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1. Mi quan h gi phn phi t v F nu c l g?
a. Phn phi t vi z bc t do l F(1,z)
b. Bnh phng ca phn phi t vi z bc t do l F (1,z)
c. Khng c mi lin h no gia 2 phn phi
2. Xt hm hi quy tuyn tnh n gin ( c 1X v 1Y). Cc nhn xt no ng cho c lng
ca se ca h s ca X
a. T l dng vi cn bc hai ca ei^2
b. T l dng vi (Xi X trung bnh)
c. T l dng vi Xi
d. T l dng vi s quan st
a. Ch (i) ng
b. Ch (i) v (iv) ng
c. Ch (i), (ii) v (iv) ng
d. C (i), (ii), (iii) v (iv) ng
3. Kt qu no di y c chng minh bi tuyt Gauss-Markov?
a. OLS a ra c lng h s khng chch
b. OLS a ra c lng var ca h s l nh nht
c. OLS ch a ra c lng var ca h s l nh nht khi cc c lng l tuyn tnh v
khng chch
d. OLS m bo rng errors (phn d) l phn phi chun

4. Cc khng nh no sau y SAI i vi vic dng p-value vo kim nh
a. P-values ch c s dng di vi kim nh 2 pha
b. P-value l mc ngha chnh xc ca test
c. P-value l mc ngha cn bin ni m chng ta s phn vn gia bc b v
khng bc b gi thit Ho (null hypothesis)
d. Nu bit c p-value, ta c th suy din thng k m khng cn tra cc bng thng k
(statistical tables)
5. Mi quan h nu c gia phn phi chun v phn phi t (student)
a. Phn phi t vi 0 bc t do l phn phi chun
b. Phn phi t vi 1 bc t do l phn phi chun
c. PHn phi t vi v tn (infinite) bc t do l phn phi chun
d. Khng c mi quan h no gia 2 phn phi
6. Hai nh nghin cu c cng m hnh, d liu, h s v se ca cc h s l xc nh. H kim
tra cng 1 gi thit vi kim nh 2 pha. Nhng nh nghin cu 1 s dng mc ngha 5%
trong khi nh nghin cu 2 s dng mc ngha 10%. Khng nh no sau y l NG?
a. Nh nghin cu 2 s dng gi tr quan st ca t cao hn
b. Nh nghin cu 2 c xc sut ca sai lm loi I cao hn
c. Nh nghin cu 1 c kh nng bc b gi thit H0 (null hypothesis) cao hn
d. C 2 nh nghin cu s lun lun c cng kt lun
P.S. sai lm loi I l bc b H0
7. Cc iu kin no sau y cn phi c test Durbin Watson c ngha?
(i) Hm hi quy phi c h s chn
(ii)Cc bin hi quy c lp khng c ly ngu nhin
(iii)Khng c bin ph thuc tr trong m hnh
(iv)Khng c bin c lp tr trong m hnh
(a) Ch (i) (ii) (iii)
(b)Ch (i) v (ii)
(c)Tt c
(d)Ch (i) (ii) v (iv)
8. Hu qu ca phng sai sai s thay i?
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a. Cc c lng h s chch
b. Se cc h s gc s rt nh
c. Cc suy din thng k (kim nh v khong tin cy) c th khng chnh xc

