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what are the test for heteroscedasticity?
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
Profit maximization is theoretically the most sound but practically unattainable objective of business firms. In the light of this statement critically appraise the Baumol’s sales
reasons of lags
if there is multicollinearity so why we can not estimate the value of parameters?
Problem 1. Consider the demand function Q(p 1 , p 2 , y) = p 1 -2 p 2 y 3 , where Q is the demand for good 1, p 1 is the price of good 1, p 2 is the price of good 2 and y is t
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
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
What is the expected value and variance of y = 3x+2 knowing that E(X) = 8 and var(X) = 4.
how to remedial of multicollinearity??
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