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problem 1:

Make a distinction between endogenous and exogenous variables in simultaneous equation model?

problem 2:

prepare down two equations that can be solved simultaneously, determine whether they’re identified or over-identified and get the decreased form equations.

problem 3:

Can OLS be applied to the decreased form equations? Justify your answer.

problem 4:

Make a distinction between a simultaneous model and a recursive model and show clearly that OLS can be applied to recursive model.

problem 5:

What do you understand by these processes?

• Autoregressive

• Distributed lag

• Moving Average

problem 6:

prepare down AR (2) process and MA (1) process.

problem 7:

Compute the (unconditional) means and variances of the dependent variables for both an AR (1) and for MA (1).

problem 8:

Make a distinction and differentiate between a fixed effect models (FEM) and an error components model (ECM)?

Financial Econometrics, Finance

  • Category:- Financial Econometrics
  • Reference No.:- M97645

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