8 Questions 20 Answers 0 Followers
Questions related from Salim Ali Shamsher
Your inputs most appreciated.
08 September 2020 6,356 28 View
I do know that Eviews has an add on for this model, But I am using a old version of the Eviews and therefore the add on feature cannot be incorporated in the same.
29 January 2018 551 4 View
The JJ test for establishing a long run co integrating relationship and the EGARCH for verifying short run dynamic linkages. Would DCC-MGARCH be preferable to EGARCH and if so , why?
20 July 2017 1,339 2 View
Testing for Volatility.
06 April 2017 2,663 4 View
How could one choose between the two methods?, Which of the two would be more preferable and under what circumstances?
03 April 2017 7,309 2 View
Time Series Analysis- Application of Dynamic OLS and Fully Modified OLS and Why would they be superior to a an OLS especially with reference to a co integrating regression.
24 May 2016 3,187 32 View
This I am planning to do to check the p values associated with the coefficients and to run a Wald Test to check the restrictions on the coefficients of VECM.
22 December 2015 5,747 3 View
The two time series are non stationary at level but stationary on first difference - I(1). I have already performed Engle Granger and the Johansen Test and found them to be cointegrated in both...
17 December 2015 3,365 3 View