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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.
Why use auxiliary regression? What are the benefits of using it?
My question is that when we use Impulse response function and how to use it. Is it used along with some other methodology. What is the meaning of graphs of IRF?
i) Briefly distinguish between the Cournot duopoly model and that of Stackelberg. ii) Suppose the inverse market demand curve for a telecommunications equipment is P = 10
whits tests
A brief summary of the procedure of maximum likelihood.
Gretl help?
Explain the difference among the usual (product moment) correlation and rank correlation. In what situations is it more appropriate to use rank correlation?
how to calculate trade potential on eviews?
The following regression was estimated to explain the inflation rate in the USA. The data set contains annual observations from 1970 to 2010. Inft = 2500 + 50*Xt +
what are the uses of correlation in economics?
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