Author Question: The lag length in a VAR using the BIC proceeds as follows: Among a set of candidate values of p, the ... (Read 139 times)

Mr. Wonderful

  • Hero Member
  • *****
  • Posts: 866
The lag length in a VAR using the BIC proceeds as follows: Among a set of candidate values of p, the estimated lag length xxxis the value of p
 
  A) For which the BIC exceeds the AIC
  B) That maximizes BIC(p)
  C) Cannot be determined here since a VAR is a system of equations, not a single one
  D) That minimizes BIC(p)

Question 2

A VAR with k time series variables consists of
 
  A) k equations, one for each of the variables, where the regressors in all equations are lagged values of all the variables
  B) a single equation, where the regressors are lagged values of all the variables
  C) k equations, one for each of the variables, where the regressors in all equations are never more than one lag of all the variables
  D) k equations, one for each of the variables, where the regressors in all equations are current values of all the variables



al

  • Sr. Member
  • ****
  • Posts: 344
Answer to Question 1

Answer: D

Answer to Question 2

Answer: A



Related Topics

Need homework help now?

Ask unlimited questions for free

Ask a Question
 

Did you know?

Approximately 70% of expectant mothers report experiencing some symptoms of morning sickness during the first trimester of pregnancy.

Did you know?

More than 50% of American adults have oral herpes, which is commonly known as "cold sores" or "fever blisters." The herpes virus can be active on the skin surface without showing any signs or causing any symptoms.

Did you know?

The first-known contraceptive was crocodile dung, used in Egypt in 2000 BC. Condoms were also reportedly used, made of animal bladders or intestines.

Did you know?

All patients with hyperparathyroidism will develop osteoporosis. The parathyroid glands maintain blood calcium within the normal range. All patients with this disease will continue to lose calcium from their bones every day, and there is no way to prevent the development of osteoporosis as a result.

Did you know?

Every 10 seconds, a person in the United States goes to the emergency room complaining of head pain. About 1.2 million visits are for acute migraine attacks.

For a complete list of videos, visit our video library