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Problem:
a) Using a financial or economics theory, determine a simultaneous structural model and a recursive model, explaining each variable used in the models.
b) Using your above formulated simultaneous structural model, obtain the reduced form equations and deduce whether the equations are over/under or just-identified.
c) Based on your results from part (b), explain which methodology(ies) can be used to estimate the reduced form equations and why.
d) Explain in details which test can be used to test for the exogeneity of a variable. Answers must be supported by an example.
Probelm: (a) Differentiate between homoscedasticity and heteroscedasticity. (b) Outline the reasons why the variances of disturbance term may vary. (c) Given the 3 observ
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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?
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
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Problem: a) In what circumstances would you apply switching models? b) Using dummy variables for seasonality show how you would test for January effects in financial data?
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The attached Eviews results are for a model who has a professional career (dependent variable = pro (1 if respondent has a professional career, 0 otherwise). The data is the 1979 c
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