IGNOU MECE 102 SOLVED ASSIGNMENT
MECE 102: ADVANCED ECONOMETRIC METHODS
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| Title Name | IGNOU MECE 102 SOLVED ASSIGNMENT |
|---|---|
| Type | Soft Copy (E-Assignment) .pdf |
| University | IGNOU |
| Degree | MASTER DEGREE PROGRAMMES |
| Course Code | MAEC |
| Course Name | MASTER OF ARTS (ECONOMICS) |
| Subject Code | MECE 102 |
| Subject Name | ADVANCED ECONOMETRIC METHODS |
| Year | 2025 2026 |
| Session | - |
| Language | English Medium |
| Assignment Code | MECE 102/Assignment-1/2025 2026 |
| Product Description | Assignment of MAEC (MASTER OF ARTS (ECONOMICS)) 2025 2026. Latest MECE 102 2025-26 Solved Assignment Solutions |
| Last Date of IGNOU Assignment Submission | Last Date of Submission of IGNOU BEGC-131 (BAG) 2025-26 Assignment is for January 2026 Session: 30th September, 2026 (for December 2025 Term End Exam). Semester Wise January 2025 Session: 30th March, 2026 (for June 2026 Term End Exam). July 2025 Session: 30th September, 2025 (for December 2025 Term End Exam). |
| Format | Ready-to-Print PDF (.soft copy) |
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MECE 102 2025 2026 - English
MECE-102: ADVANCED ECONOMETRIC METHODS
Assignment
Course Code: MECE-102
Asst. Code: MECE-102/AST/2025-26
Maximum Marks: 100
Note: Answer all the questions. While questions in Section A carry 20 marks each, those in Section B carry 12 marks each.
Section A
3.a) What is meant by identification problem in a simultaneous equation model?
b) In the following two-equation system check the identification status of both the equations.
Here's the text from the image, typed out exactly as it appears:
c) Explain how the first equation in the above model can be estimated.
4. Distinguish between weak stationarity and strong stationarity. Explain the methods of testing for stationarity in a univariate time series model.
**Section B**
5. What is the underlying idea behind the logit model? Explain how the parameters of the logit model can be estimated by maximum likelihood method.
4. What is meant by dynamic model? Explain how the following model can be estimated?
y_t = α + βx_t + γy_{t-1} + u_t
where |γ| < 1 and u_t = ρ u_{t-1} + ε_t. In the above model ε_t is the usual stochastic error term with mean zero and variance σ^2 and |ρ| < 1.
6. For what purpose is the Box-Jenkins methodology used? Write down the steps of the above method.
6. Justify the need for Autoregressive Conditional Heteroscedasticity (ARCH) model. Explain how you would carry out a test for ARCH effect in a data set.
7. Write short notes on the following:
c) Generalised-ARCH model
d) Need for Dynamic Panel Data Models
MECE 102 2025 2026 - Hindi
एमईसीई-102: उन्नत अर्थमितीय विधियाँ (सत्रीय कार्य)
रीडरक्षम करेक एमईसीई-102 सत्रीय कार्य कोड: एमईसीई-102 एएसटी 2025-20
अभिकतम अंक 100
नोट: सभी प्रश्नों के उत्तर दें। खंड क के प्रत्येक प्रश्न के 20 अंक हैं, जबकि खंड ख के प्रत्येक प्रश्न के 12 अंक हैं।
खंड क
1.
a) युगपत समीकरण मॉडल में अभिनिर्धारण समस्या से क्या अभिप्राय होता है?
b) निम्नलिखित द्वि-समीकरण प्रणाली में दोनों समीकरणों की अभिनिर्धारण प्रस्थिति की जाँच
कीजिए
Y₁ =x+az Y₂ + B22+22 Y₂ = β₂ + β2Y+B4Z+BsZ2 + z
c) स्पष्ट करें कि उपर्युक्त मॉडल में प्रथम समीकरण का आकलन कैसे किया जा सकता है।
2. अशक्त स्थिरता और सशक्त स्थिरता के बीच अंतर बताइए। एक-चर समय-श्रृंखला मॉडल में स्थिरता के परीक्षण की विधियों की व्याख्या कीजिए।
खंड ख
3. लॉगिट मॉडल के पीछे अंतर्निहित अवधारणा क्या है? स्पष्ट करें कि अधिकतम संभाव्यता विधि द्वारा लॉगिट मॉडल के प्राचलों का आकलन कैसे किया जा सकता है।
4. परिवर्ती मॉडल (Dynamic Model) से क्या तात्पर्य है? समझाइए कि निम्नलिखित मॉडल का आकलन कैसे किया जा सकता है -
`yt = α + βxt + γyt−1 + ut`
जहाँ |y| < 1 और ₁ = pur-1+ १६ हैं। उपर्युक्त मॉडल में पद ६ सामान्य प्रसंभाव्य त्रुटि पद है. जिसका माध्य शून्य और प्रसरण 2 व|p| < 1 है।
5. बॉक्स-जेनकिंस पद्धति का उपयोग किस उद्देश्य से किया जाता है? उपर्युक्त विधि के चरण लिखिए।
6. स्वसमाश्रयण सशर्त विषमविसारिता (ARCH) मॉडल की आवश्यकता का औचित्य सिद्ध कीजिए। स्पष्ट करें कि आप किसी डेटासेट में ARCH प्रभाव का परीक्षण कैसे करेंगे।
7. निम्नलिखित पर संक्षिप्त टिप्पणियाँ लिखिए
ए) सामान्यीकृत-आर्च (गार्च) मॉडल
b) परिवर्ती पैनल डेटा मॉडल (Dynamic Panel Data Model) की आवश्यकता
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