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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?
Suppose a small open economy is characterised by the following equations/information: Y =6K 0 L 1-α K 0 = 30,000 L 0 = 10,000
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
what meaning of limit pricing theory and its importance in industrial economics?
Ask question #are there any welfare or subsidy payment that should be reviewed or added?
Discuss the descriptive statistics of total government expenditures and per capita government expenditures. Plot their histograms and comment.
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.
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
Can you draw a line which starts from left to right has a positive slope?
Ask questia) Summarize the basic tenets of the arguments in thiscase b) Do you agree with main tenets of the arguments in the case? Why? Justify your answer with detailed explanati
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