Estimating Vector Autoregressions with Panel Data
Author(s): Douglas Holtz-Eakin, Whitney Newey and Harvey S. Rosen
Source: Econometrica, Vol. 56, No. 6 (Nov., 1988), pp. 1371-1395
Published by: The Econometric Society
Stable URL: http:/www.jstor.org/stab
Ch. 4 Q 9
Investment advisors recommend risk reduction through international diversification. International
investing allows you to take advantage of the potential for growth in foreign economies, particularly in
emerging markets. Janice Wong is consideri
A polygraph (lie detector) is an instrument used to determine if the individual is telling the truth. These
tests are considered to be 94% reliable. In other words, if an individual lies, there is a 0.94 probability
that the test will detect a lie. Let th
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COMPARISONS OG QUIZ 1
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Below is the list of pertinent questions to be attempted for this section
OG 13 / 2015 AND OG
DEPARTMENT OF MATHEMATICS & STATISTICS
MTH 416A: REGRESSION ANALYSIS
(Session: 2016-17
Semester: II)
Problem Set 1
1. For the simple linear regression model = 0 + 1 + , = 1,2, , with usual
0 and
assumptions on random error , obtain least squares estimates
Department of Mathematics
MAL 108 (Introduction to Statistics)
Tutorial Sheet No. 7
(Regression and Correlation Analysis, ANOVA and Non-Parametric Tests)
1. Test H0 : = 0.9 against H1 : > 0.9 at 95% level of confidence.
2. A sample of size 27 from a bivar
Sums and
Differences of
Random Variables
39.3
Introduction
In some situations, it is possible to easily describe a problem in terms of sums and dierences of
random variables. Consider a typical situation in which shafts are tted to cylindrical sleeves.
On
Department of Mathematics
MAL 108 (Introduction to Statistics)
Tutorial Sheet No. 5 (Parameter Estimation)
1. Let X P (). Find unbiased estimators of 3 , e . Show that there does not exist unbiased
estimators of 1 .
2. Let X1 , . . . , Xn , (n 2) be a ran
Department of Mathematics
MAL 108 (Introduction to Statistics)
Tutorial Sheet No. 4 (Sampling Distribution)
1. Let X1 , X2 , . . . , Xn be a random sample from N (, 2 ). Let X be the sample mean and s2 be the
2
sample variance of X1 , X2 , . . . , Xn . Fi
Department of Mathematics
MAL 108 (Introduction to Statistics)
Tutorial Sheet No. 1 (Descriptive Statistics)
1. The following is a sample of prices of Basmati rice per 2 Kg in the Delhi in July 2015.
157, 159, 161, 157, 164, 161, 159, 157, 164, 161, 163,
Department of Mathematics
MAL 108 (Introduction to Statistics)
Tutorial Sheet No. 8 (Confidence Interval & Hypothesis Testing)
1. Four determinants of the pH of a certain solution were 7.90, 7.94, 7.91, 7.93. If is the true
mean of the pH of the solution
n
Xi3
cfw_
1
(b) I =
0
1. (a)
i=1
3
n
n
MTL 108 (Introduction to Statistics)
Answers to Tutorial Sheet No. 5
Xi2
2
n
i=1
+
n
if
X=0
, otherwise.
i=1
Xi
n
S2.
2. X
3. No.
4. 2X.
n
n
5. (a) No, E(X(n) ) = n+1
, V (X(n) ) = ( n+2
(b) Yes, Consistent.
n2
2
(
Department of Mathematics
MAL 108 (Introduction to Statistics)
Tutorial Sheet No. 2 (Basic Probability)
1. Items coming o a production line are marked defective (D) or non-defective (N). Items are observed
and their condition noted. This is continued unti
1
Distribution Theory for Normal Samples
We have stated before the following proposition, which we prove again here to remind
ourselves.
Definition 1. An orthonormal matrix O satisfies the identity Ot O = In , where In is the
n n identity matrix. [Here M
Department of Mathematics
MAL 108 (Introduction to Statistics)
Tutorial Sheet No. 3 (Random Variables and Distributions)
1. Determine whether the given function can serve as the probability distribution of a random variable
in a specied range
(i) f (x) =
1.
What was the strategic and economic rationale for Mannesmanns acquisition of
Orange? Did Mannesmann overpay for Orange?
The strategy of Mannesmann to acquire Orange was driven by its strategic need to become the
leader in the telecommunication industry
1.
WhatisthefundamentalvalueofNECEshares?
Taking all the information provided in the case into
consideration, we can use Enterprise Value Model to calculate the
Fundamental value. The calculation is shown as follow:
EBITDA = 48.283; EV/EBITDA=10.93; Enter
1.
What are the risks of the project throughout its lifecycle and how can they be
mitigated?
The biggest risk was primarily driven by ability to aquire land. In a timely and
most importantly cost effective manner. The risk was worsened as right to certain
Supply Chain Management
Inventory Management
Indian Institute of Foreign Trade , New Delhi
Overview
Functions of Inventory
Types of Inventory
Managing Inventory
ABC Analysis
Record Accuracy
Cycle Counting
Control of Service Inventories
Overview
Inv
Supply Chain Management
Strategy
Indian Institute of Foreign Trade , New Delhi
Supply Chain Management
Strategy
Supply Chain Excellence
Business Strategy and Supply Chain Strategy
Aligning the Strategies
Challenges
Competitive Advantage and the Three Cs
C
Supply Chain Management
Logistics / Transportation
Indian Institute of Foreign Trade, New Delhi
Overview
The role of transportation in the Supply Chain
Factors affecting transportation decisions
Modes of transportation and their
performance characteris
Supply Chain Management
Introduction
Indian Institute of Foreign Trade, New Delhi
Introduction to
Supply Chain Management
What is a Supply Chain?
Evolution of Supply Chain Management
Decision Phases in a Supply Chain
Important Elements of SCM
Process
Supply Chain Management
Sourcing / Purchasing / Procurement
Indian Institute of Foreign Trade , New Delhi
Overview
The Make or Buy Decision
The Role of Sourcing in a Supply Chain
Role of the Supply Base
Supplier Scoring and Assessment
Supplier Selection a
Supply Chain Management
Coordination
Indian Institute of Foreign Trade , New Delhi
Overview
Lack of Supply Chain Coordination and the
Bullwhip Effect
Effect of Lack of Coordination on Performance
Obstacles to Coordination in the Supply Chain
Manageria
Supply Chain Management
Performance Drivers and Measures
Indian Institute of Foreign Trade , New Delhi
Overview
Drivers of supply chain performance
A framework for structuring drivers
Facilities
Inventory
Transportation
Information
Sourcing
Pricing
Per
Supply Chain Management
Information Technology
Indian Institute of Foreign Trade , New Delhi
Overview
Importance of IT in SCM
Categories
Goals
Framework
E Business
Introduction
Information technology (IT) an important enabler
of effective supply chain ma
Supply Chain Management
Network Design
Indian Institute of Foreign Trade , New Delhi
Overview
Strategic framework for facility location
Multi-echelon networks
Location models
Impact of uncertainity
Performance Measurement
Supply Chain Snapshot
The Role of