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ECS4863 EXAM PACK 2025 {DETAILED QUESTIONS AND ANSWERS}
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ECS4863 EXAM PACK 2025 {DETAILED QUESTIONS AND ANSWERS}
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lOMoAR cPSD| 49511909Downloaded by Vincent master (philomenamusangi990@gmail.com)
, lOMoAR cPSD| 49511909
UNIVERSITY EXAMINATIONS
Jan/Feb 2024
ECS4863
ADVANCED ECONOMETRICS
100 Marks
Duration: 4 Hours
FIRST EXAMINER: DR SJ JOUBERT
SECOND EXAMINER: DR E NDOU
EXTERNAL EXAMINER: PROF AM PRETORIUS
This paper consists of 6 pages.
Answer all FOUR questions.
CONFIDENTIAL
INSTRUCTIONS:
The paper will be available from 08:00 on 27 January 2024. The
official examination time is 08:00 to 12:00. Students will receive
an additional 30 minutes to submit their answer scripts after the
official examination time has expired.
When finished, remember to upload your examination onto the
myExams platform. For detailed procedures please see the ‘Student
Guide: myExams File Upload Examination’ provided to all
students as part of their examination timetable information. NO E-
MAILED EXAMINATION SCRIPTS WILL BE ACCEPTED!
To complete this assessment, you are welcome to use class notes,
textbooks, articles, or any other nonhuman resources. However,
make sure to clearly reference all sources used.
You are not allowed to work in groups or discuss the exam with
anyone. Violation of this will be treated via Unisa’s Disciplinary
processes and you will be penalized.
You will be required to complete a mandatory Honesty Declaration
(Honor Pledge).
Open Rubric
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The Invigilation App will be in use during this examination (please see
more details on p.2)
STUDENTS ARE ALLOWED TO USE NON-PROGRAMMABLE
CALCULATORS.
[TURN OVER]
ECS4863
Date: 27 January 2024
INSTRUCTIONS ON THE DAY OF ASSESSMENT:
Ensure you are connected to the internet in order to log into the Invigilator
YOUR EXAM QR CODE
App and scan this QR code. & EXAM ACCESS CODE
If you encounter difficulty in scanning the QR code, you can alternatively enter the
Exam Access Code below the QR code to start the invigilation.
Unless otherwise specified by your institution, note that you can only scan this QR
code once. If your assessment has multiple online sections, tests or attempts,
you should NOT finish the invigilation until your entire assessment has been
completed.
Only scan the QR code when the assessment formally commences.
The QR code is only scannable for a limited time and it should therefore be
scanned as soon as possible to start the invigilation.
Once the QR code is scanned,
ensure your media
volume Is turned up
and place your
smartphone next to
you. The Invigilator
App will notify you
with a notification beep
when you are required
to action a request,
which you should then
perform.
We recommend that you keep your smartphone on charge for the duration of the
assessment.
If you only have one device, you may access your assessment in the application by
pressing the ‘Access Exam’ button in the top right corner of your app.
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Keep the Invigilator App open on your cell phone for the full duration of
the assessment. You are not allowed to minimise or leave the app.
Ensure you are connected to the internet in order to commence the invigilation
as well as at the end of the assessment. No internet connection is required
during the assessment.
You have to adhere to the assessment time limit communicated to you by your
institution as the time displayed in the Invigilator App could differ from the
time allocated to complete your assessment. You can click the "Finish
Assessment" button in the app if you finish your assessment early.
If you are performing a written or Scan-and-Upload assessment:
The Invigilator App may request you to take a picture of every page of your answer
sheet at the end of the assessment. Unless otherwise specified by your institution,
this does NOT replace the normal upload of your script to your institution’s
online portal
After completing invigilation and following all app instructions, you must upload
your Invigilation App data. If however there is a delay in the upload of the
app data at the end of the assessment, you should prioritise the upload of your
script to your university portal and you can temporarily minimise the app to
do so. Uploading of app data is not time sensitive and you can come back and
do it after you have successfully uploaded your script to the exam portal.
Should you encounter any technical difficulty, please WhatsApp the Invigilator Helpdesk on
073 505 8273.
QUESTIONS SECTION
QUESTION 1: [10]
(a) Choose any two of the below terms or concepts and explain
them in your own words (3 marks
each): (6)
i. Difference-stationary process ii. Central Limit
Theory (CLT)
iii. Asymptotic normality
iv. Explosive series
(b) Choose any one of the two topics below. Write a paragraph in
which you focus on its relevance to time series analysis.
(4)
i. The Efficient Markets hypothesis
ii. Deterministic and stochastic trends
Downloaded by Vincent master (philomenamusangi990@gmail.com)
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