Zericho Marak

4 Questions 9 Answers 0 Followers

Questions related from Zericho Marak

Is it proper to perform Vector Autoregression (VAR) and there after Granger Causality if all the variables are of I(0) order?

I have reviewed and read literature on VAR, ARDL and so on but still confused what to when the variables are of I(0). I have learned what the treatments are when the variables are of I(1) or a...

28 May 2020 3,888 0 View

Will it be appropriate to include both statistical techniques/models/analysis along with Machine Learning models/techniques in a research paper?

Will these two modes of data analysis be compatible?

14 January 2020 6,725 2 View

Which is better better for checking Multicollinearity- VIF or Variance Decomposition Analysis?

Very often different researchers have used different methods/techniques to check multicollinearity. This may range from mere correlation test to VIF to Variance Decomposition Analysis. Which of...

04 February 2019 8,499 7 View

Is it unusual to get lag1 and lag2 giving different direction serial correlation?

I have employed 2-step GMM, however, I am getting Lag1 and Lag2 giving different direction of serial correlation. While Lag1 is positively influencing the Dependent variable whereas Lag2 is...

24 January 2019 717 9 View