1. Ch (i)
2. Ch (ii) v (iii)
3. Tt c
4. Ch (i) v (ii)
9. Trong m hnh hi quy log(qi) = 2.25 0.7 log (pi) + 0.02yi vi p l gi v q l lng cu
ca 1 hng ha no , y l thu nhp sn c. ngha h s s 0.7 l g?
a. Nu gi tng 1% th lng cu s thp hn 0.007% v mt trung bnh trong khi cc
bin khc gi nguyn
b. Nu gi tng 1% th lng cu s thp hn 70% v mt trung bnh trong khi cc bin
khc gi nguyn
c. Nu gi tng 1% th lng cu s thp hn 0.7 % v mt trung bnh trong khi cc bin
khc gi nguyn
d. C a b c u sai
Dng cho cu 10-12
M hnh c c lng s dng 142 quan st
Y = -12.3 + 0.32 X1 + 0.043 X2 0.005 X3 + 0.0035 X4
Se (6.89) (0.15) (0.078) (0.0047) (0.0022)
p-val 0.07644 0.03468 0.58234 0.28928 0.11292
R^2 = 0.0395
10. Chng ta c th ni g v h s ca X4? (xt vi kim nh 1 pha)
a. X4 tng 1 n v th Y tng trung bnh 0.0035 trong khi cc X khc gi nguyn. Nhng
iu ny khng c ngha thng k ti mc ngha 5%
b. X4 tng 1 n v th Y gim trung bnh 0.0035 trong khi cc X khc gi nguyn. V
iu ny c ngha thng k ti mc ngha 5%
c. X4 tng 1 n v th Y tng trung bnh 0.0035 v iu ny c ngha thng k ti mc
ngha 1%
d. H s X4 c ngha thng k mc ngha 5% nhng khng c ngha thng k
mc ngha 1%
11. M hnh gi c c lng khng bao gm bin X1 v X2. Khi nhn c R^2=0.0387.
Gi tr ca F-statistic cho kim nh gi thit H0 beta1=beta2=0
a. 32.821
b. 0.0570
c. 0.0808
d. Cha th tnh c, cn thu thp nhiu thng tin hn :v
12. Chng ta c th ni g v h s ca X1 (xt kim nh 1 pha)
a. N c ngha thng k mc ngha 5% v c 1%
b. N c ngha thng k mc ngha 1%
c. N c ngha thng k mc ngha 1% nhng khng 5%
d. N c ngha thng k mc ngha 5% nhng khng 1%
13. Kim nh b bin (nhiu bin cng mt lc-hay nhiu rng buc bng 0 cng mt lc);
kh nng bc b gi thuyt H
0
(cc h s =0 cng lc) tng ln nu:
(a) Tng bnh phng ca phn d (RSS) trong m hnh c rng buc (Restricted model)
ln hn nhiu so vi RSS ca m hnh khng c rng buc (unrestricted model)
(b) Tng bnh phng ca phn d (RSS) trong m hnh c rng buc (Restricted model) nh
hn nhiu so vi RSS ca m hnh khng c rng buc (unrestricted model)
(c) Tng bin ng ca bin ph thuc, TSS, l ln
(d) Cc tham s chn c ngha thng k
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(e) a) v d)
(f) c) v d)

14. Kim nh cho li normality ca phn d, thu c Chi-square(2)=31.03 vi p-value=0.0000,
kt lun:
a. Error phn phi chun
b. Error khng phn phi chun
c. Cha kt lun c

15. Cch no sau y khng c dng cha bnh a cng tuyn
a. B 1 bin gii thch
b. Bin i d liu thnh logarith
c. Bin i 2 bin gii thch thnh 1 t s
d. Thu thp thm s liu cho tt c cc bin

16. S dng test Durbin watson cho m hnh c h s chn v gm 3 bin X vi 100 quan st
c d=3.6. Kt lun no sau y ng?
a. C t tng quan dng
b. C t tng quan m
c. Khng c t tng quan
d. Cha th kt lun
17. L do no sau y khng phi l l do tt khi s dng bin tr cho hi quy?
a. Phn ng chm ca bin ph thuc i vi s thay i ca bin c lp
b. Phn ng thi qu ca bin ph thuc
c. Bin ph thuc l trung bnh trt trung tm ca 4 gi tr qu kh
d. Phn d ca m hnh khng phn phi chun
18. u l li gii di hn cho m hnh kinh t lng ng sau: yt=b1 +b2X2t +b3X3t + ut
a. Y=b1 + b2X2 + b3X3
b. Yt=b1 + b2X2t + b3X3t
c. Y= -(b2/b1) X2 (b3/b1) X3
d. Khng c li gii di hn no cho phng trnh
19. Khi thm bin ph thuc tr vo m hnh th vn no s xy ra?
a. Gi thit rng cc bin c lp khng ngu nhin b mu thun
b. M hnh vi nhiu bin tr c th dn n phn d khng phn b chun
c. Thm bin tr c th gy ra a cng tuyn vi cc bin hin ti
d. se ca cc h s s sai do thm nhiu bin gii thch
20. Hu qu c th xy ra cho c lng OLS nu c t tng quan?
a. Khng chch
b. Khng c nh
c. Khng hiu qu
d. C a,b,c u ng
21. Hu qu ca phng sai sai s thay i?
a. c lng ca cc h s c th sai
b. Cc test c th cho kt lun sai
c. Cc d on t m hnh c th chch
d. (Se) c th khng ph hp
a. (ii) v (iv)
b. (i) v (iii)
c. (i) (ii) (iii)
d. Tt c
22. Nu xy ra t tng quan m, gi tr no sau y s ph hp vi d ca Durbin watson?
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(a) gn 0
(b) gn 1
(c ) gn 2
(d) gn 4
23. Nu xy ra t tng quan i vi m hnh c bin ph thuc tr, iu g c th xy ra?
(a) c lng h s chch v khng i (consistent)
(b) c lng h s chch v i (inconsistent)
(c ) c lng h s khng chch nhng thay i
(d) c lng h s khng chch, khng i v khng hiu qu
24. u khng phi du hiu ca a cng tuyn?
(a) R^2 ln
(b) Khi 1 bin no b xa th cc kt qu hi quy s thay i ln
(c ) Khong tin cy cc c lng h s hp
(d)Cc c lng h s khng c ngha
25. Nu m hnh c cc bin khng thch hp, cc c lng h s s
(a) khng i, khng chch nhng khng hiu qu
(b) khng i nhng chch
(c ) thay i
(d) khng i, khng chch v hiu qu
26. Cho m hnh hi quy sau vi 64 quan st:
Yt=b1 + b2X2t + b3X3t + b4X4t + ut
Gi thit H0 no di y c th s dng c F-test>
(i) b2=0
(ii) b2=1 V b3+b4=1
(iii) b3.b4=1
(iv) b2-b3-b4 = 1
(a) (i) v (ii)
(b) (ii) v (iv)
(c ) I, ii, iii, iv
(d) I, ii, iv
27. nh ngha no sau y ph hp vi R^2 nht ?
(a) l t l ca tng bin ng ca y c gii thch bi m hnh
(b) l t l ca tng s bin ng ca y so vi gi tr trung bnh ca n m c gii thch bi
m hnh
(c ) l s tng quan gia cc gi tr d on ca Y v phn d
(d) l s tng quan gia cc gi tr d on ca Y v trung bnh

