Abhishek Chand

5 Questions 4 Answers 0 Followers

Questions related from Abhishek Chand

If a variable is not stationary according to both adf anf pp tests, but on applying zivot-andrews test it becomes stationary and a break date is given

I have 2 such variables in my var model that exhibit the above given condition. Should i do something special in my Var model. Different methods give different break dates. If we should be...

05 July 2017 8,520 3 View

AIC ,SC and HQ indicate a lag order of one. Should i use it to estimate the equation or should i use a higher order lag to make it more dynamic?

I want to study their impulse response function. Quarterly data and variables in % are being used

23 June 2017 6,197 2 View

Which variable will be a good proxy for weighted average lending rate(WALR)?

In the context of India.I need a variable with quarterly frequency.

19 June 2017 2,037 2 View

How to fix ''near singular matrix'' problem in Zivot-Andrews unit root test?

REGRESSORS MAY BE PERFECTLY COLLINEAR

12 June 2017 630 7 View

How to model a back series for the CPI?

I have CPI Combined(rural + urban) (Base year 2012) data since 2011, and CPI -Industrial worker(IW) data with Base year 2001(data available from jan 2006 to mar 2017) plus CPI-IW with base year...

07 June 2017 362 3 View