Md Fuad

3 Questions 8 Answers 0 Followers

Questions related from Md Fuad

What to do if a VECM model fails in stability test?

After identifying the beta by Johansen method, I use the 'vecstable' and 'vecnorm' command in stata for checking stability and white noise of residuals. I find that VECM imposes a unit...

25 October 2017 866 6 View

Is it valid to use an instrumental variable in time series model?

I have a time series model that probably may suffer from endogeneity. In other contexts, it would be reasonable to use instrumental variables. However, I have not seen this done before with time...

08 February 2017 7,460 13 View

How can I develop a time series model where some variables are monthly and districts wise and others are mothly at national level not district wise?

W = f( p, q, R ) where, w and p means monthly wages and food prices which are available from 2000 to 2015 from 20 districts (places). But others like production quantity of rice (q) are seasonal...

01 January 1970 180 4 View