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# Econometrics Theory and Application, MA Economics Sargodha University Past Papers 2016

### 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

Paper-VIII(Econometrics)

1st Annual Exams.2016

Time: 3 Hours                                Marks:100

Note: Objective part is compulsory. Attempt any four questions from subjective parts

Objective Part

1. Define Econometrics
2. Why error term is a part of regression model?
3. What are major methods of economic forecasting
4. What are the desirable properties of good econometric model
5. What is the unique feature of ILS (Indirect least Square) method? vi. What is the use of “Chow Test”?
6. Differentiate between time series & Cross section data.
7. How can we detect Multicollinearity?
8. What is BLUE property?
9. What is Dummy Variable Trap?

Subjective Part

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):

 Y 57.5 52.8 61.3 67 53.5 62.7 56.2 68.5 69.2 X1 78 69 77 88 67 80 74 94 102 X2 2.75 2.15 4.41 5.52 3.21 4.32 2.31 4.3 3.71

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)

 Y 20 25 23 18 26 27 29 31 22 27 32 35 40 41 39 X 18 17 16 10 8 15 16 20 18 17 19 18 26 25 23

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

1. a is estimated, β is known
2. a is known and β is unknown