This topic contains a solution. Click here to go to the answer

Author Question: You can determine the lag lengths in a VAR A) by using confidence intervals. B) by using ... (Read 75 times)

Bernana

  • Hero Member
  • *****
  • Posts: 530
You can determine the lag lengths in a VAR
 
  A) by using confidence intervals.
  B) by using critical values from the standard normal table.
  C) by using either F-tests or information criteria.
  D) with the help from economic theory and institutional knowledge.

Question 2

The biggest conceptual difference between using VARs for forecasting and using them for structural modeling is that
 
  A) you need to use the Granger causality test for structural modeling.
  B) structural modeling requires very specific assumptions derived from economic theory and institutional knowledge of what is exogenous and what is not.
  C) you can no longer use the information criteria to decide on the lag length.
  D) structural modeling only allows a maximum of three equations in the VAR.



Related Topics

Need homework help now?

Ask unlimited questions for free

Ask a Question
Marked as best answer by a Subject Expert

Missbam101

  • Sr. Member
  • ****
  • Posts: 341
Answer to Question 1

Answer: C

Answer to Question 2

Answer: B




Bernana

  • Member
  • Posts: 530
Reply 2 on: Jun 29, 2018
YES! Correct, THANKS for helping me on my review


ricroger

  • Member
  • Posts: 352
Reply 3 on: Yesterday
Wow, this really help

 

Did you know?

According to animal studies, the typical American diet is damaging to the liver and may result in allergies, low energy, digestive problems, and a lack of ability to detoxify harmful substances.

Did you know?

Atropine was named after the Greek goddess Atropos, the oldest and ugliest of the three sisters known as the Fates, who controlled the destiny of men.

Did you know?

About 80% of major fungal systemic infections are due to Candida albicans. Another form, Candida peritonitis, occurs most often in postoperative patients. A rare disease, Candida meningitis, may follow leukemia, kidney transplant, other immunosuppressed factors, or when suffering from Candida septicemia.

Did you know?

Famous people who died from poisoning or drug overdose include, Adolf Hitler, Socrates, Juan Ponce de Leon, Marilyn Monroe, Judy Garland, and John Belushi.

Did you know?

The heart is located in the center of the chest, with part of it tipped slightly so that it taps against the left side of the chest.

For a complete list of videos, visit our video library