Md. Alauddin

9 Questions 13 Answers 0 Followers

Questions related from Md. Alauddin

What to conclude if ARDL bound test approach comes up with dissimilar decision (F-stat and t-stat)?

Hi , I am using ARDL bound test approach for a data set which contains 29 period. I am facing two issues. Please direct me how to solve these issues. 1. The two ARDL bound test statistics (F-test...

06 June 2020 8,950 13 View

What is the difference between ARDL bound test approach and Augmented ARDL approach?

I am trying to learn use of augmented ARDL. But I did not find the command for augmented ardl in stata. Can anyone please refer to the user written code for Augmented ARDL? Is there any good...

04 June 2020 4,964 11 View

What are the Pretest and post test for System GMM method?

Hello, I am dealing with a econometric model that uses system GMM. Please answer the following questions: 1.In order to get better result, what tests should I accomplish before running the final...

22 March 2018 3,374 6 View

Where can I find full dataset for Life Expectancy Index and Education Index 1990-2015?

Hello, I need Life Expectancy Index and Education Index from 1990-2015. I searched UNDP website. Although they have full data set for HDI, but only a discontinuous dataset for the two index that...

03 February 2018 6,257 10 View

What is the Interpretation of the coefficient of endogenous dummy variable in a 2SLS model?

Hi, suppose we get the following 2sls model: Log Y=B1- 0.8623X2+0.05X3 Where X2 is a dummy variable Can you please interpret the coefficient of X2? Thanks in advance.

01 February 2018 1,687 15 View

Is it correct to regress absolute value of a variable wrt variable that are rational?

Hello, I need to regress regress GDP with respect to (Indirect tax/GDP) and (Direct tax/GDP). I am not sure whether this is a correct approach or not. Can anyone please suggest?

02 January 2018 3,704 3 View

Is it possible to use variance decomposition analysis in the case of VAR model?

Hello, if there is no cointegration among variables, it means they have no long run association. In this case the only option we use to explore short run association is VAR. In this case is it...

26 December 2017 8,733 3 View

How can I be sure about stationarity of GDP series using ADF as I see there is a clear upward trend ?

Hello, I was trying to check stationarity of GDP data for a period of time. I took log of GDP. There is a clear upward trend of GDP over the time. But surprisingly when I test for stationarity,...

25 December 2017 3,709 2 View

I want to regress gdp with respect to some other variables. Should I consider real or nominal gdp? if regressors are in nominal terms, will it be ok?

I want to regress gdp with respect to some other variables. Should I consider real or nominal gdp? on the other hand, if the regressors included in the model are in nominal terms, will it be...

23 December 2017 5,362 10 View