Is it good to use VECM when there is 1 nonstationary variable at level, and others are stationer at level?

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If ECt in my error correction model are -0.50, can i interpreted the value as shows below?

interpretation: the dependent and independent variables in my study are mutually integrated with the short term disturbances will be corrected every year by 50 percent, so it will need 2 years to...

06 May 2024 1,133 0 View

Do someone have reference textbook or something that define Error Correction Model (ECM) using Panel Data?

Panel Error Correction Model (PECM) not the model Panel Vector Error Correction Model

25 April 2024 5,025 1 View

Reference for Panel Error Correction Model (P-ECM)?

Does anyone know where i can find the general references of panel error correction model method? i need it for my final task on college, thank u for your help.

04 April 2024 8,585 0 View

Should article be written using past-tense or present-tense grammar?

I am wondering this because I have seen two articles using different tenses despite being published in one publisher. This question is nothing important but once the reviewer told me it's better...

23 December 2023 3,319 5 View

Should assumptions of interaction among variables be checked first before drawing a conclusion of confounding?

Let's say that I want to check the associations of mild-exercise to hypertension. I have a set of variables (apart from the IV Of interest and DV): a. sex b. race c. smoking status In my...

20 June 2023 645 0 View

Would it be possible to have an odds ratio 1,040E+12?

Practically, I tried to modelled are variable into multivariate analysis using enter method where I simply put every factors into one model. Oddly enough, the odds ratio does not seem to be...

05 June 2023 9,050 4 View

How to conduct logistics regression, multivariate analysis on SPSS?

This is what I know so please let me know if I miss anything: 1. We do bivariate and collect all the p-values 2. Choose p-values

27 May 2023 6,193 4 View

How do I interpret Odds Ratio for a factor that contains more than two categories?

For instance, I would like to do a logit using variables: 1. bblr - low birth weight (output: lbw/not lbw) 2. merokok - exposed to smoking behavior (output: smoking/not smoking) 3. ras - race...

19 May 2023 2,950 6 View

Preparing sample from coated steel wire for AAS analysis?

Hello. I am tasked with preparing methods for determination of zinc and/or aluminium in galvanized steel wire. The main purpose is to determine the amount of zinc and/or aluminium in the finished...

09 July 2020 6,986 0 View

Ligplot+ analysis didn't show any binding interaction. Why?

Hi all. I have a question regarding ligplot+ analysis. I did a docking of several ligands with a protein using autodock 4.2. I analysed the binding interactions of some ligands using ligplot+ and...

16 June 2019 6,932 3 View

Granger causality construction for VECM model?

Dear people,

24 July 2024 1,252 2 View

VECM Model: Positive/insignificant CointEq1 ?

Hello everyone, I am conducting

22 July 2024 8,085 11 View

Optimal lag length: what is the maximum lag length I should put?

Dear Pe

20 July 2024 9,703 6 View

Can I transform two log variables into one using multiplication in VECM time series model?

Hello, I performed Vector error correction model using Tourist Arrivals as a dependent Variable and Real GDP, Public Road Transport operated distance and Public Railway Transport operated distance...

25 January 2024 7,429 11 View

Hi everyone, is there a way I can check stability of the cointegration relation using the Hasen and Johansen recursive method in Stata or EViews?

I have estimated a VECM in Stata with rank =2 on five variables after confirming that all variables are I(1) and there are 2 CI rank using the Johansen test. Now I want to check CI relations...

14 January 2024 8,315 5 View

Problems with VECM model?

Hello Could someone help me about VECM model?

12 September 2023 6,090 6 View

Can anyone suggest how to test a transmission mechanism using a vector error correction (VEC) model?

Hello everyone, I am currently working on a research project that aims to test possible transmission mechanisms between two economic variables. I run a Vector Error Correction Model (VECM). I am...

29 May 2023 6,918 0 View

Is it possible to Use VECM with second order difference stationary variables?

Hi All, I am working with time series data which has a dependent variable I(2) { Stationary at second order difference} and other independent variables are stationary at I(1). Also, there exists...

09 May 2023 2,133 4 View

Reducing the number of integer digits of the variable in VECM analysis?

With VECM analysis, I examine the relationship between the spot market price volatility of the shares and the volumes of the futures contracts on which these shares are based. I have a problem in...

21 March 2023 1,355 4 View

Do coefficients matter in VECM?

I'm trying to specify a model with government expenditures and economic growth. My VECM passes all the robustness checks, when variables are included without transformations, but the coefficients...

26 February 2023 6,365 1 View