Are long run coefficients based on the Johansen cointegration test sensitive to non-normality?

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 5,211 3 View

How to interpret speed of adjustment coefficient relative to IRFs?

03 April 2018 7,401 1 View

Overidentification in vecm?

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 5,753 0 View

How do I interpret the significance of equations in a VEC model?

07 August 2016 7,831 5 View

Durbin-Watson says one thing and Ljung-Box Q another?

07 August 2016 2,257 2 View

How do I set up restrictions in VECM?

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 7,102 6 View

What to do when time series is not non-stationary?

05 June 2016 2,735 19 View

What models for Rahbek and Mosconi method for exogenous variables in VECM?

04 May 2016 3,233 4 View

F-stat DOF for VECM?

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 2,348 0 View

Can I correlate two time series in levels?

01 February 2016 8,904 12 View

What degree of missing data in a particular case/participant results in Expectation-Maximisation no longer working?

I'm dealing with a mediation model and am using the PROCESS module in SPSS. Due to SPSS and PROCESS being limited in the imputation methods - being unable to handle multiple imputation - the other...

02 March 2021 4,362 1 View

Is There Any Feasible Method To Test Fluorescent Compounds Other Than Fluorescence Spectrometers ??

Is There Any Feasible Method To Test The Efficiency Of Fluorescent Compounds Other Than UV Spectrometers ? Suggestions Would Be Appreciated !

02 March 2021 5,785 3 View

Energy minimization in LAMMPS using NVT ?

How do I do energy minimization in lammps with NVT ensemble ? I am using the following command and it does not seem to work. It stops at extremely high energy and gives me the error zero search...

01 March 2021 2,294 3 View

Timeout error!! Processor in the loop (PIL) using STM32F4 Matlab 2018a?

Dear Researchers I am trying to perform a PIL simulation using STM32F4 Discovery board and comunication serial USB TO TTL. During simulation I receive the following timeout error: An error...

01 March 2021 2,327 1 View

Why is the sum of the elements in a row in a Q matrix equal to zero?

When explaining substitution models, the substitutions are expressed as Q matrix. Why is the sum of the elements in a row zero?

28 February 2021 3,864 3 View

Mixed ANOVA - help?

I'm currently working on a piece which asks to conduct an ANOVA - looking at the effect of sporting group (2 levels), and exercise trials (two trials with six levels). I've computed this all...

27 February 2021 9,626 4 View

No title

I am trying to find how to know the density needed for a pva electrospinning in a 0.6mm neddle, the electrospinning will be from top to bottom and the problem I really have is the solution because...

25 February 2021 2,615 3 View

How to Interpret Partial Eta Squared Numbers For a Repeated Measures Anova?

I have obtained Partial Eta Squared Numbers through Two-Way Mixed Anova Analysis. My results for different constructs are: .105, .135, .038, .068, .061 respectively. I wanted to know, whether...

24 February 2021 7,122 1 View

How Can I clain a removal of a co-author?

I would like to make a correction in a co-author in your paper which is wrong. This name is also in other papers of Kenton Ko. Zey Ko is not a Co-author . The correct name is Zdenka...

24 February 2021 3,476 4 View

How does the injection volume impact LLOQ and ULOQ in regression analysis (LC-MSMS)?

Hello, I have run into an issue that has sparkled a debate at work: is the LLOQ/ULOQ impacted by injection volume under the following circumstances: 1) Same dilution factor of all samples 2)...

23 February 2021 9,159 3 View