Q. Define a quadratic form, and state the conditions under which it is (i)
positive definite; (ii) positive semi-definite, and (iii) negative
definite.(15M)(2009)
Vitamin content 0 3 1 4
(15M)(2010)
Q. What is the dual problem in Linear programming ?Explain its use with
suitable examples. (2012)(12M)
Q.What are the basic features and the limitations of Leontiefs input -
output model ?(5M)(2012)
Industry II 12 6 12 30
(2015)(5M)
Q. (a) Describe the Leontief static open input-output model along with its
assumptions. (5M)(2017)
(c) Find out the total demand for industries 1, 2 and 3 if the coefficient
matrix A and the final demand vector B are as follows:
0.3 0.4 0.1 20
A 0.5 0.2 0.6 B 10 (15M)(2017)
0.1 0.3 0.1 30
Q.Assume that there are three sectors .The input coefficient matrix A and
the final demand vector d is given as follows :
(b) Find out the variance of the numbers 1, 2, 3, .... , 50 and the
coefficient of variation. What is the advantage of computing the
coefficient of variation over the variance ? (5+3+2=10M)(2011)
(a) Calculate the correlation coefficent between the heights of fathers and
those of sons. (6M)(2018)
(b) Obtain the equations of lines of regression and estimate of X for
Y=70. (6M)(2018)
(c) Given that, X=4Y+5 and Y=kX+4 are the lines of regression of X on
Y and X respectively. Show that 0<4k<1. If k=1/16, what is the point of
intersection of two regression lines? (6M)(2018)
Time series.
Q. Define the terms ' white noise' and 'random walk' in time series
analysis.(5M)(2012)
Index numbers
Q.What are type I and type II errors ? Why ts probability of type I error
fixed in a hypothesis testing problem ?(15M)(2010)
Q. State the assumptions of classical linear regression model. Why are the
regressors(X) assumed to be non stochastic in repeated samples.
(5M)(2016)
Q. State and explain the assumptions for applying ordinary least squares
(OLS) method to two variable linear regression model :
Y = bo + b1Xt + ut t= 1, 2, ......... , n (15M)(2013)
Consider a simple model of classical regression as
Yi = βX i + u i, where ui stands for random disturbance term with the
standard assumptions and u i ~N(0, σ2), and X i is non-stochastic and
i = 1, 2, ... , n.
(a) Find out the OLS estimator for β, say ̂OLS .(5M)(2015)
(b) Show that the OLS estimator for β is BLUE. Prove ab-initio.
(10M)(2015
Y
(c) Prove that , where Y and X are means X respectively, is
X
unbiased but less efficient estimator of β than ̂OLS
Discriminant analysis.
Income distribution:
Q. How is distributional inequality of various kinds measured with the help of
income as a resource?Name some common inequality measures and state their
properties.(20M)(2016)
lognormal distribution,
Q.How does Lorenz curve explain income inequality ? Explain with one
suitable example. Define Gini coefficient with the help of Lorenz curve
and show
That Gini = [1- 2 x (Area below .Lorenz curve)]. (5+5+15=25)(2011)
Q.) How can you measure in ome inequality by using Lorenz curve
method ?(5M)(2012)
Gini coefficient.
Q.Describe Gini 's coefficient as a measure of inequality. (5M)(2013)
Autocorrelation
Q. (A) Define autocorrelation and state what are the possible sources of
autocorrelation. (5M)(2018)
(b)Suppose that the time series data follows the auto regressive scheme of
order one, that is, AR(1). Show that an AR(1) process is simply an MA
(∞) process (that is, moving moving average scheme of order
infinity).(5M)(2018)
(C ) Find the mean and variance if the time series data are modelled by
the process
Y t=a+ Yt-1+ɛt
Where
Ɛt is a pure white noise. Find out also, the autocorrelation coeeficient of
the sth order. Interpret your results. How do you test stationarity in this
case.(15M)(2018)
Multicollnearity
Spurious regression
(c) Show that in the case of spurious regression between Yt and Xt,. where
both Yt and Xt are generated by random walks, (i) the errors have a
pe rmanent effect; (ii) the variance of the errors is infinitely large. What
should you interpret from your result ? (18M)(2017)