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problem 1:

Why is a disturbance term included in the regression?

problem 2:

What are the properties of OLS estimator?

problem 3:

Mention the major steps involved in the application of Box-Jenkins approach to forecasting.

problem 4:

What do you understand by a stationary time series data and describe in details how a non-stationary times series can be transformed in a stationary one and clearly show the steps and conditions required to retrieve lost information on long run and short run elasticities throughout the differencing process?

problem 5:

prepare down the major techniques of economic forecasting.

problem 6:

Comment on two information criteria for model selection

Financial Econometrics, Finance

  • Category:- Financial Econometrics
  • Reference No.:- M97642

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