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Quiz Financial Econometrics Spring 2023 15032023 010423pm

This document contains a quiz for a Financial Econometrics course. It includes multiple versions of two questions - Q1 analyzes estimated models of factors affecting revenue, and Q2 asks about calculating the slope and elasticity from given models. The models in Q1 relate revenue to spending on energy and advertising, and provide coefficients, standard errors, and R-squared values to analyze the significance of each factor.

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Sabahat Bashir
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0% found this document useful (0 votes)
59 views18 pages

Quiz Financial Econometrics Spring 2023 15032023 010423pm

This document contains a quiz for a Financial Econometrics course. It includes multiple versions of two questions - Q1 analyzes estimated models of factors affecting revenue, and Q2 asks about calculating the slope and elasticity from given models. The models in Q1 relate revenue to spending on energy and advertising, and provide coefficients, standard errors, and R-squared values to analyze the significance of each factor.

Uploaded by

Sabahat Bashir
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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QUIZ

Program: BS(Economics)
Semester: VI A Course: Financial Econometrics
Instructor: Dr. Abdul Sattar Reg. No & Name: _______________
*********
Q: For the following give models, find out its slope and elasticity:
Ln Y = a + bx + e
Y = a + blnx + e

Solution

QUIZ
Program: BS(Economics)
Semester: VI A Course: Financial Econometrics
Instructor: Dr. Abdul Sattar Reg. No & Name: _______________
*********
Q.1: Consider the following estimated model:
Revenue = 2.5 + 1.5 spending on energy + 0.25 spending on advertisement
s.e. : (0.11) (0.21) (0.02)
R square: 0.76
Interpret the above model and determine that which variable(s) is(are) significantly
and/or insignificantly affecting dependent variable at level of significance is 5 per cent.

Q.2: For the following give model, find out its slope and elasticity: logY = a + bx + e

Solution

QUIZ
Program: BS(Economics)
Semester: VI A Course: Financial Econometrics
Instructor: Dr. Abdul Sattar Reg. No & Name: _______________
*********
Q.1: Consider the following estimated model:
Revenue = 2.5 + 1.5 spending on energy + 0.25 spending on advertisement
s.e. : (0.31) (0.21) (0.015)
R square: 0.86
Interpret the above model and determine that which variable(s) is(are) significantly
and/or insignificantly affecting dependent variable at level of significance is 5 per cent.

Q.2: For the following give model, find out its slope and elasticity: Y = a + blogx + e

Solution

QUIZ
Program: BS(Economics)
Semester: VI A Course: Financial Econometrics
Instructor: Dr. Abdul Sattar Reg. No & Name: _______________
*********
Q.1: Consider the following estimated model:
Revenue = 2.6 + 1.4 spending on energy + 0.35 spending on advertisement
s.e. : (0.21) (0.31) (0.012)
R square: 0.86
Interpret the above model and determine that which variable(s) is(are) significantly
and/or insignificantly affecting dependent variable at level of significance is 5 per cent.

Q.2: For the following give model, find out its slope and elasticity: logY = a + blogx + e

Solution

QUIZ
Program: BS(Economics)
Semester: VI A Course: Financial Econometrics
Instructor: Dr. Abdul Sattar Reg. No & Name: _______________
*********
Q.1: Consider the following estimated model:
Revenue = 1.5 + 1.7 spending on energy + 0.16 spending on advertisement
s.e. : (0.21) (0.01) (0.02)
R square: 0.86
Interpret the above model and determine that which variable(s) is(are) significantly
and/or insignificantly affecting dependent variable at level of significance is 5 per cent.

Q.2: For the following give model, find out its slope and elasticity: logY = a + bx + e

Solution

QUIZ
Program: BS(Economics)
Semester: VI A Course: Financial Econometrics
Instructor: Dr. Abdul Sattar Reg. No & Name: _______________
*********
Q.1: Consider the following estimated model:
Revenue = 1.5 + 1.5 spending on energy + 0.25 spending on advertisement
s.e. : (0.31) (0.41) (0.012)
R square: 0.86
Interpret the above model and determine that which variable(s) is(are) significantly
and/or insignificantly affecting dependent variable at level of significance is 5 per cent.

Q.2: For the following give model, find out its slope and elasticity: Y = a + blogx + e

Solution

QUIZ
Program: BS(Economics)
Semester: VI A Course: Financial Econometrics
Instructor: Dr. Abdul Sattar Reg. No & Name: _______________
*********
Q.1: Consider the following estimated model:
Revenue = 2.7 + 1.5 spending on energy + 0.15 spending on advertisement
s.e. : (0.21) (0.41) (0.012)
R square: 0.86
Interpret the above model and determine that which variable(s) is(are) significantly
and/or insignificantly affecting dependent variable at level of significance is 5 per cent.

Q.2: For the following give model, find out its slope and elasticity: logY = a + bx + e

Solution

QUIZ
Program: BS(Economics)
Semester: VI A Course: Financial Econometrics
Instructor: Dr. Abdul Sattar Reg. No & Name: _______________
*********
Q.1: Consider the following estimated model:
Revenue = 2.5 + 1.5 spending on energy + 0.25 spending on advertisement
s.e. : (0.21) (0.21) (0.01)
R square: 0.86
Interpret the above model and determine that which variable(s) is(are) significantly
and/or insignificantly affecting dependent variable at level of significance is 5 per cent.

Q.2: For the following give model, find out its slope and elasticity: Y = a + blogx + e

Solution

QUIZ
Program: BS(Economics)
Semester: VI A Course: Financial Econometrics
Instructor: Dr. Abdul Sattar Reg. No & Name: _______________
*********
Q.1: Consider the following estimated model:
Revenue = 2.5 + 1.8 spending on energy + 0.25 spending on advertisement
s.e. : (0.01) (0.31) (0.02)
R square: 0.86
Interpret the above model and determine that which variable(s) is(are) significantly
and/or insignificantly affecting dependent variable at level of significance is 5 per cent.

