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For a stationary autoregressive process, shocks will
[ "Eventually die away", "Persist indefinitely", "Grow exponentially", "Never occur" ]
0A
{ "content": "Please negate the text by adding negation cues or by substituting the main nouns/verbs/adjectives with their antonyms. Only reply with the negated sentence.\nSentence: For a stationary autoregressive process, shocks will", "role": "user" }
Consider the following AR(1) model with the disturbances having zero mean and unit variance yt = 0.2 + 0.4 yt-1 + ut The (unconditional) mean of y will be given by
[ "0.2", "0.4", "0.5", "0.33" ]
3D
{ "content": "Please negate the text by adding negation cues or by substituting the main nouns/verbs/adjectives with their antonyms. Only reply with the negated sentence.\nSentence: Consider the following AR(1) model with the disturbances having zero mean and unit variance\n\nyt = 0.2 + 0.4 yt-1 + ut\n\nThe (unconditional) mean of y will be given by", "role": "user" }
Suppose that a test statistic has associated with it a p-value of 0.08. Which one of the following statements is true? (i) If the size of the test were exactly 8%, we would be indifferent between rejecting and not rejecting the null hypothesis (ii) The null would be rejected if a 10% size of test were used (iii) The null would not be rejected if a 1% size of test were used (iv) The null would be rejected if a 5% size of test were used.
[ "(ii) and (iv) only", "(i) and (iii) only", "(i), (ii), and (iii) only", "(i), (ii), (iii), and (iv)" ]
2C
{ "content": "Please negate the text by adding negation cues or by substituting the main nouns/verbs/adjectives with their antonyms. Only reply with the negated sentence.\nSentence: Suppose that a test statistic has associated with it a p-value of 0.08. Which one of the following statements is true?\n\n(i) If the size of the test were exactly 8%, we would be indifferent between rejecting and not rejecting the null hypothesis\n\n(ii) The null would be rejected if a 10% size of test were used\n\n(iii) The null would not be rejected if a 1% size of test were used\n\n(iv) The null would be rejected if a 5% size of test were used.", "role": "user" }
What would be then consequences for the OLS estimator if heteroscedasticity is present in a regression model but ignored?
[ "It will be biased", "It will be inconsistent", "It will be inefficient", "All of (a), (b) and (c) will be true." ]
2C
{ "content": "Please negate the text by adding negation cues or by substituting the main nouns/verbs/adjectives with their antonyms. Only reply with the negated sentence.\nSentence: What would be then consequences for the OLS estimator if heteroscedasticity is present in a regression model but ignored?", "role": "user" }
Suppose now that a researcher wishes to use information criteria to determine the optimal lag length for a VAR. 500 observations are available for the bi-variate VAR, and the values of the determinant of the variance-covariance matrix of residuals are 0.0336, 0.0169, 0.0084, and 0.0062 for 1, 2, 3, and 4 lags respectively. What is the optimal model order according to Akaike's information criterion?
[ "1 lag", "2 lags", "3 lags", "4 lags" ]
2C
{ "content": "Please negate the text by adding negation cues or by substituting the main nouns/verbs/adjectives with their antonyms. Only reply with the negated sentence.\nSentence: Suppose now that a researcher wishes to use information criteria to determine the optimal lag length for a VAR. 500 observations are available for the bi-variate VAR, and the values of the determinant of the variance-covariance matrix of residuals are 0.0336, 0.0169, 0.0084, and 0.0062 for 1, 2, 3, and 4 lags respectively. What is the optimal model order according to Akaike's information criterion?", "role": "user" }

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