@Clement-Menard-3

Clement Menard

5 Questions 6 Answers 0 Followers

Questions related from Clement Menard

DCC issue from VECM residuals ?

I am analysing as i co

05 August 2024 7,715 1 View

Johansen test question on the number of cointegration relationships?

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02 August 2024 6,628 4 View

Granger causality construction for VECM model?

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25 July 2024 1,541 2 View

VECM Model: Positive/insignificant CointEq1 ?

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23 July 2024 8,408 11 View

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

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21 July 2024 9,842 6 View

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