Suresh Chand Aggarwal

4 Questions 20 Answers 0 Followers

Questions related from Suresh Chand Aggarwal

What is an appropriate Panel data estimation method if t=20 and i=20?

In panel data estimation if t=20 and i=20, do we necessarily need to test for stationarity, co-integration and causality. What is best method to estimate the model with this data set, if one is...

01 December 2023 6,048 0 View

What is the best estimation methodology in a penal data when few of the explanatory variables are also likely to have multicollinearity?

What is the best estimation methodology in a penal data when few of the explanatory variables are also likely to have multicollinearity? Is VAR the right choice in such a model? The model has...

12 September 2017 6,126 8 View

Time Series Stationaity

In testing for stationarity for regression or VAR, does it matter whether the series is stationary without intercept and trend, or with intercept only or with trend only or in any other combination?

11 May 2017 654 5 View

If different variables are stationary at different levels, how do we find their underlying-relationship?

it is time series data.

24 September 2015 2,136 23 View