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Multivariate Econometrics

This class was created by Brainscape user M d Heijer. Visit their profile to learn more about the creator.

By: M d Heijer
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Decks in this class (9)

Part 1
What is the conditional mean of a...,
What is the usual representation ...,
What are the four properties of t...
58  cards
Part 2
Why should we be interested in an...,
What happens when lambda 1,
What is a unit root process
62  cards
Part 3
For which types of data are panel...,
What is de definition of a linear...,
What are the three major groups o...
35  cards
Exercises Part 1
How we you compute autocovariance...,
How to check if an ar p process i...,
How do you compute autocovariance...
36  cards
Exercises Part II
How do you determine the order of...,
How do you determine the cointegr...,
How do i derive a cecm of y_t giv...
31  cards
Exercises Part III
What does cross sectional depende...,
Discuss the two main approaches t...,
39  cards
Exam Exercises
What is the definition of granger...,
What is the definition of strong ...,
What is the definition of super e...
16  cards
Exam 2019 Exercises
What is the definition of mixing,
What is the definition of station...,
What is the definition of spurios...
14  cards
Final Exams Exercises
What is the core idea of the mean...,
What is a homogeneous panel data ...,
When having derived a limiting di...
11  cards

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Multivariate Econometrics

  • Class purpose General learning

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