Quiz  de Econometría. Elaborado por el profesor Julio César Alonso Cifuentes, de la Facultad de Ciencias Administrativas y Económicas – Universidad Icesi. Contiene preguntas y respuestas

Alonso Cifuentes, Julio César

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Universidad Icesi   Departamento de Economía  Econometría  jcalonso@icesi.edu.co  Sem01-2008 1Quiz # 8 Chapter 11 Suggested Answers  Name_____________________________   • Choose the MOST CORRECT answer • You have 5 minutes to solve out this quiz  1. Heteroskedasticity refers to: a. Disturbances with dissimilar variance b. Coefficients with dissimilar variance c. Independent variables with dissimilar variance. d. All of the above.  2. In presence of heteroskedasticity, the OLS estimators: a. Remain consistent b. Remain BLUE c. Remain efficient d. All of the above. e. None of the above.  3. In presence of heteroskedasticity, the OLS estimators: a. Are unbiased b. Are biased c. Don´t have interpretation  d. B and C.  4. If 2 2var( )i iXε σ= , the correction by FGLS will be done by multiplying the entire equation by: a. 1iX b. iX  c. 21iX d. 2iX  e. None of the above.  5. T-tests and F-tests based on OLS estimators in presence of heteroskedasticity. a. Can´t be used because the matrix of variances and covariances is biased. b. Could be used with any problem c. Can´t be used because the coefficients are biased. d. Have to be used being careful e. None of the above.   

Quiz # 8 Chapter 11 Suggested Answers

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Quiz # 8 Chapter 11 Suggested Answers

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