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Questions related from S. M. Woahid Murad
I want to generate a new variable standard error of forecasting (stdf) after VAR and/or SVAR. I can easily generate stdp (standard error of prediction) and stdf after regress, and stdp after VAR....
14 May 2021 4,546 4 View
I want to estimate a money demand function using panel data. I have found that, among the collected data, most of the variables are seasonally unadjusted while one/two variable(s) are seasonally...
12 October 2019 9,452 1 View
I have annual time-series data from 1972-2014. Is the number of observation sufficient to correctly estimate the Johansen cointegration test? One professor told me that minimum number of...
07 April 2017 2,900 3 View
I've estimated technical efficiency using stochastic frontier analysis. Now I want to estimate economic efficiency and allocative efficiency. However, I do not know how to find it out using Stata....
08 December 2015 8,681 1 View
If sometime series data sets are in fiscal year, and other sets are in calender year, it will mislead our findings. So how can I convert them into a same order?
17 February 2015 6,902 3 View
By using cointegration test, I found that two variables are not cointegrated. In this case can I proceed to Granger Causality test?
22 May 2014 5,579 5 View
For any model, considering time-series data, structural stability test CUSUM and CUSUM SQ are now frequently used.
10 September 2012 2,224 18 View
