Loyola College M.A. Economics April 2006 Econometrics Question Paper PDF Download

             LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034

M.A. DEGREE EXAMINATION – ECONOMICS

RF 38

SECOND SEMESTER – APRIL 2006

                                                             EC 2807 – ECONOMETRICS

 

 

Date & Time : 26-04-2006/9.00-12.00         Dept. No.                                                       Max. : 100 Marks

 

 

PART – A

Answer any FIVE questions in about 75 words each.                   (5 x 4 = 20 Marks)

  1. Distinguish between ‘Mathematical Economics’ and ‘Econometrics’.
  2. What is meant by dummy variable trap?
  3. What is speciafication error?
  4. Define ‘Multicollinearity’.
  5. Define the stochastic error term in an econometric model.
  6. How do you use rank condition in identifying a simultaneous equation model?
  7. What is seasonal adjustment?

 

PART – B

Answer any FOUR questions in about 250 words each.               (4 x 10 = 40 Marks)

  1. Discuss the properties of a good estimator.
  2. Derive multicollinearity and its consequences and discuss the remedial measures.
  3. Derive the consequences of specification error.
  4. Define heteroscedasticity and explain its consequences.
  5. Derive the estimates vector under grouping of observations.
  6. Distinguish between error in the measurement of dependent variable and that of the independent variable.
  7. Discuss Almon’s transformation used in estimating a distributed lag model.

 

PART – C

Answer any TWO questions in about 900 words each.                 (2 x 20 = 40 Marks)

  1. Show that the efficiency of OLS estimate is less than that of GLS under GLS assumptions. (Use estimate of OLS and GLS variances)
  2. is one equation in a three equation model which contains three other exogenous variables  and . Observations gives the following matrices.

 

  1. Derive 2SLS estimates.
  2. Derive the following results:
  • e = Mu
  • e’e = u’Mu
  • E(e’e)=(n-k)s2

 

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