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Meenakshi College For Women
IBA Economics (Evening)
Econometrics (Chap: 2 & 3)
Revision Examination-Il
‘Time: 3 Hours, Maa: 78 marks
1. Answer all the Questions: \10 x2 = 20}
1, Define econometrics.
2. What is Simple Linear Regression (SLR)?
3, What do you mean by Standard Error (S.E)?
4. Explain the importance of BLU properties
5. Define stochastic and ‘non-stochastic relationship.
6, What is disturbance term?
7. Explain the small sample properties of the estimalors
8, What are the characteristics or properties of economeinte model?
9. Write the formula goodness of {i-R square.
10, Write the formula for 0+ Bl.
SE
IL. Answer the following quest
11. What are the properties of R
12, Bring out the Goodness of Fit «R”.
13. Interpret the following estimated model,
Y =24.47+0.509X —R'=0.9017
SE (6.44) (0.036)
14, Write the assumption of Linear Stochastic RegresS0 model
15, What are the reasons for inclusion of random variable (U).
PION: B
SECTION: C
IM Answer the following questions: {3x 10 = 30)
16. Explain the properties of Least Square Estimators
17. Following table gives GNP(x) and demand for food (») measured in arbitrary units
the food function.
«),test the significance at 5 percent level
X: 6,7,8,10,8,9,10,9, 11, 10
Ys 50, 52, 55, 59, 57, 58, 62, 65, 78, 70
18, Explain Gauss Markov theorem (or) OLS Properties:2a aang ~—
Meenakshi College Vor Women
MBA Economics (evening)
Econometrics (Chap: 2, 3, & 4)
aa
Revision Examination-Hit
‘Time: 3 Hours Max: 75 marks
SECTION: 4
1 DgAMAYer all the Questions: 10 2 ~ 20)
2. What is Simple Linear Regression (SLR)?
LR)?
3. What is « Disturbance term?
°. Explain the Type I and Type Il error.
10. Explain the importance of BLU properties
SECTION: B
IL. Answer the following questio: ISX 5=25}
11. What are the properties of R2?
12. Bring out the Goodness of Fit (R??
13. Interpret the following estimated model.
Y= -19194 + 0.1984X2#0.16X,—R°=0.95
SE 0.19 0.03
14. What are the reasons for inclusion of random variable?
15. Explain the specification of the model,
SECTION: C
MI. Answer the following questions: 3x 10 = 30}
16. Following table includes the Price& Qd for a product. Estimate the demand function for the
product Y= 0+ BIXI+U.
a). Estimate the average price elasticity of demand.
b). Estimate the level of demand if prices to RS.8
‘Quantity demanded (Y): 8, 3,4,7,8.0 :
Price (X): 2,4,3,1.3.5
17. Estimate the regression equation Y= B+ 2X2 + 3X3 +U from the following data and test
the statistical significance of the coefficients of Xi : pg
SY=1052, EX =1017, EXi=954, Y=116.9, Xr =113, Xs=106, LY=124228, DX" VSS,
EX? = 101772, E X2¥= 119750, LX¥=111433, 5 X2Xs=107690
18. Explain Gauss Markov theorem (or) OLS Properties.Max: 75 Marks
: SECTION:
tere atheduine ETON
2 wr nthe eaning of multiple regression modell 753
3. Write the formal Sauation of two explanatory variablecoe MLRMM? 15015 1
4. Bring ona rua for Cobb Douglas production fanetey fe
te e out the formula standard error of and 62.15%
rite the formula for fo, BI and pa.
7 wits the partial derivative with reapect po, 15°
‘Time: 3 Hours
10. Write the formula for compound growth race
SECTION: B IS X 5 =25
II. Answer the following questions: ‘
BO, Bl and 62 in MLRM method,
11. Explain the Statistical properties of the estimates of
12. Explain the goodness of fit (R?) measure in 2 explanatory variables.
15. Interpret the following estimated model.
R=0.95
SE 0.19 0.03
14. Write the assumption of U in marix method of MLR model,
15. Explain the OLS estimate : {.lincarity 2.unbiasedness.
SECTION: C
Bx 10 =30)
III. Answer the following questions:
16, Following table includes the price& Qd for a product. Estimate the demand function for the
Product Y= fO+ BIXI+U.
a). Estimate the average price elasticity of demand.
b), Estimate the level of demand if prices to RS.8.
