Yashoda Karki

2 Questions 3 Answers 0 Followers

Questions related from Yashoda Karki

How do we select the maximum lag length to be included in underlying VAR model while testing for Johansen's cointegration?

The optimum lag length selected using the command "varsoc" in STATA and the maximum lag length to be included in underlying VAR model while estimating the cointegrating rank of VECM, are they...

08 May 2019 1,299 4 View

Is it reasonable that Aid/GDP ratio in negatively correlated with the real GDP?

Hi, I am writing an academic paper based on foreign aid and GDP. Using annual time series data of real GDP and foreign aid as percentage of GDP, I found that Aid/GDP ratio has a negative...

27 March 2019 4,049 5 View