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Question:
(a) Formulate a VAR with 4 lags and also rewrite it in matrix form, mentioning the limitations of such models.
(b) What is the rationale behind introducing lag-dependent variable in a regression?
(c) What do you understand by non-linear models?
(d) Formulate an ARCH(q) model show how you would test for ARCH effects.
(e) How would you proceed with estimating a GARCH model?
(b) Suppose that the initial conditions are as follows: y0 = 0 and et = 0 for t= 0. Impose the initial conditions in order to find the general solution.
You are a logistics consultant for a rapidly growing online retail company. They plan to expand their operations to a new geographical region.Task: Develop a comprehensive logistic
A thick walled cylinder has internal and external diameters of 120 mm and 420 mm respectively. It is made from a ductile elastic material of your choice and is used to contain hot
#question.elaborate the different methods for the estimation of simultaneous equation model in case of exact and over identification?
Assume that Jane spends her entire income of $100 on two goods, x and y. Moreover, these goods are perfect complements for her. Let the price of good x go up while the price
explain the concept of cochrane-orcutt procedure
advantages and disadvantages
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
As in the model solved initially, the following is the LP model Maximize Z = $42.13*(x 11 + x 12 + x 13 + x 14 ) + $38.47*(x 21 + x 22 + x 23 + x 24 ) + $27.87*(x 31 + x
what model should i use for economic services and how to run spss for the same?
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