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

Rihgt now.., In June, Leslie wins a cash prize of $2,000. She plans to use ...

In June, Leslie wins a cash prize of $2,000. She plans to use this money to pay her tuition bill in September. Leslie puts this money in a savings a savings account because her mai

Determine the interest rate, Assume that Jane spends her entire income of $...

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

Expected values and variances, What is the expected value and variance of y...

What is the expected value and variance of y = 3x+2 knowing that E(X) = 8 and var(X) = 4.

Household and the environment , Choose Y and X variables to model on the Ho...

Choose Y and X variables to model on the Household and the Environment Survey 2006. Using Ox software to write a program to do estimation, and then write a report based on the an

Measurement error, what are the causes,consequences and remedy of measureme...

what are the causes,consequences and remedy of measurement error?

Calculate the after-tax operating cash flows, Your firm will produce widget...

Your firm will produce widgets for the next 10 years (starting at t=1). Annual revenue from selling widgets is $20,000. Production requires an initial outlay (at t=0) for machin

Matrix., how do l get a co factor of a matrix

how do l get a co factor of a matrix

Correlation coefficient, a) Explain what is calculated by a correlation coe...

a) Explain what is calculated by a correlation coefficient. b) Why do economists commonly find regression a more useful tool than correlation? c) In a sample of 102 men the corre

Calculate the sample mean-variance-skewness , The tab-delimited text file c...

The tab-delimited text file contains daily stock prices for the Brazilian petroleum company Petrobras from 31 December 2008 to 31 December 2009. The data were obtained from yahoo f

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