Randimal Herath

19 Questions 17 Answers 0 Followers

Questions related from Randimal Herath

How do I prove convergence of sandwich variance estimator under the assumption of MLE misspecification?

Can someone please guide me on how to do this proof?

08 May 2025 144 3 View

How does the supremum or uniform norm (sup-norm) can be used to prove that x^n is not convergent uniformly?

Based on the theorem "A sequence of bounded functions (fn) is uniformly convergent on A to f if and only if ∥fn − f∥A → 0", how can I prove that xn is not convergent uniformly??

24 April 2025 8,435 2 View

If f(Y|X=x) is N(x,x^2) and f(x) (marginal of x) is uniform (0,1), how do I prove that Y/X (Y divided by X) is independent of X?

Suppose the distribution of Y , conditional on X = x, is N (x, x^2) and that the marginal distribution of X is uniform (0, 1). How do I prove that Y/X (division) and X are independent?

04 April 2025 3,532 6 View

If F1 and F2 denote distribution functions for absolutely continuous distributions, is this function a density function?

Let F1 and F2 denote distribution functions for absolutely continuous distributions on the real line and let p1 and p2 denote the corresponding density functions. is p1^a p2^(1-a) where 0 ≤ a ≤ 1,...

27 March 2025 8,517 3 View

If F1 is a distribution function, then how do I prove that 1-F1(-X) is a distribution function?

Let F1 denote distribution functions on R, then I need to prove whether 1-F1(-X) is a distribution function. The proof must include the right-continuity, non-decreasing property and limits at...

27 March 2025 4,463 4 View

What is the Conceptual Framework of a research?

My supervisor asked me to include a diagram of a conceptual framework in my dissertation, but I'm unsure about its meaning and how to create such a diagram. Can someone provide guidance on this?

02 November 2023 9,701 1 View

What is the difference between dynamic forecast and static forecast in EViews? which gives the most accurate forecasts?

I'm using stock price data to model the volatility and forecast volatility using EViews. In forecasting when I use the static forecast, the mean absolute percentage error is high but it is low...

05 May 2023 5,975 5 View

If ARDL model require only one cointegration relationship, how the bound test is used to test the no. of cointegration relationships?

In many articles I saw that ARDL model can be used when there is only 1 cointegration relationship. Therefore, to check the number of cointegration relationships I used Johansen cointegration test...

28 April 2023 5,614 2 View

In panel data is it possible to fit fixed effect model for each dummy variable separately?

I want to find how the number of COVID-19 cases, deaths and lockdown affect each sector in Sri Lankan economy. Hausman test suggested me fixed effect model as the most suitable model. I need to...

05 March 2023 475 7 View

How to impute stock prices when the stock market was closed continuously for two months due to the COVID-19 pandemic?

I am analyzing the behavior of the Sri Lankan stock market. For the analysis, I considered daily stock prices from 2015 to 2021. But the stock market was closed for two months in 2020 when the...

27 February 2023 384 7 View

Is it correct to impute missing values in a time series when the percentage of missing observations is 36% of the total observations?

I am analyzing the Sri Lankan stock market performance during COVID-19. I considered daily stock prices from 2015 to 2021. The total number of days in the series is 2555, but 905 of them are...

26 February 2023 3,300 16 View

Can VAR model (Vector Autoregressive model) explain the short run relationship of cointegrated series?

I have few time series which are cointegrated. First I differenced the non-stationary series and fitted VAR after making them stationary. Later I fitted vector error correction model separately...

17 February 2023 9,853 3 View

I need to apply panel regression for 7 sectors but I don't have data for separate sectors. How do I apply panel regression?

I need to find most affected sectors in the economy by COVID-19 pandemic. I have data for number of COVID cases and deaths for the whole country. I don't have these data for separate sectors. how...

16 February 2023 4,020 17 View

What imputation methods can use when whole records are missing in multiple time series?

I'm using multiple time series measured daily from 2015 to 2021. but records for some days are missing for all time series. How can I impute the records for missing days?

02 February 2023 9,200 4 View

How do I split training and test set if I'm using pre Covid period and current Covid period to predict stock prices?

I'm expecting to use stock prices from the pre-covid period up to now to build a model for stock price prediction. I doubt regarding the periods I should include for my training and test set. Do I...

30 January 2023 6,200 5 View

If several time series variables are in different scales, before apply VAR is it necessary to standardize variables to bring them into a same scale?

I am conducting a multivariate time series analysis and my time series variables are measured in different scales (Dollars, Rupees, counts). I want to know whether standardization of variables is...

12 January 2023 706 1 View

What are the statistical models that can be used to analyze the relationship between few time series variables?

In my time series dataset, I have 1 dependent variable and 5 independent variables and I need to find the independent variable that affects the dependent variable the most (the independent...

02 January 2023 5,786 16 View

In panel data if variables are in different scales, should we standardize variables to bring them into same scale?

I can't understand if is it necessary to standardize variables in panel data to properly compare the coefficients because all variables are measured in different scales (eg; currencies, counts)....

01 December 2022 8,701 7 View

What is the modulation index (ma) in inverter for 3 phase induction motor?

To obtain dq components of the inverter voltage for unity power factor correction of a 3 phase induction motor What is the modulation index (ma ) which is mentioned in the 2.2 equation?

04 May 2021 8,737 3 View