9 Questions 7 Answers 0 Followers
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 4,581 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 9,483 1 View
Suppose, all variables are I(1), except one. The variables, which are I(1), are also I(2). One variable, which is neither I(0) nor I(1), is I(2). Hence, all the variables are now I(2). All the...
01 March 2018 5,523 3 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 2,932 3 View
I want to estimate the panel Seemingly Unrelated Regressions Augmented Dickey–Fuller (SURADF) test, which is proposed by Breuer et al.(2002). The SURADF test allows us to identify how many and...
23 February 2017 4,323 2 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 8,716 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 6,966 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 5,612 5 View
For any model, considering time-series data, structural stability test CUSUM and CUSUM SQ are now frequently used.
10 September 2012 2,257 18 View