Q.2: For the following give model, find out its slope and elasticity: logY = a + bx + e

Solution

QUIZ
Program: BS(Economics)
Semester: VI A Course: Financial Econometrics
Instructor: Dr. Abdul Sattar Reg. No & Name: _______________
*********
Q.1: Consider the following estimated model:
Revenue = 2.7 + 1.5 spending on energy + 0.25 spending on advertisement
s.e. : (0.21) (0.41) (0.05)
R square: 0.56
Interpret the above model and determine that which variable(s) is(are) significantly
and/or insignificantly affecting dependent variable at level of significance is 5 per cent.

Q.2: For the following give model, find out its slope and elasticity: Y = a + bx + e

Solution

QUIZ
Program: BS(Economics)
Semester: VI A Course: Financial Econometrics
Instructor: Dr. Abdul Sattar Reg. No & Name: _______________
*********
Q.1: Consider the following estimated model:
Revenue = 2.5 + 1.5 spending on energy + 0.25 spending on advertisement
s.e. : (0.01) (0.01) (0.01)
R square: 0.48
Interpret the above model and determine that which variable(s) is(are) significantly
and/or insignificantly affecting dependent variable at level of significance is 5 per cent.

Q.2: For the following give model, find out its slope and elasticity: Y = a + bx + e

Solution

QUIZ
Program: BS(Economics)
Semester: VI A Course: Financial Econometrics
Instructor: Dr. Abdul Sattar Reg. No & Name: _______________
*********
Q.1: Consider the following estimated model:
Revenue = 2.5 + 1.3 spending on energy + 0.26 spending on advertisement
s.e. : (0.21) (0.31) (0.03)
R square: 0.76
Interpret the above model and determine that which variable(s) is(are) significantly
and/or insignificantly affecting dependent variable at level of significance is 5 per cent.

Q.2: For the following give model, find out its slope and elasticity: Y = a + bx + e

Solution

QUIZ
Program: BS(Economics)
Semester: VI A Course: Financial Econometrics
Instructor: Dr. Abdul Sattar Reg. No & Name: _______________
*********
Q.1: Consider the following estimated model:
Revenue = 2.5 + 0.5 spending on energy + 0.25 spending on advertisement
s.e. : (0.21) (0.11) (0.05)
R square: 0.66
Interpret the above model and determine that which variable(s) is(are) significantly
and/or insignificantly affecting dependent variable at level of significance is 5 per cent.

Q.2: For the following give model, find out its slope and elasticity: Y = a + blogx + e

Solution

QUIZ
Program: BS(Economics)
Semester: VI A Course: Financial Econometrics
Instructor: Dr. Abdul Sattar Reg. No & Name: _______________
*********
Q.1: Consider the following estimated model:
Revenue = 1.5 + 1.6 spending on energy + 0.25 spending on advertisement
s.e. : (0.01) (0.31) (0.01)
R square: 0.56
Interpret the above model and determine that which variable(s) is(are) significantly
and/or insignificantly affecting dependent variable at level of significance is 5 per cent.

Q.2: For the following give model, find out its slope and elasticity: logY = a + bx + e

Solution

QUIZ
Program: BS(Economics)
Semester: VI A Course: Financial Econometrics
Instructor: Dr. Abdul Sattar Reg. No & Name: _______________
*********
Q.1: Consider the following estimated model:
Revenue = 2.6 + 1.5 spending on energy + 0.15 spending on advertisement
s.e. : (0.21) (0.01) (0.02)
R square: 0.96
Interpret the above model and determine that which variable(s) is(are) significantly
and/or insignificantly affecting dependent variable at level of significance is 5 per cent.

Q.2: For the following give model, find out its slope and elasticity: logY = a + blogx + e

Solution

QUIZ
Program: BS(Economics)
Semester: VI A Course: Financial Econometrics
Instructor: Dr. Abdul Sattar Reg. No & Name: _______________
*********
Q.1: Consider the following estimated model:
Revenue = 2.5 + 0.5 spending on energy + 0.45 spending on advertisement
s.e. : (0.21) (0.21) (0.001)
R square: 0.76
Interpret the above model and determine that which variable(s) is(are) significantly
and/or insignificantly affecting dependent variable at level of significance is 5 per cent.

Q.2: For the following give model, find out its slope and elasticity: logY = a + bx + e

Solution

QUIZ
Program: BS(Economics)
Semester: VI A Course: Financial Econometrics
Instructor: Dr. Abdul Sattar Reg. No & Name: _______________
*********
Q.1: Consider the following estimated model:
Revenue = 1.5 + 0.25 spending on energy + 0.15 spending on advertisement
s.e. : (0.31) (0.31) (0.02)
R square: 0.65
Interpret the above model and determine that which variable(s) is(are) significantly
and/or insignificantly affecting dependent variable at level of significance is 5 per cent.

Q.2: For the following give model, find out its slope and elasticity: Y = a + blogx + e

Solution

QUIZ
Program: BS(Economics)
Semester: VI A Course: Financial Econometrics
Instructor: Dr. Abdul Sattar Reg. No & Name: _______________
*********
Q.1: Consider the following estimated model:
Revenue = 2.6 + 0.52 spending on energy + 0.45 spending on advertisement
s.e. : (0.01) (0.31) (0.012)
R square: 0.85
Interpret the above model and determine that which variable(s) is(are) significantly
and/or insignificantly affecting dependent variable at level of significance is 5 per cent.

Q.2: For the following give model, find out its slope and elasticity: logY = a + bx + e

Solution

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