic and Financial Modelling

Review Test Submission: Online Quiz 8 (Chapter 9)

User Hai Nhu Thai

Question 1 1 out of 1 points

Selected Answer: heteroskedasticity-robust standard error

Answers: heteroskedasticity-robust t statistic

heteroskedasticity-robust standard error

heteroskedasticity-robust Wald statistic

Question 2 1 out of 1 points

Which of the following is true of heteroskedasticity?

Answers: Heteroskedasticty causes inconsistency in the Ordinary Least

Population R2 is affected by the presence of heteroskedasticty.

It is not possible to obtain F statistics that are robust to

Question 3 1 out of 1 points

The heteroskedasticity-robust _____ is also called the heteroskedastcity-robust

Selected Answer: F statistic

Question 4 1 out of 1 points

Answers: The White test is used for detecting heteroskedasticty in a linear

The White test is used for detecting autocorrelation in a linear

The number of regressors used in the Breusch-Pagan test is larger

Question 5 1 out of 1 points

Weighted least squares estimation is used only when _____.

Selected the functional form of the error variances is known

Answers: the dependent variable in a regression model is binary

the independent variables in a regression model are

the error term in a regression model has a constant variance

the functional form of the error variances is known

Question 6 1 out of 1 points

Which of the following is true?​

Answers: If we can estimate hi for each i, it means that we can

The WLS method fails if i is negative or zero for any

The simplest way to deal with homoskedasticity in the

Question 7 1 out of 1 points

Which of the following is true of the White test?

Answers: The White test is used to detect the presence of multicollinearity

The White test cannot detect forms of heteroskedasticity that

The White test can detect the presence of heteroskedasticty in a

Question 8 1 out of 1 points

Which of the following tests helps in the detection of heteroskedasticity?

Selected Answer: The Breusch-Pagan test

Answers: The Breusch-Pagan test

The Breusch-Godfrey test

The Durbin-Watson test

The Chow test

Question 9 1 out of 1 points

Selected Answer: The model contains heteroskedasticty.

Answers: The model contains homoskedasticty.

The model contains heteroskedasticty.

The model contains dummy variables.

The model omits some important explanatory factors.

Question 10 1 out of 1 points

A test for heteroskedasticty can be significant if _____.​

Answers: the Breusch-Pagan test results in a large p-value

the White test results in a large p-value

the functional form of the regression model is misspecified

the regression model includes too many independent

Sunday, 19 November 2023 4:49:38 PM AEDT

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