Tehseen Jawaid

4 Questions 15 Answers 0 Followers

Questions related from Tehseen Jawaid

Hi all, can OLS be used on single equation when it has two (2) cointegrating vectors?

Let suppose an equation Yt = a + b1Xt + b2Zt + b3Ft + e where Y is the dependent variable and X, Z and F are independent variable. If johansan cointegration shows 2 cointegrating vectors then...

24 August 2020 3,750 12 View

How can we measure the effectiveness of monetary/fiscal or commercial policy? Is there any index for this or can we develop our own index?

Through this we can measure the effectiveness of policy that has been implemented.

27 January 2015 1,002 4 View

Can we use normalized cointegrating vector's coefficients in place of OLS coefficients?

when OLS results is not up to the mark. should we go for normalized coefficients of JJ cointegration?

24 December 2014 3,299 2 View

If all variables are stationary at level then should we go for cointegration in time series analysis?

Econometric based answer required with reference.

07 October 2014 3,938 34 View