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My econometrics assignment is due for monday, August 18th. I''m running out of time and need a help to meet the deadline. I need answers for 4 problems from the basic econometrics.
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
please provide literature on vecm granger causality block exogenity wald test and also tell how to interpret results
Currently the stock of Backstreet Toys (BT) is selling for $20 per share and the risk free rate is5%. a) Draw a payoff diagram for each of the following 3 portfolios: i. Buy
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?
do you write assignment or just help write assignments
Calculate the incremental profit Electron Control would earn by customizing its instruments and marketing directly to end users.
Please help me in using Stata
(a) What is a white noise process? (b) Distinguish between exogenous and endogenous variables, using examples. (c) What do you understand by simultaneity bias and can OLS
The following table gives data on the Consumer Price Index (CPI) and the Standard & Poor (S&P) company''s index of 500 common stock prices. Year CPI Index S&P 500 Index 1978 65.2 9
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