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Questions related from Monir Ahmed
Andrews and Kim (2006). " Tests for Cointegration Breakdown Over a Short Time Period", Journal of Business and Economics Statistics, Volume 24, 2006 - Issue 4, pp: 379-394. Several articles have...
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Which software can perform (MATLAB/R/STATA/EvIews) Andrews and Kim's (2006) break-point cointegration test? Is there any package or code available?
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How can I get capital-labor ratio for each country? Does the PWT table calculate this ratio?
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If data set is in panel-form, then can we perform principle component analysis( PCA) for overall data? Or, should we perform PCA on individual basis?
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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...
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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...
07 July 2015 4,407 5 View
01 January 1970 2,636 0 View
