Suraj Sharma

6 Questions 22 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 3,730 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 8,705 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 2,991 3 View

Can anyone help in estimating Finite mixture model (FMM) for count data ?

I am having a count dependent variable. I have gone through the literature and got information on Poisson and Negative Binomial Models with zero truncated and inflated models. I have also gone...

18 September 2019 7,705 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 2,593 0 View

Role of democratic values and good governance on Life satisfaction (LS) of individuals?

Respected members, I want to capture the role of democratic values and good governance on Life satisfaction (LS) of individuals. The LS has likert scale and the their would be questions based on...

11 March 2018 3,435 10 View