Defne Alpdogan

4 Questions 2 Answers 0 Followers

Questions related from Defne Alpdogan

May ARDL model with a structural break lead to inconsistent results?

I'm using ARDL model to regress the permanent income hypothesis. Regarding the Engle-Granger and bounds test, I conclude that the consumption and income series are cointegrated. However, there is...

14 June 2020 8,936 0 View

How to deal a random walk model with a drift?

I'm regressing households' spending (PCE) on disposable income (PDI) between 1980 and 2018 for the U.S economy. I noticed that the coefficient of PDI is higher than 1. I first think that coeff. of...

05 June 2020 9,688 1 View

Could one identify structural break that stemming from explanatory variable on dep. variable in long term?

Rather than to determine a structural break by nature of economic volatility (or test not to determine itself) i want to evaluate the results of a sudden change ( a break) in an explanatory...

03 April 2020 3,248 0 View

How to deal with negative values of Cusum graph?

I have an ARDL error correction model, in the CUSUM chart as far as I diagnosed there is a negative trend, moving means. Before that, I found that the explanatory variable and the dependent...

01 January 1970 4,600 3 View