Beatriz Torrinha

2 Questions 9 Answers 0 Followers

Questions related from Beatriz Torrinha

Which post-estimation tests must one report after a VECM estimation?

I'm modelling the twin deficits via a Vector Error Correction Model, given that all the 4 variables included are I(1) and I find 1 cointegrating vector among them. I intend to ascertain the...

21 August 2017 7,880 5 View

What is the most adequate Stata code for an Error Correction Model with panel data fixed effects?

Hello Experts! I'm conducting a study on the effect of trade openness on industry competition. My panel dataset is composed by 3 dimensions: country (5), industry (19) and time (9 years). The...

27 March 2017 3,594 8 View