Exam 4: Basic Estimation Techniques

Suppose you are testing the statistical significance at the 1% significance level)of a parameter estimate from the regression model: M = a + bR + cI Which is estimated using a cross-section data set on 22 firms.The critical value of the appropriate test statistic is

Tests for statistical significance must be performed

Which of the following is an example of a time-series data set?

sample regression line

If the p-value is 10%,then the

method of least squares

In a multiple regression model,the coefficients on the independent variables measure

a regression equation,the ______ captures the effects of factors that might influence the dependent variable but aren't used as explanatory variables.

An estimator is unbiased if it produces

a linear regression equation of the form Y = a + bX,the slope parameter b shows

To test whether the overall regression equation is statistically significant one uses

parameter estimate is said to be statistically significant if there is sufficient evidence that the

If an analyst believes that more than one explanatory variable explains the variation in the dependent variable,what model should be used?

In the regression model ,a test of the hypothesis that parameter c equals zero is

The critical value of t is the value that a t-statistic must exceed in order to

The quadratic equation Y = a + bX +cX² can be estimated using linear regression by estimating

Suppose you are testing the statistical significance at the 5% significance level)of a parameter estimate from the regression equation: Y = a + bR + cS + dW Which is estimated using a time-series sample containing monthly observations over a 30-month time period.The critical value of the appropriate test statistic is

a linear regression equation of the form Y = a + bX,the intercept parameter a shows

a linear regression equation Y = a + bX,the fitted or predicted value of Y is