Search found 8 matches
- Fri Jan 06, 2023 10:42 am
- Forum: Econometric Discussions
- Topic: Significance of impulse response VAR
- Replies: 9
- Views: 25047
Re: Significance of impulse response VAR
Hello everyone I have a question on the same matter What is the link between causality, PVAR findings, and impulse response (IRF) in PVAR? If the causality shows a significant bidirectional relationship between X and Y variables, do the IRF should reflect the same? Also, if the PVAR results show X h...
- Wed Feb 24, 2021 2:02 am
- Forum: Add-in Support
- Topic: Spectral Granger Causality Test*
- Replies: 14
- Views: 51184
Re: Spectral Granger Causality Test*
Hello every one
Can I use this test for panel data?
Can I use this test for panel data?
- Tue Jan 19, 2021 8:05 am
- Forum: Add-in Support
- Topic: CDtest (cross-sectional dependence test)
- Replies: 10
- Views: 60629
Re: CDtest (cross-sectional dependence test)
Hello
When I applied Residual Cross-Section Dependence Test on my unbalanced panel data (N=106, T=18), the finding for all types of tests are NA, could you please help?
Regards
When I applied Residual Cross-Section Dependence Test on my unbalanced panel data (N=106, T=18), the finding for all types of tests are NA, could you please help?
Regards
- Mon Dec 28, 2020 7:58 am
- Forum: Estimation
- Topic: Near singular matrix, PMG
- Replies: 8
- Views: 8442
Re: Near singular matrix, PMG
I agree with you, that what I thought, anyway, thanks a lot for help and spport
Regards
Regards
- Mon Dec 28, 2020 7:42 am
- Forum: Estimation
- Topic: Near singular matrix, PMG
- Replies: 8
- Views: 8442
Re: Near singular matrix, PMG
I selected the same variables that you estimated today, but I selected ARDL/PMG. Could you please help?
- Mon Dec 28, 2020 7:25 am
- Forum: Estimation
- Topic: Near singular matrix, PMG
- Replies: 8
- Views: 8442
Re: Near singular matrix, PMG
Hello
Thanks, but in my case what is problem with PMG?
Regards
Thanks, but in my case what is problem with PMG?
Regards
- Mon Dec 28, 2020 1:27 am
- Forum: Estimation
- Topic: Near singular matrix, PMG
- Replies: 8
- Views: 8442
Re: Near singular matrix, PMG
Dear , Sir
Attached you will find my reviews file, I want to estimate the following equation
CON1 CUR EDU FDI FIN2 INF2 GOE TR UNE Y1
Regards
Attached you will find my reviews file, I want to estimate the following equation
CON1 CUR EDU FDI FIN2 INF2 GOE TR UNE Y1
Regards
- Thu Dec 24, 2020 1:55 am
- Forum: Estimation
- Topic: Near singular matrix, PMG
- Replies: 8
- Views: 8442
Near singular matrix, PMG
Dear All
Greeting
I'm doing an estimation using PMG, my panel structure is T(2000-2019, N=78). I don't have any dummy variables, when u run PMG, I received "Near singular matrix". When I tried in STATA is working. What do you suggest?
Greeting
I'm doing an estimation using PMG, my panel structure is T(2000-2019, N=78). I don't have any dummy variables, when u run PMG, I received "Near singular matrix". When I tried in STATA is working. What do you suggest?