Tanya Goenka

3 Questions 1 Answers 0 Followers

Questions related from Tanya Goenka

My error correction term/speed of adjustment be -1.60529.?

I have performed VECM test with LLB and CPS as my independent variable and GDP as dependent variable. Can i write that In the absence of changes in LLB and CPS deviation of the model from long run...

19 August 2017 872 1 View

When i am doing VEC test and take lag interval as 1 2 ( given by default), it says insufficient number of observations. Why?

I have take 5 variables, GDP is my dependent variable. Data is from 1991-2014. There are 24 observations. I am doing the test on logs

12 August 2017 9,195 1 View

When I am doing Johnsen Cointegration test,I am getting different results in trace and Max Eigenvalue. What should I do

I am using VAR model

11 August 2017 4,123 2 View