What do you understand by non-linear models, Econometrics

Assignment Help:

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?


Related Discussions:- What do you understand by non-linear models

Econometric project assistance needed, HI, I am currently working on my eco...

HI, I am currently working on my econometrics assignment which requires me to replicate the result of a published paper. I have been given the same data set as the paper therefore

Course work, estimate the determinants of demand of a firm or several firms...

estimate the determinants of demand of a firm or several firms within a particular industry or country

Business versus government, how might short and long term goals between a b...

how might short and long term goals between a business and the government differ?

Differentiate between linear and log-linear model, Problem: (a) Differe...

Problem: (a) Differentiate between linear and log-linear model. (b) Distinguish between type I and type II errors. (c) (i) A bulb manufacturer claims that its bulbs last

Impulse Response function (IRF), My question is that when we use Impulse re...

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?

Equation prove, prove that summation k =0 and summation kxi=1

prove that summation k =0 and summation kxi=1

Revaluation of currency, what are the econometric models supporting currenc...

what are the econometric models supporting currency revaluation and their application

Elasticity, compare the price elasticity of demand on two parallel demand c...

compare the price elasticity of demand on two parallel demand curves for a given price and for a given quantity

Coursework, Following the general methodology used by econometricians as ex...

Following the general methodology used by econometricians as explained in the session for week 1 (eight steps), explain how you would proceed to determine if a good complies with t

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd