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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?
a) Design a simple econometric project to identify the factors that affect the demand for a good or service of your preference. Estimate the significance of these factors using mu
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Models of time series
Discuss the descriptive statistics of total government expenditures and per capita government expenditures. Plot their histograms and comment.
What''s the relationship between economic efficiency and technical efficiency
why do we make use of regression analysis in our econometrics analysis
i need help in project
Question 1: a) Explain what is a VAR giving an example both in the form of an equation and matrix. Discuss its benefits and limitations. b) How can we estimate a VAR invol
what factors affect the choice of material handling systems
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