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?
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! How do I calculate Degrees of Freedom in a VECM? I use Eviews, where only the F-stat is displayed, and no p-value.
02 March 2016 2,611 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
i am unable to interpret why its increases in start as shown in figure
11 August 2024 2,179 1 View
The first pdf file I uploaded had an error. So I uploaded an updated, corrected pdf of that paper with a different pdf name. I dpon't want the old copy to be download or read.
07 August 2024 9,508 1 View
How can I interpret the data gathered without solving?
03 August 2024 9,054 3 View
I'm trying to calculate the tolerance factors of the hydride perovskite and the value calculated by me and the reported values are contradictory. Need more clarity in using the correct ionic radii...
01 August 2024 2,614 1 View
How to change the displayed full article text to its corrected version? In the file on the page of the journal where I published the article, there was an error in the text, the table is...
30 July 2024 3,229 2 View
The entropy measured of molecular graphs plays a crucial rule. The network structures in some cases are very lengthy calculations to handle. Some author avoid to construct table where as most...
30 July 2024 3,126 0 View
I went for Plackett Burman Design for selecting the optimization factors of growth conditions for pesticide degradation. I started with 7 parameters. But, after the experiments and analysis, only...
29 July 2024 5,015 1 View
My photocatalyst from solid waste red med. Dye is methylene blue My all parameter study is showing zero order. How to prove it further that the reaction in zero order?
29 July 2024 7,404 1 View
I am writing to request a correction regarding the affiliation of one of my co-authors, Donald Ho. Currently, the author's profile incorrectly lists an affiliation with The Hong Kong Polytechnic...
28 July 2024 6,824 0 View
It has been documented that apoptotic cells themselves can induce phosphorylation of serine 139 on H2AX (γH2AX) due to DNA fragmentation during apoptosis (doi: 10.1074/jbc.275.13.9390). As γH2AX...
28 July 2024 7,983 2 View