Joe Greaves

5 Questions 7 Answers 0 Followers

Questions related from Joe Greaves

Can I use MIDAS Regression Method for my Monthly and Daily Frequencies Data?

Hi professors and professional colleagues: I am doing research to understand the effects of the Covid19 outbreak on core CPI fluctuation in my country. In addition, I will include other useful...

16 November 2021 4,666 4 View

How to Test for Structural Breaks in panel data using either R or Stata14 or Eviews9?

Hey, I am doing a panel data study and I want to consider structural breakpoints of each country in my study. I need assistance for either R or Stata14 or Eviews9 codes. I want to use the...

27 January 2020 3,285 3 View

What Methodology can I used for six years wholesale and retail rice price?

Hello Friends and Professors, I have data spanning from 2010-2016 on wholesale and retail price of rice in US$. I want to use time series approach to investigate the trend in rice price(s). Also,...

16 November 2018 3,270 2 View

VAR or VECM for a mix of I(1) and I(2) order variables?

I have 5 time series. Three of them are I(1) but became I(0) that is after first difference, while the other two are I(2) stationary after 2nd difference. I need to find relation between them. I...

17 November 2017 1,322 7 View

How can I deal with missing values in Time series data ?

Dear all, My thesis involves five economic indicators, but two of my key variables have 10 years missing values, that is from 1986-1996. I will apply many pre-tests such as Unit root test,...

31 October 2017 117 7 View