Akanda Wahid-Ul- Ashraf

2 Questions 7 Answers 0 Followers

Questions related from Akanda Wahid-Ul- Ashraf

To test granger causality using VAR what what would be best? First difference or level? stationary in 1st difference and in level not?

it would be best if someone lets me know with reference to a publication. because there are many opinions. Also , I know if series are co-integrated we should use VEC model but some paper argues...

30 June 2015 3,862 3 View

How can I confidently decide if some variables are coming from a non-linear dynamic system?

I am talking from theoretical perspective, by analysing the source and interaction. I feel like most of the things are from non-linear dynamic system even if the empirical evidence is not enough...

25 April 2015 3,755 6 View