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MMLU / Which of the following are advantages of the VAR approach to modelling the…

Problem

Answer published by the source. Consult the official source to check your work against its answer.

question

Which of the following are advantages of the VAR approach to modelling the relationship between variables relative to the estimation of full structural models?

i) VARs receive strong motivation from financial and economic theory


ii) VARs in their reduced forms can be used easily to produce time-series forecasts


iii) VAR models are typically highly parsimonious


iv) OLS can be applied separately to each equation in a reduced form VAR

choices

  1. (ii) and (iv) only
  2. (i) and (iii) only
  3. (i), (ii), and (iii) only
  4. (i), (ii), (iii), and (iv)

subject

econometrics

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Source and history

task_id
61858776-8b2b-5bdc-b9eb-3bbd73f6082e
task_key
all--test--61858776-8b2b-5bdc-b9eb-3bbd73f6082e
task_revision_id
1
config / split
all / test

Official source

initial import