Sargodha University MA Economics Paper-VIII Econometrics Theory and Application Past Papers 2016
Here you can download Past Papers of Paper-VIII Econometrics Theory and Application, MA Economics Part Two, 1st & 2nd Annual Examination, 2016 University of Sargodha.
Econometrics Theory and Application UOS Past Papers 2016
M.A. Economics Part – II
1st Annual Exams.2016
Time: 3 Hours Marks:100
Note: Objective part is compulsory. Attempt any four questions from subjective parts
Q.1:Write short answers of the following on your answer sheet in two lines only. (2*10)
- Define Econometrics
- Why error term is a part of regression model?
- What are major methods of economic forecasting
- What are the desirable properties of good econometric model
- What is the unique feature of ILS (Indirect least Square) method? vi. What is the use of “Chow Test”?
- Differentiate between time series & Cross section data.
- How can we detect Multicollinearity?
- What is BLUE property?
- What is Dummy Variable Trap?
Q.2: The following data is collected to determine a suitable regression equation relating the length of an infant Y (cm) to age X1 (days) and weight at birth X2 (Kg):
Estimate the equation i.e. Y on X1 and X2 Test individual significance of parameter using a = .05.
Q.3: Apply Gold-Feld & Quandt test to check the evidence of Heteroskedasticity in the following data at 5% level of significance. (Y denotes income & X denotes consumption)
Q.4: (a) What is Autocorrelation? Discuss its major causes.
b. Write a comprehensive note on detection of autocorrelation?
Q.5: By considering the following model, Find reduced form equation. Also determine structural parameters in the form of reduced form coefficient.
Y1 = a1 + a2Y2 + a3X1 + U1
Y2 = b1 + b2Y1 + b3X2 + U1
Q.6: By considering the repression model:
Find mean and variance for un-conditional forecasts when Yt+1 = a + βXt+1 + et+1
- a is estimated, β is known
- a is known and β is unknown
Q.7:Answer the following questions:
- Methodology of econometric research.
- Identified and unidentified equations.
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