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Time-series analysis What are the problems related to non-stationarity How are the parameters in MA and AR models related to the appearance of the time

Time-series analysis What are the problems related to non-stationarity

How are the parameters in MA and AR models related to the appearance of the time series? In other words, what parameters lead to a more "smooth" appearance? More "volatile" appearance?

Theoretical issues related to basic linear model specification, please explain the following

  1. Formula for OLS estimate
  2. Instrumental Variable estimate - should be able to explain what is an instrument and how to check if a variable can serve as an instrument

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