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Hi, I''m a PhD student in empirical finance I’m trying to conduct bivariate nonlinear conintegration tests using threshold Vector Error Correction (TVEC) methodology (Hansen and Se
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
Define Dummy Variable and write its importance in Regression model.
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#question.elaborate the different methods for the estimation of simultaneous equation model in case of exact and over identification?
what are the test for heteroscedasticity?
WHAT ARE THE GOVERNMENT FUNCTIONS?
if there is multicollinearity so why we can not estimate the value of parameters?
Suppose an economy has the following Real money demand Function: L(Y,i) = 1000 + 0.3Y - 4000i, where i is the nominal interest rate paid on non-monetary (financial) assets,
Problem: (a) Write down the equation for symmetric GARCH and clearly explain its components. (b) Explain the term ‘volatility clustering'. (c) How would you model leverag
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