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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
Choose a share from a market such as LSE, NYSE, NASDAQ, etc. [Data sources could be Datastream, Google Finance or others]. Prepare a report which involves the following aspects:
Replicate the estimations in Table 2 on page 82 of Graddy (1995), but excluding the data of King Whiting.
Let W be a random variable such that Supp (W) = {2, -1, 0, 1, 2 } and What is p? Define U = W 2 . What is Supp (U) and fU (u) = Pr [U = u] for u ∈ Supp (U)? Compute E [W] a
i) Briefly distinguish between the Cournot duopoly model and that of Stackelberg. ii) Suppose the inverse market demand curve for a telecommunications equipment is P = 10
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
Problem: a) In what circumstances would you apply switching models? b) Using dummy variables for seasonality show how you would test for January effects in financial data?
Discuss the descriptive statistics of total government expenditures and per capita government expenditures. Plot their histograms and comment.
Students in the red/black card game had to make individual deals. How would the situation change if they could bargain collectively?
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