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QM2 Econometric Project As part of the course requirements you have to undertake an econometric evaluation of an economic issue using data that you have gathered either from the ho
what are factors contributing to the long run trend interms of trade of developing countries?
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?
The following table contains the ACT scores and the GPA (grade point average) for eight college students. Grade point average is based on a four-point scale and has been rounded to
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-dep
Show which of the following are cross-section data, giving the reasons. (i) Wages of individual workers in the UK chemical industry in 2009. (ii) Annual growth rates of eve
expected solution plus hypothesis
Need to run MGARCH (system) in SAS or other software. Have data.
What is the ADF max test?
In a study relating college grade point average to time spent in various activities, students are asked how many hours they spend each week in four activities: studying, sleeping,
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