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Suppose that ∆Yt follows the AR(1) model ∆Yt = β0 +β1∆Yt−1 +ut . Show that Yt follows an AR(2) model.
Suppose that ∆Yt follows the AR(1) model ∆Yt = β0 +β1∆Yt−1 +ut . Show that Yt follows an AR(2) model.
Show yt−yt−1 yt ≈ logyt − logyt−1. How is this approximation useful for economics? Why do economists plot graphs with log on the vertical axis?
Show that it is a martingale and show all work shou tha L-e shou tha L-e
9. Show that (B-3t B)o is a martingale with respect to Brownian motion. is a martinigale with respeC 1>0 9. Show that (B-3t B)o is a martingale with respect to Brownian motion. is a martinigale with respeC 1>0
1. For the ARIMA model below, give values for IE (Yt) and Var (Yt). Yt = Yt−1 − 0.08Yt−2 + et − 0.02et−1?
Consider two models for the variable Yt: MA: Yt = Bo + B1 Yt-1 + Ut MB: Yt = A + A1 Yt-1 + A2 Xt + Vt While examining the prediction errors you obtain a Diebold-Mariano statistic of 1.78, what is your decision at the 10% significance level? A. Reject the null B. Fail to reject the null O C. Not enough information
A partial diploid of genotype it pt ot zty pot z+ yt will show A. inducible production of B-galactosidase only B. inducible production of B-galactosidase and permease C.constitutive production of B-galactosidase only D.no B-galactosidase or permease production at all E. constitutive production of B-galactosidase and permease
II) A consumer behavior is described by the equation Yt = C+ + St where Yt, Ct and St stand respectively for the income, consumption and saving of the consumer at the time period t. We assume that Ct = {Y{+1 – 7 and S4 = 55 Y4 at any time period t. 1. Write down the difference equation of consumption of the consumer. 2 marks For the subsequent questions, we assume that the consumption of the consumer satisfies the...
II) A consumer behavior is described by the equation Yt = Ct + St where Yt, Ct and St stand respectively for the income, consumption and saving of the consumer at the time period t. We assume that Ct = {Yt+1 – 7 and St = 53 Y+ at any time period t. 1. Write down the difference equation of consumption of the consumer. 2 marks For the subsequent questions, we assume that the consumption of the consumer satisfies the...