2 Questions 4 Answers 0 Followers
Questions related from Musabi Akanda
My data are I(2). So, after first difference they become I(1). My optimal lag length is 5. I run Johansen co-integration test, and result shows they are co-integrated. After that, I run VECM. As...
07 July 2019 9,757 5 View
In long run form and bound test result, should I look on F/t statistic or coefficients of conditional error correction regression or levels equation to interpret results. Or should I look on...
07 July 2019 2,649 3 View
