Tina Parate

8 Questions 2 Answers 0 Followers

Questions related from Tina Parate

Which variable should be used for inflation in India?

Which variable data should be used for inflation in India? The CPI (Combined) is available only from 2011. And WPI, and GDP deflator is not a good indicator. I need quarterly data from...

31 May 2024 688 1 View

Does the factor estimates derived from Dynamic Factor Model is zero for the first timeperiod?

I am running a DFM model on STATA using timeseries data to derive the estimated Factor (through MLE) as the index. 1. Does the factor estimates derived from Dynamic Factor Model is zero for the...

31 May 2024 2,972 0 View

Help with ADO file in STATA, please?

Hi I am new to STATA. I want to use the similar commands as this attached paper to create an index using DFM (Dynamic Factor Model) with panel data on...

07 May 2024 2,054 0 View

Moving average imputation in 2 stages?

Can we perform moving average imputation for missing data in 2 or more stages? If yes, are there any conditions?

01 April 2024 1,009 1 View

What is the Dynamic Factor Model (DFM) for index creation?

I have to use PCA and DFM as two alternate methods for creating a banking stability index. 1. I want to know theory and application of DFM, what actually is it, where to use it and why, in easy to...

27 March 2024 1,412 1 View

Missing data handling methods for panel data?

Hello I have two questions: 1. Can I use more than one method for filling the missing values? Like moving averages, and imputing mean where moving averages didn't work? 2. Are the methods for...

22 March 2024 7,628 5 View

How to conduct CUSUM and CUSUM SQUARE Test for Stability at 10% significance on Eviews?

Hello I am conducting a Quadratic ARDL model on Eviews for Kuznets Curve. My significance level is 10%. And I want to conduct CUSUM and CUSUM SQUARE test for stability using 10% significance...

05 April 2023 3,474 3 View

NSE historical data- where to download?

I want the data on India VIX (Volatility Index), Bank NIFTY, NIFTY 50 and some other India Stock market data for my research. However, on the NSE website I can find only data since 2013. When I...

01 January 1970 554 2 View