Lecture 4

Question 1

Derive the likelyhood of the following ARCH model.

Answer 1

Question 2

Derie the post. dens. of alpha_1 of the following ARCH model. How to get alpha_1 (and alpha_0)?

Answer 2

Note ⍺_0 = s^2 * (1-⍺_1)

Question 3

Derive the likelyhood of the following Poisson regression model. Also derive the post. dist. under the assumption of a plat prior.

For beta_0, beta_1

Answer 3

Question 4

Answer 4

Question 5

Answer 5

Question 6

Answer 6