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

Role , what is role of education in economic development?

what is role of education in economic development?

The south African government is not providing, Ask question #are there a...

Ask question #are there any welfare or subsidy payment that should be reviewed or added?

#title.MULTICOLINEARLITY, HOW TO USE CORRELATION OF THE OFF DIAGONAL ELEMEN...

HOW TO USE CORRELATION OF THE OFF DIAGONAL ELEMENTS OF THE COVARIANCE MATRIX TO DETECT MULTICOLINEARLITY

Stationary testing, Help with how to calculate a value from the dickey full...

Help with how to calculate a value from the dickey fuller test

Find the best choice, Paul's utility function is u(x, y) = xy 2 . Let unit ...

Paul's utility function is u(x, y) = xy 2 . Let unit prices be given by  Px = 6 cents,  Py = 2 cents, and assume that Paul's budget is the same as Peter's from the previous problem

Agrilculture based project, visit to a village panchayat for agrilculture b...

visit to a village panchayat for agrilculture based project

Homoscedasticity and heteroscedasticity, Probelm: (a) Differentiate bet...

Probelm: (a) Differentiate between homoscedasticity and heteroscedasticity. (b) Outline the reasons why the variances of disturbance term may vary. (c) Given the 3 observ

Stata, Please help me in using Stata

Please help me in using Stata

Marginal revenue function, A firm has the certain total revenue (TR) functi...

A firm has the certain total revenue (TR) function:      TR=(4Q+2) e 4Q where Q  is Quantity      Find the firm's marginal revenue function.

Concave utility function, Brie?y describe the preference reversal phenomeno...

Brie?y describe the preference reversal phenomenon, and explain how Grether and Plott's (1979) experimental design deals with anchoring as one of its possible causes. Using a dr

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