Econometrics (ISS (Statistical Services) Statistics Paper III): Questions 12 - 18 of 21

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Question number: 12

» Econometrics » Autoregressive Linear Regression

Appeared in Year: 2011

Essay Question▾

Describe in Detail

For the auto-regressive scheme , show that if e is a random variable and the series is long, then

and hence show that, variance of the generated series may be much greater than that of e itself.

Explanation

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Question number: 13

» Econometrics » Ordinary Least Squares (OLS)

Appeared in Year: 2012

Essay Question▾

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Discuss the practical consequences of autocorrelation. Show that

Explanation

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Question number: 14

» Econometrics » Ordinary Least Squares (OLS)

Appeared in Year: 2012

Short Answer Question▾

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If the demand curve is of the form , where p is the price and x is the demand, prove that the elasticity of demand is · Hence deduce the elasticity of demand for

Question number: 15

» Econometrics » Prediction and Simultaneous Confidence Intervals

Appeared in Year: 2012

Short Answer Question▾

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Discuss forecasting accuracy and Theil’s U coefficient.

Question number: 16

» Econometrics » Autoregressive Linear Regression

Appeared in Year: 2012

Short Answer Question▾

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Obtain the general solution of first-order auto-regression model.

Question number: 17

» Econometrics » Autoregressive Linear Regression

Appeared in Year: 2013

Essay Question▾

Describe in Detail

Obtain the complementary function and particular integral of first order regressive model. Show that is a moving average of random elements with weights,

Explanation

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Question number: 18

» Econometrics » Ordinary Least Squares (OLS)

Appeared in Year: 2012

Short Answer Question▾

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Let the demand function be expressed as. For what value of X, the elasticity of demand will be unitary?

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