Time series analysis, economics, Microeconomics

yt =a+fyt-1 +ut, ut =et +?et-1,
where et is independent white noise

assume the process is stationary. Will OLS generally provide you with consis- tent point estimates of f? Can you give conditions under which it will? Provide the asymptotic distribution of OLS under these assumptions.
Posted Date: 3/8/2012 6:11:18 PM | Location : United States

Related Discussions:- Time series analysis, economics, Assignment Help, Ask Question on Time series analysis, economics, Get Answer, Expert's Help, Time series analysis, economics Discussions

Write discussion on Time series analysis, economics
Your posts are moderated
Related Questions
advantages and disadvantages

Lack of Integration in Policy Formulation and Policy Implementation: A common thread uniting these diverse diagnoses and prescriptions can be seen among most of the critical e

Ask questi‘Social welfare functions embody a normative conception of the relative importance of equity and efficiency’. With the aid of diagrams, illustrate and explain this propos

Will Governments Follow Good Policies? That governments can assist in development and growth doesn't mean that governments will. The broad experience of growth in developing ec

#question.Now suppose nation A has RA resources in its treasury and nation B has RB resources. The winning coalition in each nation is WA and WB respectively. Leaders want to survi

prove that the utility approach and the indifference curve approach yield the same consumer equilibrium

What is Demand Forecasting? Explain in brief various methods of forecasting Demand.