Navin Perera

2 Questions 12 Answers 0 Followers

Questions related from Navin Perera

Does one have to test for cointegration if variables are non stationary at levels, but made stationary by detrending, and not differencing?

I have attempted to run OLS regressions using detrended data (as the data at levels are non stationary), but was wondering whether I should check for cointegration and if so, include the error...

22 August 2018 3,184 1 View

How to deal with Structural breaks in an OLS regression/model?

Following the building up of a multivariate model (using EViews), I wanted to test for any structural breaks. So, I used the multiple breakpoint test in EViews and it stated that there are 2...

01 July 2018 7,934 19 View