Describe three types of data of which financial econometricians might use for analysis.
b) State three examples of problems that could be tackled using each of the data type described in 1a above.
c) Explain the steps involved in the formulation of financial econometric models
d) Explain why unit root testing is important for time series data
e) Explain how to run the Engle-Grabger two-stage process to identify cointegrstion