Léo Charles

3 Questions 1 Answers 0 Followers

Questions related from Léo Charles

Do I need stationnary variable to estimate a panel var with gmm ?

Hi ! I try to estimate a panel VAR model with GMM. Got 3 variables (exports, tarifs and gdp) for 14 sectors and 28 years. My variables are I(1) and cointegrated. According to Greene and...

10 November 2022 7,988 1 View

Do I need to stationnarize time series in an OLS regression with time trend ?

Hi ! I would like to run a linear regression with time series variables. My goal is to explain the determinants of industrialization in Switzerland between 1890 and 1913. My dependent variable is...

23 July 2020 8,265 3 View

What is the best econometric model for estimating the determinants of industrialization ?

I am working on the economic history of Switzerland and I would like to know which determinants foster industrialization during the 19th century. I am working with time-series. My dependent...

18 July 2020 4,461 3 View