Chow-test Model Quiz PDF: Questions and Answers - 3

MCQ 11: 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

MCQ 12: F-distribution have general application that can be categorized into

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

MCQ 13: 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

MCQ 14: 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

MCQ 15: Incorrect data transformation is also the source of

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