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by fmnadeem
Mon Dec 09, 2019 3:23 am
Forum: Program Repository
Topic: Gregory-Hansen Cointegration Test
Replies: 109
Views: 421860

Re: Gregory-Hansen Cointegration Test

Dear Mr. Trubador, thank you very much for sharing. Your post really help me in conducting my research. I really appreciate if you could also share on how to conduct the unit root test with break proposed by Narayan and Popp (2010) and Johansen, Mosconi & Nielsen (2000) cointegration test with ...
by fmnadeem
Sun Feb 08, 2015 12:06 pm
Forum: Econometric Discussions
Topic: Systems of simultaneous equations in LES
Replies: 0
Views: 1692

Systems of simultaneous equations in LES

hi I have price and quantity demanded data on 16 commodities for more than 150 households. I want to estimated parameters of Linear Expenditure System to get demand elasticities, but I am facing problem of having negative value of R-Square for some commodities. can someone please help me Thank you t...

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