Suraj Sharma

4 Questions 15 Answers 0 Followers

Questions related from Suraj Sharma

Which advanced Panel Data model I can use for Small N and Large T?

I am estimating female labour participation rates using panel data for 7 countries. I have data period from 1991 to 2021. I have reviewed the literature, and it suggests using GMM only when you...

28 May 2023 3,681 8 View

Can you help in finding stock and bond returns data for India?

I am working on volatility in Indian stock returns using bond returns as one of the regressors. I want daily stock returns and bond returns data for latest two years. Can you please share the link...

17 May 2021 8,644 6 View

Which model can be used for a mix of I(1) and I(2)?

Dear members, I have a set of five time series. Two of them including dependent variable are I(2) and rest are I(1). Suggest me which time series modelling can be applied in this case? Thank you...

26 January 2020 2,906 3 View

Which test is more appropriate for a time series analysis whether ARDL or VECM?

Dear friends, I am using WDI dataset which is time series for India only. I ran first DF test and PP test for stationarity where I found all the VRs I(1). Further, I checked for any...

11 April 2019 2,513 0 View