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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 won a contest and are allowed to choose between two prizes. One option is to receive $200 now and another $200 a year from now. The second option is $150 now and $255 a
HI, I am currently working on my econometrics assignment which requires me to replicate the result of a published paper. I have been given the same data set as the paper therefore
PROOF THAT E(XU) DIFFERENT FROM ZERO.
Process economics questions for assignment
The tab-delimited text file C359A1S1Q2.txt contains daily prices for the South Korean Stock Exchange Index (KOSPI) from 4/7/2006 (observation 1) to 11/6/2010 (observation 977). Alt
The firm is considering manufacturing a second product in its factory alongside the first. The demand functions for the two products are: Q d1 =180 - 4P 1 Q d2 =90
Profit maximization is theoretically the most sound but practically unattainable objective of business firms. In the light of this statement critically appraise the Baumol’s sales
demand function(qd)=650-5p-p2 where p=10
if there is multicollinearity so why we can not estimate the value of parameters?
Suppose time-series data has been generated according to the following process: where t is independent white noise. Our main interest is consistent estimation of Φ from r
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