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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.
verify Leibniz rule for differentiation under the integral sign for the following function 2x^2+3xy+3y^2
Explain the stages and various coordination mechanisms involved in policy processes. Discuss various factors that influenced the agenda setting in policy processes
Please help me in using Stata
The following table contains the ACT scores and the GPA (grade point average) for eight college students. Grade point average is based on a four-point scale and has been rounded to
if there is multicollinearity so why we can not estimate the value of parameters?
What is the rival principle of distribution? What are the impacts of ethics and morals on the rival principles of distribution?
about t-ratio test under multicolinarity
A chance sample of visitors to a National Park was interviewed regarding their impressions of the Park. Of 200 interviewees, 120 said that they would probably make a return visit
Would you please advise me what would be the code in Eviews if I have first dependent variable in continuous data, second censor data and third discrete data in my system (structu
volatility
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