LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034

B.Sc. DEGREE EXAMINATION – STATISTICS

FOURTH SEMESTER – NOVEMBER 2012

ST 4207/4204 – ECONOMETRICS

 

 

Date : 07/11/2012             Dept. No.                                        Max. : 100 Marks

Time : 1:00 – 4:00

 

 

Section –A

Answer all the questions:                                                                                                     (10 x 2 = 20)

 

1. Mention any two property of variance.
2. Write a note on interval estimation.
3. Define BLUE

 

4. Obtain ESS from the following data given that RSS = 133.

 

Y

10

14

17

20

25

30

19

27

5. Define hypothesis
6. What is Multiple Regression? Give an Example.
7. Give the formula for Durbin Watson d – statistic.
8. What do you mean by bench mark category?
9. State the reasons under which Multicollinearity
10. Define lagged variables.

 

                          Section –B                                             

Answer any five questions:                                                                                                      ( 5 x 8 = 40)

 

11. A card is drawn from a pack of 52 cards. Find the probability of getting a king or a heart or a red card.
12. The diameter of an electric cable, say X, is assumed to be a continuous random variable with p.d.f:

• Check that is p.d.f.
• Determine a number b such that P ( X < b ) = P ( X > b ).

13. Explain in detail the Goals of Econometrics.
14. Derive least square estimators for simple linear regression model.
15. Explain in detail Variance Inflation Factor.
16. From the following data estimate d-statistic and test for autocorrelation.

e_t : 0.6, 1.9, -1.7, -2.2, 1.3,3.2, 0.2,0.8, 2.1, -1.5, -1.1

(Given d_L = 1.45 and d_u = 1.65)

17. What are dummy variables? Explain its usefulness in regression analysis with

example.

 

 

 

18. Find the value of R² for the following data:

Y	12	8	9	6	8
X1	8	10	4	3	6
X2	10	12	6	5	7

 

 

                       

                

Section – C

 Answer any two questions:                                                                                                    ( 2 x 20= 40)

 

19. Two random variable X and Y have the following joint probability density function:

 

Find (i) Marginal probability density functions of  X and Y

• Conditional density functions
• Var ( X) and Var ( Y)
• Covariance between X and Y.

 

20. Consider the following data on  X and Y

 

X	50	42	71	35	61	45	53	45	38	41	63	34	41
Y	145	123	155	120	150	130	155	120	135	160	165	115	120

 

1. Estimate the equations of Y on X
2. Test the significance of the parameters at 5% level of significance.
3. Given the following data the estimated model is . Test the problem of heteroscedasticity with the help of park test.

 

X	1	2	3	4	5	6
Y	2	2	2	1	3	5

 

22. Fit a linear regression model for the given data by the use of dummy variables

Aptitude score	4	9	7	3	5	8	9	5	6	8
Education qualification	UG	PG	UG	HSC	PG	UG	PG	HSC	UG	PG

 

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