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Questions related from George K. Zestos
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 7,908 3 View
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 5,871 3 View
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 9,336 1 View
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 6,326 1 View
Please look at the graph attached of this variable. Thank you for your help, George K Zestos.
27 June 2016 8,913 4 View
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 525 4 View