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What is Homework 9 about?

Homework 9 focuses on advanced multivariate time series models, including penalized estimation of VAR, cointegration, and VECM models, with a due date of May 6. It consists of three problems that involve using R/RStudio for data analysis, including LASSO regression, rewriting models in VECM form, and conducting unit root tests on a specific dataset. Students are required to submit their homework as a single PDF file, which can be created using various formats.

Author

Vinayak Dutta

Language

EN