Md Fuad

5 Questions 14 Answers 0 Followers

Questions related from Md Fuad

Which model to use between VAR and VECM for the following problems (conditions)?

I have three variables (monthly for 20 years) including wages and food price . I am interested to see if there any relationship exist between them, either short or long term and which one has the...

01 January 2018 4,953 8 View

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 938 6 View

How to develop a usable CPI series form the available CPI of different base year?

I need to use CPI for a time series (monthly) analysis. However, I have monthly CPI but the base year varies over time. such as from Jan 1980 to 1990 the base year was 1985 and then it was 2000 ...

19 September 2017 656 3 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 7,512 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 226 4 View