Jamel Saadaoui

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Questions related from Jamel Saadaoui

Can we test for co-integration when the involved variables are stationary, but persistent i.e. with the same order of integration between 0.5 and 1?

Answers based on econometric references will be greatly enjoyed! For starters: Granger, C.W.J. and Joyeux, R. (1980), AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL...

15 January 2020 3,041 5 View

How to judge the superiority of a theory in economics?

Answers based on economic or epistemological references will be greatly appreciated! Does the hypothesis of a theory have to be realistic? Do the theories have to make good predictions? Do...

01 January 1970 2,226 0 View