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explain the method with an example
Hi, I''m a PhD student in empirical finance I’m trying to conduct bivariate nonlinear conintegration tests using threshold Vector Error Correction (TVEC) methodology (Hansen and Se
How to test the linear regression?
write a term paper on modelling and multicollinearity
what are the test for heteroscedasticity?
Consider the following equations designed to estimate a school's test scores (Test) and the school's dropout rate (Drop). Test i = B 0 + B 1 *Parent Ed i + B 2 *school quali
Models of time series
economic system
1. (a) Consider a perfectly competitive industry that produces a total output of 190 units in the long run. Suppose there are n identical firms in the market. Each firm then produc
Question: (a) Formulate a VAR with 4 lags and also rewrite it in matrix form, mentioning the limitations of such models. (b) What is the rationale behind introducing lag-dep
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