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Questions related from Monir Ahmed
H-P filter is widely used in macroeconomics to derive the deviation from the trend line. But, Hamilton, a famous econometrician on time series criticizes the H-P filter. Now, the applied...
24 July 2020 7,610 0 View
Suppose, one of the regressors is an index number and the index ranges from 1-15, where the higher value indicates greater flexibility and the lower value indicates greater rigidity. If the...
29 May 2016 6,941 11 View
How can I measure the asymmetric behavior of volatility of a macroeconomic indicator? Should I proceed with Markov Switching model after estimating GARCH/EGARCH model?
22 May 2016 1,927 2 View
As System GMM two step estimator is a small sample estimator, what is the minimum observation to perform this estimation? Again, STATA can make the sample as strongly balanced although there are...
21 February 2016 1,836 2 View
How can I get capital-labor ratio for each country? Does the PWT table calculate this ratio?
19 January 2016 901 2 View
Suppose, we assume that the cointegral relationship may be affected by regime( political or any change). Is there any test or methodology that we can handle this change?
22 September 2015 1,139 5 View
Suppose, the semiparametric regression ( Robinson's estimator) say that the function is quadratic. How can I estimate the derivative function of that quadratic function? Is there any STATA code or...
01 September 2015 1,281 1 View
If one of my variables is an index variable, then can I perform granger causality test ( time series or panel )? If the index variable is the main independent variable, can I perform the...
03 July 2015 5,964 5 View
How many observation will suffice to conduct panel co-integration test? I mean, how many groups and time spans are needed for this test?
30 June 2015 3,323 4 View
HP filter is widely used to decompose the trend and cyclical component but Hamilton (2017). " Why You Should Never Use the Hodrick-Prescott Filter " criticized this method. What other possible...
01 January 1970 9,831 1 View