Krzysztof Beck

4 Questions 18 Answers 0 Followers

Questions related from Krzysztof Beck

Could any one recommend some literature or/and software for multi-level non-hierarchical dynamic factor models?

Hi, can anyone recommend some literature and/or software for multi-level non-hierarchical dynamic factor models?

06 June 2018 9,826 3 View

How to calculate standard errors for the model with measurement error in the explanatory variable?

Hi, I am using error correction coefficient obtained from the ECM model as one of the explanatory variables in the regression. How can I make appropriate correction in the standard errors I’ve...

01 January 2018 2,891 7 View

Can you recommend a good R package for VECM and cointegration?

Hi, can anyone recommend R package for cointegration and vector error correction model?. Ideally the package should be able to deal with both time series and panel data? Best regards KB

12 December 2017 370 13 View

Do you know any references to the literature concerning differences in results from running regressions with variables at levels and in natural logs?

I’ve been using Bayesian model averaging to find determinants of international trade – out of the set of 71 potential determinants. What is surprising, I found that my results heavily depend on...

10 October 2017 6,002 2 View