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QB4

This document is a question paper for the Fundamentals of Econometrics course for Bachelor of Business Administration students. It includes instructions for candidates, a list of questions covering various econometric concepts, and specifies the duration and maximum marks for the exam. Candidates are required to attempt any five questions from the provided options.

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3 views2 pages

QB4

This document is a question paper for the Fundamentals of Econometrics course for Bachelor of Business Administration students. It includes instructions for candidates, a list of questions covering various econometric concepts, and specifies the duration and maximum marks for the exam. Candidates are required to attempt any five questions from the provided options.

Uploaded by

riya.x.sing
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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[This question paper contains 2 printed pages.

]
Your Roll No……………………………………….
Sr. No. of Question Paper :
Unique Paper Code : 61015920
Name of Paper : Fundamentals of Econometrics
Name of the Course : Bachelor of Business Administration (BBA-FIA),
General Elective
Semester : IV
Duration : 3 Hours
Maximum Marks : 75
Instructions for Candidates
1. Write your roll no immediately on receipt of this question paper.
2. All questions carry equal marks.
3. Attempt any 5 questions.
4. Use of non-scientific calculator is allowed.

Q1. Write short note on any 2 of the following:


a) BLUE estimators
b) Generalized Least Squares Method
c) Tests of Multicollinearity
Q2. From the given output, answer the following questions:

a) Comment on ‘Goodness of Fit’ of the model.


b) Are the coefficients statistically significant?
c) Interpret the value of Durbin-Watson statistic.
Q3. Suppose that the true model is Yi = β1Xi + ui but instead of fitting this regression through
the origin the researcher used the usual intercept-present model:

1
Yi = α0 + α1Xi + vi
Assess the consequences of this specification error. Also, discuss the test of specification
errors.
Q4. For the given output, answer the following questions:

where Y = FDIC examiner labor hours


X1 = total assets of bank
X2 = total number of offices in bank
X3 = ratio of classified loans to total loans for bank
D1 = 1 if management rating was “good”
D2 = 1 if management rating was “fair”
D3 = 1 if management rating was “satisfactory”
D4 = 1 if examination was conducted jointly with the state
(The figures in parentheses are the estimated standard errors.)
a) Is there any problem in interpreting the dummy variables in this model since Y is in
the log form?
b) How would you interpret the dummy coefficients?
Q5. Differentiate between any 2 of the following:
a) Regression Analysis and Analysis of Variance
b) Simple Correlation Coefficients and Partial Correlation Coefficients
c) McFadden R2 and adjusted R2

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