Firsty Izzata Bella

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Questions related from Firsty Izzata Bella

What are the robustness tests used for ARDL-ECM analysis?

Dear colleagues, Currently I'm doing research using ARDL-ECM method processed through Eviews 10. Can somebody mention or explain what are the robustness test used for ARDL-ECM analysis? Thank you

01 January 2022 2,938 5 View

I'm looking for Global Sukuk Database, does somebody know where to find?

I'm planning for a research related to Sukuk (Islamic Bonds) issued in current 10 years. However, it is hard to find the data for this topic, therefore I really appreciate if anyone can provide...

18 July 2021 3,411 2 View

Why the results of Unit Root Test between ADF and Phillips-Perron are different in Eviews?

At the first time, I processed my data which consisted of three variable using Augmented Dickey–Fuller (ADF) test and each variable stasionary at different level. Then I tried to use...

29 November 2020 4,114 6 View

If different variables are stationary at different levels I(0), I(1), and I(2), and are cointegrated, can I run my data by using VECM ?

My data are consisted of 3 exogenous variables (TFIN, SR, and INF), and 1 endogenous variable (GDP). TFIN and INF are stationary at I(0), GDP is stationary at I(1), and SR is stationary at I(2). I...

23 November 2020 8,941 9 View