What do you understand by non-linear models, Econometrics

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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?

(d) Formulate an ARCH(q) model show how you would test for ARCH effects.

(e) How would you proceed with estimating a GARCH model?

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