14 Questions 40 Answers 0 Followers
Questions related from Nip Nip
Considere a completely randomized design, where every unit is randomly assigned to a treatment group. Let's say we have 30 observations and 3 treatment groups. When we choose one observation at...
10 October 2018 5,090 17 View
Is there any difference between “Magister” and “Master of science”? or are they synonymous?
04 April 2018 3,228 2 View
After estimating an ARDL model in eviews, you can ask for the long run coefficients by clicking view > coefficients diagnostic > long run form and bound test. My question is: how standard...
02 February 2018 9,737 2 View
I'm trying to get the eigenvalues and eigenvectors from a square matrix with the following commands: import numpy as np A = matrix([[5,2,0],[3,1,-5],[11,4,-4]]) λ, U = np.linalg.eig(A) print...
02 February 2018 5,713 4 View
Dear Sir or Madam: Should we considere Structural Breaks when testing for granger non causality following Toda - Yamamoto procedure? I mean should i considere breaks in the slope or intercept or...
08 August 2017 1,392 0 View
Dear Sir or Madam, Is it correct to considerer structural break in the data by adding a Dummy2000 (which adquire values of 1 since the year 2000) and an interaction term, Dummy2000*X1. Y =...
01 January 2017 10,112 7 View
Dear Sir or Madam, Your opinion will be highly appreciated! I'm using annual series from 1965 to 2015. Chow test suggest that there is one break date (1980) in my dependent variable (Y). Should I...
12 December 2016 9,486 1 View
My model is Y(X1,X2), where Y=CO2 emissions, X1 = gdp per capita, X2 = oil prices. When i tested using traditional Granger causality, X1 and X2 do granger cause Y. When i tested for granger...
12 December 2016 1,796 2 View
I would like to read your opinions about the next issue: the model (ARDL) is CO2 emissions (lco2pc) as a function of oil prices (lop) and GDP per capita (lgdppc). All variables in log form.Oil...
12 December 2016 7,627 10 View
Dear sir or madam: I was wondering if these results show that my ardl model is stable. I mean if we see the cusum square graph the blue is outside the band and then comeback within the...
11 November 2016 2,640 6 View
Hello! After reading several websites, i still can't be 100% sure when chosing between none, Intercept only, Trend only and both (trend and inercept) for unit root testing. So, i will really...
10 October 2016 3,460 9 View
Dear sir or Madam, I'm doing my thesis, and i would like to read your suggestions about what i'm currently doing and some answers to a few questions i have. Firts, i found that all my variables...
10 October 2016 2,285 6 View
Are these arguments right? -first is about simple model and later is about more then 2 variables or using matrix form -An error correction model is a single equation. A VECM is a multiple equation...
10 October 2016 564 5 View
In the context of confirmatory factor analysis. When building a CFA model, each of item that form a latent variable has its own squared multiple correlation coefficient or reability. Is there a...
01 January 1970 3,074 4 View
