Replica Paper: 1
Financial Econometrics
Muhammad Taimur
Following were the papers reviewed which have utilized simultaneous equations and applied
2SLS method. The abstract of these papers have been pr
Econ 427 lecture 23 slides
Intro to Cointegration and Error
Correction Models
Byron Gangnes
Cointegration
To integrated series are said to be cointegrated
when there is a linear combination of the tw
Modeling Stock Market
Volatility using GARCH
Models: Evidence from
MuhammadIndex
Taimur
KSE-100
Introduction
The stability of stock markets is key to economic
development, however markets are time evo
Modeling Stock Market Volatility using GARCH Models: Evidence from KSE-100 Index
Muhammad Taimur
Introduction:
Stock markets are considered to play a very important role in a countrys economic develop
In the first step stationaririty of the two variables was checked. Since for Co integration non stationarity of
variables is must. Then the residuals should be stationary. Both DJI and KSE were non st
Co-integration between international
markets: Evidence from Karachi
Stock Exchange and Dow Jones
Industrial Average
MuhammadTaimur
Introduction
Globalizationandreducedrestrictionsoninternationalcrossl
Co-integration between international markets: Evidence from Karachi Stock Exchange
and Dow Jones Industrial Average
Muhammad Taimur
Introduction:
The flow of capital between different across the globa
Forecasting the Exchange Rate of
Pakistani Rupee using ARIMA
model
MuhammadTaimur
Introduction
Theroleofexchangerateiscrucialintodaysbusiness
environmentandisimportanttotheeconomy,businesses,
fundmana
Forecasting the Exchange Rate of Pakistani Rupee using ARIMA model
Muhammad Taimur
Abstract:
In this era of global dynamic economy forecasting foreign exchange rates accurately with less
deviation is
The Effect of Board
Independence on the Earnings
Quality: Evidence from
Pakistani Listed Companies
MuhammadTaimur
Introduction
Highly reported earnings (Earning Management) figures favor
managers whil
Gujarati: 21.1
Variable: Personal Consumption Expenditure
Correlogram
Interpretation:
Looking at the correlogram, the bars lie outside the blue lines thus we conclude that the data is
non stationary u
Chapter 6
Multivariate models
Introductory Econometrics for
1
Simultaneous Equations Models
All the models we have looked at thus far have been single equations models of
the form
y = X + u
All of the
Activity Lab 03
Answer 1:
a. Estimating Pooled OLS:
Model 1: Pooled OLS, using 60 observations
Included 3 cross-sectional units
Time-series length = 20
Dependent variable: Y
Coefficient
12.4394
-0.053
Labor and Agriculture productivity:
A case of of District Malakand.
MuhammadTaimur
Introduction
Agriculture has been considered as the
backbone of Pakistani economy since 1947
Agricultural output and