Quantity demanded (Y): 8, 3,4,7,8,0 ; Price (X):
17. Estimate the regression equation Y= 0+ §2X2 + 3X3 +U from the following data and test
the statistical significance of the coefficients of Xi, ay
LY=1052, YX2 =1017, YX:=954, Y=116.9, X2=113, Xs=106, YY"=124228, UX = SST,
DXs= 101772, F X2¥= 119750, EXsY=111433, Y) XrXi=107690.
18, Given the following data Yy?=1000, Yx:7=200, Dx.” =100, Exiy=400, Pxay=-100,
ABA3S
Dxix2=0, Y=50, Xi=15, Xo= 10, n=28.
: Estimate the parameters in the equation Y= 80+ B2X2 + B3X3 +U
a.
Estimate S.E of estimators,
b.
c. Obtain the 95% of confidence interval of B1 and B2. 2 3p
4. FindR™ SE, p om tc) yp p23
—\x
2 30 42%! aMeenatahi College For Women
TI BA Economics (Evenine)
‘Ecomommetrics
Medel Examination
Tame: 3 Hours Sax: 75 Marks
SECTION: A
1 Answer ail the Questions: [10 x2~201
What i the meaning of multiple model? ,
2. Wrue the normal equation of two explanatory variables or MLRM:
function?
3. Write the formula for Cobb Douglas
4. Bring out the formula standard error of it and (2.
5. Weite the Formula for BO. BI and 652.
6. Write the partial derivative with respect 0.
7. Write the partial derivative with respect BI
8. Write the formula for semi-log model
9 What are the properties of good estimator?
10. Wes the formula for compound growth rate
SECTION: B {sx 5=251
in MLRM method.
11. Answer the following questions:
11. Explain the Statistical properties of the estimates of 0. (sl and (22
12. Explain the goodness of fit (R?) measure in 2 explanatory variables.
13. fnterpret the following estimated modi
‘Y= 300.29 + 0.74X2+ 8.04Xs R-0.99761
SE (7832) (0.05) (2.98)
14, Write the assumption of U in marix method of MLR model.
15, Explain the OLS estimate : | linearity 2.unbiasedness.
SECTION: C
[3x 10 = 30}
jon for the
IIL Auswer the following questions:
16. Following table includes the price& Qd for a product. Estimate the demand functi
product Y= BO+ B1XI+U.
a). Estimate the average price elasticity of demand.
b). Estimate the level of demand if prices to RS.8.
Quantity demanded (Y): 8, 3,4,7.8.0 ; Price (X): 2,431.35
17. Estimate the regression equation Y- PO+ B2X2 + 63X3 +U from the following data and test
the statistical significance of the coefficients of Xi
E¥=1052, [Xp =1017, EXs=9S4, Y=116.9, X2=113, Xy=106, DY'=124228, DX'a= MSSTI. «
SX4= 101772, F X= 119750, LXs¥=111433, L X2Xs=107690.
18. Explain Gauss Markov theorem (or) OLS Properties.SHI College for Women (Evening), Ch.24
IBA ECONOMICS (Semester-IV)
dey Examination- 20250
ECONOMETRICS
Max: 75 marks
1 time: 3 Hours
Answer all the Questions
Section: A Hex2 520
I. Define ‘Economertics??
; What is the meaning of Economertics?
3. Explain the types of data,
os :
‘ Pell the importance of BLU Properties.
°. Write the formula for Goodness of Fit(R square)?
Define stochastic and non. stochastic relationship?
7. Explain the small sample properties of the Estimators.
¢ the formula for beta zero and beta one?
9. What is disturbance term?
10. What is specification of the model?
Section: B [5 x5=25]
1, Explain the specification of the model.
2, Explain the goals of econometrics.
3. Write the properties of R square?
4. Explain the Assumption of Linear Stochastic Regression Model.
5. What are the reasons for inclusion of random variable (U).
Section: C [3x 10 = 30]
1, Explain the properties of Least Square Estimators.
2. Explain the Methodology of Econometrics.
Following table gives the GNP(X) and demand for food (Y) measured
3.
in arbitrary units. Estimate the food function.( i) test the significance
of 5 percent level.
X: 6, 7, 8, 10, 8, 9, 10, 9, 11, 10:
0, 52, 55, 59 , 57, 58, 62, 65, 78, 70
Sidi ies Se Se ER ree DE