Binary-choice and time-series models: previous year questions
Asked 14 times in 2 exams across 3 years. Newest first.
Practise Binary-choice and time-series models, easy to hard →
Binary-choice models: linear probability, logit and probit
Models for an outcome that is yes or no, and how to read their results.
- UGC-NET 2025 Q46The null hypothesis that all slope coefficients are simultaneously equal to zero is tested in a logit model by:
- GATE 2024 Q59Let x and y be two dummy variables that take the values of either 0 or 1, and follow the bivariate frequency distribution as given below. If a logit…
- GATE 2024 Q63The estimated results of a Probit model is given in the table below, where Y is a binary variable taking the value either 0 or 1, and X is an…
- UGC-NET 2023 Q4Suppose X_i is income of an individual i and Y_i is the event that this individual owns a house, P_i = prob(Y_i = 1 | X_i) and Z_i = B1 + B2 X_i.…
- UGC-NET 2023 Q42Which of the following statements are not true for the Linear Probability Model (LPM)? (A) The conditional probability of an event given X is a…
Stationarity, unit roots and cointegration
Whether a time series has a stable mean and what goes wrong when it does not.
- UGC-NET 2025 Q83According to Granger and Newbold, a good rule of thumb to suspect that an estimated regression is spurious is given by:
- UGC-NET 2024 Q33The unit root tests for time series is based on the null hypothesis that the time series under consideration is -
- UGC-NET 2024 Q35Testing for cointegration is performed by:
- UGC-NET 2023 Q6Which of the following tests has stationarity as the null hypothesis?
- UGC-NET 2023 Q13In a random walk without drift:
- UGC-NET 2023 Q43Given that Z_t is a zero-mean white noise process with variance sigma^2, which of the following are I(0) processes? (A) X_t = X_{t-1} + Z_t (B) X_t…
- UGC-NET 2023 Q44Which of the following are features of a weakly stationary stochastic process? (A) Mean is time-varying (B) Mean is constant (C) Variance is…
AR, MA and VAR models
Time-series models built from a series' own past and from several series together.
- UGC-NET 2025 Q81Let {ϵₜ} be a purely random process with mean zero and variance σ². Consider: A. A process {xₜ} defined by xₜ = α₁ xₜ₋₁ + α₂ xₜ₋₂ + … + αᵣ xₜ₋ᵣ + ϵₜ…
- UGC-NET 2023 Q7For a VAR model estimated using two variables X and Y, lags of Y are jointly significant in the equation for X but lags of X are jointly…