Hi! How do I calculate Degrees of Freedom in a VECM? I use Eviews, where only the F-stat is displayed, and no p-value.
Are the long run coefficients (or rather t-values) in the cointegrating equations of the Johansen cointegration test sensitive to non-normality? I know the short run equations in the VEC...
03 April 2018 5,489 3 View
Hi! I have a question regarding VECM and IRF interpretation in Gretl. According to the speed of adjustment coefficient (error correction term) in the VEC, the target variable adjusts at a speed of...
03 April 2018 7,715 1 View
Hi! I have used Johansen normalization in VEC models, but never really understood the concept of overidentification. Can someone plz explain this to me in a simple way? A reason I could never wrap...
11 December 2017 5,992 0 View
Hi! In a VEC system with four equations (and two lags) and rank three, I get three variables that are significant (according to a Chi2-test of the parameters), and one that isn't. How do I...
07 August 2016 8,131 5 View
I'm running a VEC model and get Durbin-Watson statitics where d < dL,α, wich means there is statistical evidence that the error terms are positively autocorrelated. However, a Ljung-Box Q test...
07 August 2016 2,425 2 View
I have four variables in a VEC model. I have allready established the presence of three vectors. My hypothesis is that variable 3->variable 1, variable 3-> variable 2, and that variable...
07 August 2016 7,359 6 View
What do I do if I want to use Johansen test for cointegration, but the time series I use are not non-stationary? Can I search for a time-span that is? For instance, when I examine the 1900-2012...
05 June 2016 3,048 19 View
Hi! I'm not very good at algebra, wich caues problems for me when reading econometric articles. Now, I'm reading the Rahbek and Mosconi (1998) paper on how to introduce exogenous variables in VEC...
04 May 2016 3,399 4 View
Hi! I have trouble interpreting confidence intervals in Impulse response functions. I am correct if I understand it that both the upper and the lower CI-bands have to be on the same side of zero?
01 February 2016 4,102 0 View
Hi! This might seem like a dumb question, and it probably is. I´ve read a little time series econometrics and have come to learn that you can´t compare non-stationary series (unless there is...
01 February 2016 9,183 12 View
Hi, I'm currently working on a project where I need to plot the atom-projected band structure using GPAW. I've been able to calculate the band structure for my material, but I'm having trouble...
07 August 2024 269 3 View
Hello everyone
01 August 2024 6,431 4 View
I have an RNA-seq data that I have analysed using Limma-voom and have extracted the gene IDs, log2FC and the p-values. At p value < 0.05, I have over 10,000 DEGs, however, when I run the GO...
31 July 2024 225 2 View
Dear All, My lab primarily works on insect wing patterns. In one of the projects, my student and I have defined 19 abnormality characters on the forewing and 6 abnormality characters on the...
31 July 2024 6,464 5 View
I have two groups that I test on three different tasks. I have 4 independent t-test, 6 paired t-test and 2 ANCOVA. My concern for which t-test should I conduct bonferroni correction. At the moment...
28 July 2024 7,827 6 View
My thesis includes variables of inflation rate (monthly), interest rate (weekly), exchange rate (daily), and crude oil production (monthly), as well as imports and exports (annually). The period...
27 July 2024 7,384 5 View
Hello! I am trying to calculate the sumatriptan molecule, but it has been counting for five days and it does not stop. It seems to me that it is too long and I am doing something wrong. Please...
25 July 2024 3,364 5 View
Dear people,
24 July 2024 1,252 2 View
The literature on Supply Chain Integration (SCI), Supply Chain Management (SCM), and collaborations, spanning several decades, deserves special attention. This topic, although addressed for a long...
23 July 2024 5,672 3 View
Kao's panel cointegration tests , is there anyone willing to explain me the eviews-9 output for the Kao's panel cointegration tests?
23 July 2024 5,051 4 View