Moeti Damane

3 Questions 4 Answers 0 Followers

Questions related from Moeti Damane

Dynamic Common Correlated Effects and Small T?

I have cross sectional data with 30 cross sections and 15 years of data - That is, N=30 and T=15. How best can I get around the small sample bias and use the DCCE estimator? Would the JackKnife...

25 June 2024 1,086 1 View

How do I interpret MIDAS Regression results?

Dear All I am currently conducting research where I estimate real quarterly GDP with high frequency variables using an AR-MIDAS regression model in EViews. In the attachment, I have results for...

28 June 2018 6,141 2 View

Good day colleagues. I am investigating stability of money demand using ARDL bounds test approach. Any criteria on how big the F-statistic should be?

Dependent variable: M2 Regressors: Income, CPI, Real Effective Exchange Rate Wald Test: c(1)=c(2)=c(3)=c(4)=c(5)=0 yields a F-Statistic of 279.9628. The intention ofcourse is to compare the...

10 August 2017 5,878 4 View