Could anyone who is working with VAR model...plz suggest me some really good references of articles/paper to understand the application of VAR to time series data...
Thanks !!!
Yes. Check this out. http://www.eviews.com/StructVAR/structvar.html
You can download a free pdf copy and auxilliary files.
Thnks Abraham for ur help! Vll go thru this...
I understand that the long run multiplier formula will depend on whether m estimating my equation in level or difference... I am estimating equation in difference...I calculated the long run...
01 February 2018 4,719 10 View
I got the data for 1997 onwards but not able to find the data before 1997.
31 December 2017 4,049 3 View
I have a explanatory variable that is also endogenous and i want to include its square term as explanatory variable in the model. I'm using system GMM to estimate the model because it also has a...
04 May 2016 4,301 0 View
I'm interested in examining the short run and long run effects of globalization on inequality in a panel data? Can any one please tell which method is suitable for panel data? As per my knowledge...
01 February 2016 7,684 4 View
I need to get skilled and unskilled wages data from 1998-2011 from ASI data for indian manufacturing.The data given on ASI website gives data for different years using NIC-98,NIC-04 and NIC-08...
02 March 2015 9,611 1 View
My variable of interest is Trade in services(As % of GDP)...i need continuous time series from 1970-2010...but in between data for year 1994,95,96,97 is missing ? how to deal with it? I want to...
01 February 2015 8,810 6 View
One of the workshop gives the options to publish in university internal journal. Whether the paper will be accepted or not is not yet known for any workshop.
03 April 2014 6,610 1 View
I need it for developing countries only from 1990 onwards.
03 April 2014 9,098 2 View
“Here is a thought experiment. Let's place Rodolpho Llinas's jarred-brain on top of a body (Fig. 1). I bet Llinas would argue that his jarred-brain retains its own consciousness, and the android...
11 August 2024 2,483 1 View
I would like to learn more about SPSS and Its application especially in regards to data analysis. Please suggest me how I can learn more about it. Thank you so much.
11 August 2024 9,101 4 View
I have reverse sequences (AB1 format), can I base on reverse DNA sequences to perform nucleotide alignment, convert nucleotides to amino acids and deposit the sequence in GenBank database?
11 August 2024 5,138 1 View
Hello, Why do i see this baseline drift when i compare my blank (black) to the sample (blue)? Any suggestions as to why this happened? Thank you!
11 August 2024 3,770 4 View
Willett, Shenoy et al. (2021) have developed a brain computer interface (BCI) that used neural signal collected from the hand area of the motor cortex (area M1) of a paralyzed patient. The...
10 August 2024 7,180 0 View
I'm currently exploring the application of Python in textile engineering, specifically in areas like data analysis, process automation, and the development of smart textiles. I'm interested in...
10 August 2024 7,429 2 View
How can I use the cif data obtained from rietveld refinement extracted via gsas2, for microstructural analysis using ETEX software?
09 August 2024 7,718 0 View
Hello experts, Does anyone know any free software about retention index prediction ?
08 August 2024 7,403 2 View
The rate of glucose consumption by the neocortex is reduced by over 80% during anesthesia (Sibson et al. 1998), which disables the synapses (Richards 2002) that are inundated by glial tissue (Engl...
08 August 2024 3,118 0 View
Let's say we have a standard, regular hexagonal honeycomb with a 3-arm primitive unit cell (something like the figure attached; the figure is only representative and not drawn to scale). The...
07 August 2024 1,937 1 View