Mike Nyamapfene

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Questions related from Mike Nyamapfene

What are the consequences of non-normality for time series data?

I have tested my OLS regression residuals for GDP, Investment Consumption, Real Exports and CPI and found that the residuals are not normal. This is a violation of one the main CLRM asssumptions....

20 April 2016 8,980 8 View

If I have all independent variables which non-stationary that I convert to stationary through ordinary differencing.What is the order of intergration?

For difference stationary/ non-stationary variables do I use VECM or VAR estimation?

10 April 2016 4,707 4 View