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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.
explain the concept of cochrane-orcutt procedure
the following are the weekly amounts of welfare payments made by the federal government to a sample of six families: $139, $136,$130,$136,$147and$136.what is the range
how run ditributed lag model and how select lag length?
Give the mathematical formula of calculate the slope of a line?
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 do l get a co factor of a matrix
how to regress
advantages and disadvantages
Given for a closed economy: C = $20 + 0.50Y D I = $40 G = $10 Y D = Y- T 0 T 0 = $5 Determine: (a) the equilibrium
Replicate the estimations in Table 2 on page 82 of Graddy (1995), but excluding the data of King Whiting.
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