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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.
I need help on using eviews for Iterated cumulative sums of squares (ICSS) algorithm for detecing structural break. How much would it be?
please provide literature on vecm granger causality block exogenity wald test and also tell how to interpret results
question number one
In June, Leslie wins a cash prize of $2,000. She plans to use this money to pay her tuition bill in September. Leslie puts this money in a savings a savings account because her mai
The town of Dusty View, Saskatchewan has only two residents - Justin and Sarah - and has a water supply shortage in the summer. The municipal water utility charges a break even pri
cost function; expenditure=B1+B2N+B3N+U EXP=17099+1.60N-1.2Q regration sum of square=8 qutinos 1 explain inter prtation
prove that summation k =0 and summation kxi=1
Assume the following table gives the joint PDF (probability distribution function, not Adobe document!!) of two discrete variables, x and Y. Vari
how to calculate trade potential on eviews?
Assume the price elasticity of cigarettes is 0.25. By how much would prices have to increase to get a 20% reduction on smoking?
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