Total No. of Questions 10] [Total No. of Pages 02
M.Sc. DEGREE EXAMINATION, MAY 2017
Second Year
STATISTICS
Econometrics
Time 3 Hours Maximum Marks: 70
Answer any Five Questions
All Questions carry equal marks
Q1) Explain the simple linear model. Obtain the least squares estimators of the
parameters. State and prove their properties.
Explain point prediction and interval prediction in the least squares model.
Q2) Explain:
log-linear
ii) semi-log and
iii) reciprocal models and their estimation
Explain ANOVA for two variable regression.
Q3) Explain the general linear model. State and prove the properties of OLS
estimators.
Develop a test statistic for testing the significance of the complete
regression.
Q4) Obtain the OLS estimators. State and prove Gauss-Markov theorem.
Discuss the problem of prediction when the explanatory variables are
uncertain.
Q5) Obtain the restricted least squares estimators.
Discuss the tests of structural change in the restricted linear model.
Q6) Explain MWD test.
What are dummy variables? Explain their use in seasonal adjustment.
Q7) Explain the generalised linear model. Obtain Aitken estimators.
What is the problem of heteroscedasticity? Explain its consequences and
remedies.
Q8) What is multicollinearity? What are its sources and consequences? Discuss
the remedies for multicollinearity.
Explain any two tests for the detection of heteroscedasticity.
Q9) What is meant by auto-correlation? What are its consequences for OLS?
Discuss cochrone-orcutt procedure.
Explain PROBIT model. Explain a method of estimating the same.
Q10) What is serial correlation? Give its nature and consequences. Explain
Durbin-Watson test.
Explain LOGIT model. Discuss a method of estimating the same.