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Model QP-ST 1661.2_Econometrics

This document is a model question paper for the elective course ST 1661.2: Econometric Methods, designed for a first-degree program under CBCSS. It consists of four sections with varying question formats, covering fundamental concepts in econometrics such as regression analysis, autocorrelation, and multicollinearity. The paper assesses students' understanding through multiple-choice questions, short answers, and detailed explanations.

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Adheena S S
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3 views2 pages

Model QP-ST 1661.2_Econometrics

This document is a model question paper for the elective course ST 1661.2: Econometric Methods, designed for a first-degree program under CBCSS. It consists of four sections with varying question formats, covering fundamental concepts in econometrics such as regression analysis, autocorrelation, and multicollinearity. The paper assesses students' understanding through multiple-choice questions, short answers, and detailed explanations.

Uploaded by

Adheena S S
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Model Question Paper

First Degree Programme Under CBCSS


Elective Course
ST 1661.2: Econometric Methods

Time: 3 Hours Max. Marks: 80


Section A
All the ten questions are compulsory. They carry one mark each.
1. Define Econometrics.
2. What do you mean by pooled data?
3. Give use of the coefficient of determination.
4. What is meant by BLUE property?
5. What are lagged variables?
6. What is autocorrelation?
7. What is the use of Durbin Watson test?
8. Spearman’s rank correlation test can be used to detect _____ in a linear regression
model.
9. High correlation between two or more independent variables is called _______.
10. What is the use of a dummy variable?
Section B
Answer any eight from the following. Each question carries 2 marks.

11. What is the importance of ‘Econometrics’ as a branch of study?


12. Why do we include stochastic disturbance term in an econometric model?
13. What do you mean by sample regression function?
14. Explain the importance of slope and intercept coefficients in a simple linear
regression model.
15. What is the significance of coefficient of determination in a linear regression model?
16. What do you mean by a general linear model?
17. Give the formula for adjusted R2
18. What are the specific assumptions regarding the stochastic error term in ordinary least
squares method?
19. What do you mean by multicollinearity?
20. Mention any two methods of detecting autocorrelation.
21. Distinguish between homoscedasticity and heteroscedasticity.
22. Mention any two methods to overcome the problem of heteroscedasticity.
Section C
Answer any six from the following. Each question carries 4 marks.

23. Write a short note on specification error.


24. What are the specific properties of an ordinary least square estimator?
25. Explain the concept of ordinary least squares.
26. State the assumptions involved in a CLRM.
27. Explain a practical situation in which autocorrelation occurs.
28. Explain the concept of generalized least squares.
29. Explain Durbin Watson test.
30. Demonstrate the use of dummy variables with a simple example.
31. Explain the use of lagged variables with a suitable example.
Section D
Answer any two from the following. Each question carries 15 marks.

32. Derive the ordinary least squares estimators of the coefficients in a simple linear
regression model.
33. State and prove Gauss-Markov theorem.
34. What are the consequences and remedial measures of autocorrelation?
35. Explain the nature and consequences of multicollinearity, heteroscedasticity and
autocorrelation.
***

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