28. Khi m R^2 = 1 th khng nh no sau y ng?
(i) Tt c cc im d liu nm trn 1 ng thng
(ii) Tt c phn d bng 0
(iii) Tt c bin ng ca y xung quanh gi tr trung bnh c gii thch bi m hnh
(iv) ng d on (Fitted line) nm ngang i vi tt c bin gii thch

(a) (ii) v (iv)
(b) (i) v (iii)
(c ) (I) ( ii) v iii
(d) tt c

29. Xt 2 m hnh sau c bin tr
Yt = b1+ b2 X2t + b3 Y(t-1) + ut
Mt = a1+ a2 X2t + a3 Y(t-1) + ut
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Cc khng nh no sau y ng?
(i) RSS 2 m hnh bng nhau
(ii) R^2 bng nhau cho c 2 m hnh
(iii) R^2 hiu chnh khc nhau cho 2 m hnh
(iv) F-test s ging nhau cho c 2 m hnh

(a) (ii) v (iv)
(b) (i) v (iii)
(i), (ii), (iii)
(d) Tt c

30. iu no sau y c th coi l bt li khi s dng R^2 hiu chnh?
(i) R^2 hiu chnh lun tng ln khi thm bin
(ii) R^2 hiu chnh thng dn n nhiu bin c ngha v nhiu bin khng c ngha cho
nhng m hnh nhiu bin
(iii) R^2 hiu chnh khng th c so snh cho nhng m hnh vi nhng bin gii thch khc
nhau
(iv) R^2 hiu chnh khng th c so snh cho nhng m hnh vi bin c gii thch khc nhau

(a) (ii) v (iv)
(b) (i) v (iii)
(c ) (i), (ii), (iii)
(d) tt c



31. Cho 3 m hnh hi quy c R^2 ln lt l 0.65, 0.78 v 0.91. M hnh no tt nht?
(R^2 ln nht th tt nht)
32. Vi bin gi D=0 l female, D=1 l male, X l s nm kinh nghim v Y l s tin thu c
(income)
Yt = 856 + 108X + 549D + 26XD
Se 3.7 3.3 3.5 2.5
a) So snh average income ca female vi average imcome ca
male
b) Cho mi nm kinh nghim, so snh gi tr gi tr bin ca
income ca n v income ca nam
33. S dng White test c 3 bin X. Hi hm hi quy c th c bao nhiu tham s?
(a) 5 (b)11 (c) 10 (d) none
34. Y= b0 + b1 X1 + b2 X2 + b3X3 + u, cov (X1,X2)>0, b2 <0
chch ca b1 khi b X2?
(a) Chch xung (b) chch ln (c) gi nguyn
35. M hnh no l m hnh hi quy tuyn tnh:
a.
u X Y i i i


2 1
b.
u X Y i i i

2
1
1

c.
u X Y i i i
Ln Ln

2 1
) (
d.
u X Y i i i


2
2 1

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36. Kim nh Durbin Waston c d=0.039. M hnh c kt lun g?
A. Phng sai sai s thay i
B. T tng quan dng
c. T tng quan m
D. Cc phng n trn u sai

