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Question 1:
a) Explain what is a VAR giving an example both in the form of an equation and matrix. Discuss its benefits and limitations.
b) How can we estimate a VAR involving equations having a contemporaneous feedback term?
c) Distinguish between variance decomposition and impulse response functions.
Question 2:
(a) What are the two types of non-stationarity that exist and show how one of them can be made stationary?
(b) How do we test for a unit root?
(c) What does it mean when two variables are cointegrated?
(d) Using the Engle-Granger approach show how parameters can be estimated in cointegrated systems.
ear Sir/Madam, I need somebody to implement the followintg models and test: Plot the variables studied Test for a unit root of all my variables using the ADF (p) tests for the le
(a) Describe all tests that you need to undertake prior to working with time series data. (b) Consider the following regression result: Standard Errors: (6.7525)
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