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

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

How to interpret confidence intervals in IRF?

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 3,825 0 View

Can I correlate two time series in levels?

01 February 2016 8,904 12 View

New Journal, "Integrative Psychological and Behavioral Science" -- do you not know, and have you not seen, this done before?

Question to you and THEM, the New Journal, "Integrative Psychological and Behavioral Science" -- do you not know, and have you not seen, this done before? There appears to be a core problem for...

02 March 2021 3,024 2 View

Is there any rich, publicly available English literary corpus?

Hi everyone. I am looking for a rich corpus in English literature, a one which includes literary prose ( e.g., novels or short stories) . can anyone propose a good one? Best regards Fatemeh

01 March 2021 1,970 2 View

Does any one can help me choose a reasonable basis set for intermediate metal ions interactions with guanine (i.e Fe2+, Mn2+, Cu2+ and exc.)?

Hello every body Does any one has any idea to help me choose a reasonable basis set for intermediate metal ions (i.e Fe2+, Mn2+, Cu2+ and exc.) interactions with guanine or other DNA organic...

01 March 2021 6,187 2 View

What could be some reasons why unstimulated monocytes are getting activated?

Im doing PBMC isolation -> CD14+ enrichment using magnetic beads -> stimulation setup. My negative control is just cells in cRPMI but they seem to get activated over and over again.

28 February 2021 7,883 3 View

Why does intensity drops as concentration increases?

Is there any reason for decrease in fluorescence emission intensity of HSA,BSA when increase the concentration ?

28 February 2021 3,653 4 View

POlymer+DMSO solution and moisture??

What could be the reason of moisture at the sides of Vial when I am preparing my polmyer+DMSO solution for membrane fabrication? What etiquettes I am possibly missing here?

28 February 2021 6,516 5 View

Should we reduce the standard unit of length to 0.31951540592 meter ?

The reasoning behind this question is to align the ratios of the proton potential in energy per charge to the speed of light in distance per time. As these two dimensions appear to be related,...

27 February 2021 947 7 View

What could be reason for getting such type of graph for complex impedance in case of polymer blend films?

Its effect appears in real part of ac conductivity also. Can anyone suggest any reason behind it?

26 February 2021 3,487 3 View

How to measure angle between laser travel path and machine axis in Laser Measurement system?

25 February 2021 1,987 3 View

What might be the reason for obtaining two bands in plant genomic DNA extraction?

I got a thin band and a thick band i guess it would be the genomic DNA and the 260/280 ratio is 3.

21 February 2021 6,523 6 View