Chow-test Model Quiz Questions with Answers PDF Download - 3

In chow test, the degree of freedom for unrestricted residual sum of square is set as

1. n1-n2+2k
2. n1-n2-2k
3. n1+n2-2k
4. n1+n2-k

F-distribution have general application that can be categorized into

1. 2 types
2. 3 types
3. 4 types
4. 5 types

At the second step of B-P test, the task to compute is

1. Estimation of OLS
2. Obtaining Residuals
3. Estimation of variance of residuals
4. Estimation of variance of explanatory

The variance of errors is the same across all levels of independent variables because of

1. Errors in measurements
2. Omitted measurement
3. Deviation in measurement
4. Both A and B

Incorrect data transformation is also the source of

1. Heteroscedasticity
2. Homoscedasticity
3. Multicollinearity
4. Biasness