Kautsar Hilmi Izzuddin

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Questions related from Kautsar Hilmi Izzuddin

If ECt in my error correction model are -0.50, can i interpreted the value as shows below?

interpretation: the dependent and independent variables in my study are mutually integrated with the short term disturbances will be corrected every year by 50 percent, so it will need 2 years to...

07 May 2024 1,092 0 View

Do someone have reference textbook or something that define Error Correction Model (ECM) using Panel Data?

Panel Error Correction Model (PECM) not the model Panel Vector Error Correction Model

26 April 2024 4,882 1 View

Reference for Panel Error Correction Model (P-ECM)?

Does anyone know where i can find the general references of panel error correction model method? i need it for my final task on college, thank u for your help.

05 April 2024 8,554 0 View

Is it good to use VECM when there is 1 nonstationary variable at level, and others are stationer at level?

is it good to use VECM when there is 1 nonstationary variable at level butstationer at first difference, then others have stationarity at level and first diff? i use I(1) for the model so that...

27 January 2024 6,824 3 View