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Questions related from Davron Ishnazarov
1. For lag length selection:Should I test lag length with differenced values or at level? I run VAR model and then do lag length selection criteria. 2. Cointegration rank: Should I test Johansen...
03 May 2016 578 4 View
For example, if the results of the ECM model revealed causality running from the independent to the dependent variable. Coefficients of the error correction model do not represent similar...
23 April 2014 1,450 14 View
I have 20 observations, time series data, lag order selection criteria (FPE AIC HQIC SBIC statistics). These show that I can choose 4 lags, co-integrated equations based on max trace...
13 March 2014 9,680 24 View
Will the results be robust if we take only 20 obs due to the data availability problem?
05 March 2014 4,349 8 View
I want do determine a long-short run relationship, direction of causality between trade openness and economic growth. I use stata but ECM model works for time series data while for panel data it...
04 March 2014 3,405 5 View