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Problem:
a) In what circumstances would you apply switching models?
b) Using dummy variables for seasonality show how you would test for January effects in financial data?
b) Explain in details how you would apply Markov Switching Models to the Gilt-Yield Equity Ratio1 (GEYR)?
You have collected data for 104 countries to address the difficult questions of the determinants for differences in the standard of living among the countries of the world. You rec
compare the price elasticity of demand on two parallel demand curves for a given price and for a given quantity
Plot the appropriate short run and revenue curves ( you may need more than one diagram, and tables) to determine at which price and output levels "Draw Ltd", would achieve:
A brief summary of the procedure of maximum likelihood.
Problem 1. Consider the demand function Q(p 1 , p 2 , y) = p 1 -2 p 2 y 3 , where Q is the demand for good 1, p 1 is the price of good 1, p 2 is the price of good 2 and y is t
(a) Explain what is meant by the term regression. (b) Describe the justification for the inclusion of a disturbance term in a regression analysis. (c) With appropriate exa
How to test the linear regression?
The tab-delimited text file contains daily stock prices for the Brazilian petroleum company Petrobras from 31 December 2008 to 31 December 2009. The data were obtained from yahoo f
what is the importance of price
Hello I am a PostGrad student. Need some help in the coursework
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