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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?
Would you please advise me what would be the code in Eviews if I have first dependent variable in continuous data, second censor data and third discrete data in my system (structu
The attached Eviews results are for a model who has a professional career (dependent variable = pro (1 if respondent has a professional career, 0 otherwise). The data is the 1979 c
kindly help in in doing the assignment
how might short and long term goals between a business and the government differ?
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
I need help on using eviews for Iterated cumulative sums of squares (ICSS) algorithm for detecing structural break. How much would it be?
how to calculate trade potential on eviews?
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
what is ac that mines average cost,
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
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