George K. Zestos

6 Questions 75 Answers 0 Followers

Questions related from George K. Zestos

Please suggest nonlinear cointegration/VEC and ARDL models with Eviews examples?

Hello, We have difficulty establishing cointegration using the Johansen methodology for a set of macroeconomic variables of a developed country. Similar difficulty appears with the estimation of...

01 July 2021 7,918 3 View

What is presently the "state of the arts unit roots test( s)?

Can someone suggest a Unit Root test that in your opinion is better than others, and explain why this test should be used either alone or in combination with other unit root tests. Thank you...

02 December 2020 5,875 3 View

Can you help with an interpretation of an ARDL-BOUNDS test empirical result?

I estimated an ARDL model and found evidence of cointegration . Altough the Bounds statistic is exceptionally high and the cointegrating equation gave meaningful cefficients, all the...

30 September 2019 9,343 1 View

What is an appropriate econometric model?

Hello colleagues, I would like to ask you what will be an appropriate econometric model for predicting an event that has never occurred before. For example the election of an extreme political...

01 February 2017 6,336 1 View

How can you handle a right hand side variable of an ARDL model which has a kink (peak) i.e., a distinct break?

Please look at the graph attached of this variable. Thank you for your help, George K Zestos.

27 June 2016 8,930 4 View

Can you use AR(1) to correct serial correlation in ARDL model, and still test the error term to find a long run relationship?

Furthermore, how do you interpret the significance of the one period lagged error term in the last ARDL equation after you calculate the Wald test. Thank you so much.

19 May 2016 530 4 View