3 Questions 5 Answers 0 Followers
Questions related from Reynaldo Senra
Dear collegues, I am considering to use the Dynamic Common Correlated Effects estimator developed in Chudik and Pesaran (2015). Here, it is a link to the...
10 August 2021 1,292 0 View
Dear all, I am certain that one of the variables in my vector can affect the rest only if it is lagged. For example, lets imagine an agriculture product which is planted in a year and harvest in...
11 September 2020 1,165 4 View
In most of the books and posts I have read, they always mention the use of dummy variables in standard cointegration analysis to account for issues in the time series (seasonality, breaks,...
01 January 1970 9,193 9 View
