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Suppose time-series data has been generated according to the following process: where t is independent white noise. Our main interest is consistent estimation of Φ from r
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
Suppose you have a model of capital investment by a U.S. rm. Imagine that yt, x1t and x2t are annual measures of investment, lagged pro t, and lagged capital stock, all in real do
Gretl help?
volatility
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
Ask q2. Using a sample of 545 full-time workers, a researcher is interested in the question as to whether women are systematically underpaid compared with men. First, a research es
The firm is considering manufacturing a second product in its factory alongside the first. The demand functions for the two products are: Q d1 =180 - 4P 1 Q d2 =90
Replicate the estimations in Table 2 on page 82 of Graddy (1995), but excluding the data of King Whiting.
how to calculate equilibrium quantity and price
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