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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.
anova model two qualitatlve var
explain the method with an example
What is the ADF max test?
a) Design a simple econometric project to identify the factors that affect the demand for a good or service of your preference. Estimate the significance of these factors using mu
what is collinearity?
Problem: (a) Write down the equation for symmetric GARCH and clearly explain its components. (b) Explain the term ‘volatility clustering'. (c) How would you model leverag
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 invol
(a) Estimate how much more or less workers on average earn when they work for government as opposed to private sector, holding their characteristics constant. Interpret the finding
Hi I am currently working on my econometrics coursework which is to replicate a published paper. I was given the same data set as the paper and suppose to get the same answer as th
Suppose years of schooling, s , is the only variable that affects earnings. The equations for the weekly salaries of male and female workers are given by w m = 500 + 100 s and
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