(do d gn bng 0 nn c th ko cn tnh dL v du cng c th d on c )

37. M hnh no sau y l PRF
A.
B.
C.

38. S dng t-test cho kim nh 2 pha vi mc ngha = 0.05, trong mc ngha bn tri
l 1= 0.03 v bn phi l 2=0.02. So snh |t1| v |t2|
A. |t1| > |t2|
B. |t1| < |t2|
C. |t1| = |t2|
D. Khng kt lun c

( nh mo: kim nh s dng p-value bc b H0 khi p< i vi 2 pha, cn t th khi t quan st
ln hn t ti hn th bc b H0 => chiu ngc du => do 0.03 > 0.02 nn |t1| < |t2| )

39. ngha ca h s xc nh bi no sau y ng?
40. ngha ca h s xc nh hiu chnh no sau y ng?

41. M hnh no sau y l th ca chui dng?
42. Cho yt = 0.2 0.6 y(t-1) +1.2 y (t-2) + 0.3 y(t-3) +vt
M hnh trn c phi chui dng khng?
43. White test l m hnh ph ca
A. Ca bin Y
B. Ca phn d
C. Bnh phng phn d
44. Cho Y= 1+ 2X + u vi 2=

iu kin 2 khng chch?
B. H s chn bng 0
45. Cho Y= 0+ 1X1 +2X2+ 3X3 + u, cov(X1,X2) >0, 2<0
chch ca 1 nu mt 0?
A Chch ln
B Chch xung
C Khng chch

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46. Cho Y= 0+ 1X1 +2X2+ 3X3 + u.
VIF
X1 16.55
X2 38.86
X3 45.09

M hnh c bnh g khng?
A. T tng quan
B a cng tuyn
C Nhiu khng phn phi chun
D Khng bnh
47. Y = b + u. Hi OLS ca b bng ?
A 0
B gi tr trung bnh ca Y
C Gi tr trung bnh ca X
48. Mt cu v c lng kh gi no y t nh ko r ch nh p n l b2 l c lng ca
beta2 ri ....= 2xigma/(x2-x1)^2
Chng minh:
1. X l tng th c k vng v phng sai
2
.
Ly ngu nhin mt mu kch thc 160 t X ta c X
1
, X
2
, X
160.
Do cch ly mu, X
1
,..X
160

c tnh cht i.i.d (,
2
).
Tnh var( ) X

2.
a) Hi quy khng c bin gii thch.
Gi s PRF/PRM c dng:
i i
Y u

Dng phng php OLS tm c lng ca . Phng sai ca c lng ny l g?
b) Hi quy qua gc
Gi s PRF/PRM c dng:

i i i
Y X u

Dng phng php OLS tm c lng ca .

3.
Chng ta bit cch tm gi tr ca Hip phng sai (covariance) gia cc h s ca m hnh
(b
1
, b
2
, b
3
) bng cch s dng menu Coefficient covariance matrix trong Gretl.
Gi s ta c PRF ca hi quy n (
1 2
Y X u ) v sau khi c lng, ta mun tm
1 2
cov( , ) b b s dng cng thc ton hc.
Chng minh
1 2 2
cov( , ) .var( ) b b X b
[Gi : s dng nh ngha , tnh cht c bn v cc nh l c bn ca cc khi nim lin quan
trong cng thc trn l chng minh bi ton ny
Nh rng:
1 2
. b Y b X ;
1 1
( ) E b ;
2 2
( ) E b ]

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Gii:















p n:
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
b A (CT
var(beta2)(RSS=
tng cc ei^2)
C
(tuyn
tnh,
khng
chch,
hiu
qu)
A
Two-
tail
test: p-
value <
reject
H0
One-
tail
test: p-
value/2
< :
reject
H0
C ( s
quan
st rt
ln th
t xp
x
chun)
B
(sai
lm
loi
I l
bc
b
H0)
A B C A B D A B B
16 17 18 19 20 21 22 23 24 25 26 27 28 29 30
B D D A C A D B C
(rng
A D (F-
test
B C B
( do
A
(R^2
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hn) c
dng
cho
quan
h
tuyn
tnh
cc
h s
hoc
thm
bt
bin
ut
ging
nhau,
2 m
hnh
cng
s
dng
1
data
nn
TSS
bng
nhau,
ESS
khc
nhau
nn
R^2
khc
nhau
hiu
chnh
tng
chm
hn
so vi
R^2
nn
khi
xy ra
a
cng
tuyn
th
dng
R^2
hiu
chnh)